CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 30-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8745 |
0.8717 |
-0.0029 |
-0.3% |
0.8756 |
| High |
0.8754 |
0.8826 |
0.0072 |
0.8% |
0.8901 |
| Low |
0.8679 |
0.8710 |
0.0032 |
0.4% |
0.8679 |
| Close |
0.8704 |
0.8808 |
0.0104 |
1.2% |
0.8704 |
| Range |
0.0076 |
0.0116 |
0.0040 |
53.0% |
0.0223 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.5% |
0.0000 |
| Volume |
136,891 |
155,837 |
18,946 |
13.8% |
816,596 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.9083 |
0.8872 |
|
| R3 |
0.9012 |
0.8968 |
0.8840 |
|
| R2 |
0.8897 |
0.8897 |
0.8829 |
|
| R1 |
0.8852 |
0.8852 |
0.8819 |
0.8874 |
| PP |
0.8781 |
0.8781 |
0.8781 |
0.8792 |
| S1 |
0.8737 |
0.8737 |
0.8797 |
0.8759 |
| S2 |
0.8666 |
0.8666 |
0.8787 |
|
| S3 |
0.8550 |
0.8621 |
0.8776 |
|
| S4 |
0.8435 |
0.8506 |
0.8744 |
|
|
| 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 |
2.5% |
0.0103 |
1.2% |
58% |
False |
False |
151,448 |
| 10 |
0.8901 |
0.8662 |
0.0239 |
2.7% |
0.0114 |
1.3% |
61% |
False |
False |
179,865 |
| 20 |
0.8901 |
0.8454 |
0.0447 |
5.1% |
0.0118 |
1.3% |
79% |
False |
False |
182,942 |
| 40 |
0.8901 |
0.8454 |
0.0447 |
5.1% |
0.0100 |
1.1% |
79% |
False |
False |
122,866 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0110 |
1.2% |
24% |
False |
False |
82,369 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0102 |
1.2% |
24% |
False |
False |
61,858 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0099 |
1.1% |
22% |
False |
False |
49,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9316 |
|
2.618 |
0.9128 |
|
1.618 |
0.9012 |
|
1.000 |
0.8941 |
|
0.618 |
0.8897 |
|
HIGH |
0.8826 |
|
0.618 |
0.8781 |
|
0.500 |
0.8768 |
|
0.382 |
0.8754 |
|
LOW |
0.8710 |
|
0.618 |
0.8639 |
|
1.000 |
0.8595 |
|
1.618 |
0.8523 |
|
2.618 |
0.8408 |
|
4.250 |
0.8219 |
|
|
| Fisher Pivots for day following 30-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8795 |
0.8795 |
| PP |
0.8781 |
0.8782 |
| S1 |
0.8768 |
0.8769 |
|