CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 27-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2017 |
27-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8837 |
0.8745 |
-0.0092 |
-1.0% |
0.8756 |
| High |
0.8859 |
0.8754 |
-0.0105 |
-1.2% |
0.8901 |
| Low |
0.8719 |
0.8679 |
-0.0040 |
-0.5% |
0.8679 |
| Close |
0.8759 |
0.8704 |
-0.0055 |
-0.6% |
0.8704 |
| Range |
0.0140 |
0.0076 |
-0.0065 |
-46.1% |
0.0223 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
157,792 |
136,891 |
-20,901 |
-13.2% |
816,596 |
|
| Daily Pivots for day following 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8939 |
0.8897 |
0.8746 |
|
| R3 |
0.8863 |
0.8821 |
0.8725 |
|
| R2 |
0.8788 |
0.8788 |
0.8718 |
|
| R1 |
0.8746 |
0.8746 |
0.8711 |
0.8729 |
| PP |
0.8712 |
0.8712 |
0.8712 |
0.8704 |
| S1 |
0.8670 |
0.8670 |
0.8697 |
0.8654 |
| S2 |
0.8637 |
0.8637 |
0.8690 |
|
| S3 |
0.8561 |
0.8595 |
0.8683 |
|
| S4 |
0.8486 |
0.8519 |
0.8662 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9289 |
0.8826 |
|
| R3 |
0.9206 |
0.9066 |
0.8765 |
|
| R2 |
0.8984 |
0.8984 |
0.8745 |
|
| R1 |
0.8844 |
0.8844 |
0.8724 |
0.8803 |
| PP |
0.8761 |
0.8761 |
0.8761 |
0.8741 |
| S1 |
0.8621 |
0.8621 |
0.8684 |
0.8580 |
| S2 |
0.8539 |
0.8539 |
0.8663 |
|
| S3 |
0.8316 |
0.8399 |
0.8643 |
|
| S4 |
0.8094 |
0.8176 |
0.8582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8901 |
0.8679 |
0.0223 |
2.6% |
0.0106 |
1.2% |
11% |
False |
True |
163,319 |
| 10 |
0.8901 |
0.8662 |
0.0239 |
2.7% |
0.0112 |
1.3% |
18% |
False |
False |
182,696 |
| 20 |
0.8901 |
0.8454 |
0.0447 |
5.1% |
0.0116 |
1.3% |
56% |
False |
False |
180,804 |
| 40 |
0.8971 |
0.8454 |
0.0517 |
5.9% |
0.0102 |
1.2% |
48% |
False |
False |
119,146 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0110 |
1.3% |
17% |
False |
False |
79,784 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0103 |
1.2% |
17% |
False |
False |
59,913 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.5% |
0.0100 |
1.1% |
16% |
False |
False |
47,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9075 |
|
2.618 |
0.8952 |
|
1.618 |
0.8876 |
|
1.000 |
0.8830 |
|
0.618 |
0.8801 |
|
HIGH |
0.8754 |
|
0.618 |
0.8725 |
|
0.500 |
0.8716 |
|
0.382 |
0.8707 |
|
LOW |
0.8679 |
|
0.618 |
0.8632 |
|
1.000 |
0.8603 |
|
1.618 |
0.8556 |
|
2.618 |
0.8481 |
|
4.250 |
0.8358 |
|
|
| Fisher Pivots for day following 27-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8716 |
0.8769 |
| PP |
0.8712 |
0.8747 |
| S1 |
0.8708 |
0.8726 |
|