CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 26-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2017 |
26-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8794 |
0.8837 |
0.0043 |
0.5% |
0.8757 |
| High |
0.8859 |
0.8859 |
-0.0001 |
0.0% |
0.8898 |
| Low |
0.8785 |
0.8719 |
-0.0067 |
-0.8% |
0.8662 |
| Close |
0.8816 |
0.8759 |
-0.0058 |
-0.7% |
0.8765 |
| Range |
0.0074 |
0.0140 |
0.0066 |
89.2% |
0.0236 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
1.6% |
0.0000 |
| Volume |
155,568 |
157,792 |
2,224 |
1.4% |
826,219 |
|
| Daily Pivots for day following 26-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9199 |
0.9119 |
0.8836 |
|
| R3 |
0.9059 |
0.8979 |
0.8797 |
|
| R2 |
0.8919 |
0.8919 |
0.8784 |
|
| R1 |
0.8839 |
0.8839 |
0.8771 |
0.8809 |
| PP |
0.8779 |
0.8779 |
0.8779 |
0.8764 |
| S1 |
0.8699 |
0.8699 |
0.8746 |
0.8669 |
| S2 |
0.8639 |
0.8639 |
0.8733 |
|
| S3 |
0.8499 |
0.8559 |
0.8720 |
|
| S4 |
0.8359 |
0.8419 |
0.8682 |
|
|
| Weekly Pivots for week ending 20-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9483 |
0.9360 |
0.8895 |
|
| R3 |
0.9247 |
0.9124 |
0.8830 |
|
| R2 |
0.9011 |
0.9011 |
0.8808 |
|
| R1 |
0.8888 |
0.8888 |
0.8787 |
0.8950 |
| PP |
0.8775 |
0.8775 |
0.8775 |
0.8806 |
| S1 |
0.8652 |
0.8652 |
0.8743 |
0.8714 |
| S2 |
0.8539 |
0.8539 |
0.8722 |
|
| S3 |
0.8303 |
0.8416 |
0.8700 |
|
| S4 |
0.8067 |
0.8180 |
0.8635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8901 |
0.8680 |
0.0221 |
2.5% |
0.0109 |
1.2% |
36% |
False |
False |
175,165 |
| 10 |
0.8901 |
0.8662 |
0.0239 |
2.7% |
0.0118 |
1.3% |
40% |
False |
False |
192,223 |
| 20 |
0.8901 |
0.8454 |
0.0447 |
5.1% |
0.0115 |
1.3% |
68% |
False |
False |
177,540 |
| 40 |
0.9005 |
0.8454 |
0.0551 |
6.3% |
0.0104 |
1.2% |
55% |
False |
False |
115,812 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0110 |
1.3% |
21% |
False |
False |
77,505 |
| 80 |
0.9950 |
0.8454 |
0.1496 |
17.1% |
0.0102 |
1.2% |
20% |
False |
False |
58,202 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0100 |
1.1% |
19% |
False |
False |
46,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9454 |
|
2.618 |
0.9225 |
|
1.618 |
0.9085 |
|
1.000 |
0.8999 |
|
0.618 |
0.8945 |
|
HIGH |
0.8859 |
|
0.618 |
0.8805 |
|
0.500 |
0.8789 |
|
0.382 |
0.8772 |
|
LOW |
0.8719 |
|
0.618 |
0.8632 |
|
1.000 |
0.8579 |
|
1.618 |
0.8492 |
|
2.618 |
0.8352 |
|
4.250 |
0.8124 |
|
|
| Fisher Pivots for day following 26-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8789 |
0.8810 |
| PP |
0.8779 |
0.8793 |
| S1 |
0.8769 |
0.8776 |
|