CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 31-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2017 |
31-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8717 |
0.8802 |
0.0085 |
1.0% |
0.8756 |
| High |
0.8826 |
0.8933 |
0.0108 |
1.2% |
0.8901 |
| Low |
0.8710 |
0.8786 |
0.0076 |
0.9% |
0.8679 |
| Close |
0.8808 |
0.8883 |
0.0075 |
0.9% |
0.8704 |
| Range |
0.0116 |
0.0148 |
0.0032 |
27.7% |
0.0223 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
2.1% |
0.0000 |
| Volume |
155,837 |
260,595 |
104,758 |
67.2% |
816,596 |
|
| Daily Pivots for day following 31-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9310 |
0.9244 |
0.8964 |
|
| R3 |
0.9162 |
0.9096 |
0.8924 |
|
| R2 |
0.9015 |
0.9015 |
0.8910 |
|
| R1 |
0.8949 |
0.8949 |
0.8897 |
0.8982 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8884 |
| S1 |
0.8801 |
0.8801 |
0.8869 |
0.8834 |
| S2 |
0.8720 |
0.8720 |
0.8856 |
|
| S3 |
0.8572 |
0.8654 |
0.8842 |
|
| S4 |
0.8425 |
0.8506 |
0.8802 |
|
|
| 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 |
0.8933 |
0.8679 |
0.0255 |
2.9% |
0.0111 |
1.2% |
80% |
True |
False |
173,336 |
| 10 |
0.8933 |
0.8662 |
0.0271 |
3.1% |
0.0114 |
1.3% |
82% |
True |
False |
176,843 |
| 20 |
0.8933 |
0.8454 |
0.0479 |
5.4% |
0.0122 |
1.4% |
90% |
True |
False |
191,256 |
| 40 |
0.8933 |
0.8454 |
0.0479 |
5.4% |
0.0102 |
1.1% |
90% |
True |
False |
129,249 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0111 |
1.2% |
29% |
False |
False |
86,699 |
| 80 |
0.9937 |
0.8454 |
0.1483 |
16.7% |
0.0103 |
1.2% |
29% |
False |
False |
65,110 |
| 100 |
1.0066 |
0.8454 |
0.1612 |
18.1% |
0.0100 |
1.1% |
27% |
False |
False |
52,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9560 |
|
2.618 |
0.9319 |
|
1.618 |
0.9172 |
|
1.000 |
0.9081 |
|
0.618 |
0.9024 |
|
HIGH |
0.8933 |
|
0.618 |
0.8877 |
|
0.500 |
0.8859 |
|
0.382 |
0.8842 |
|
LOW |
0.8786 |
|
0.618 |
0.8694 |
|
1.000 |
0.8638 |
|
1.618 |
0.8547 |
|
2.618 |
0.8399 |
|
4.250 |
0.8159 |
|
|
| Fisher Pivots for day following 31-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8875 |
0.8857 |
| PP |
0.8867 |
0.8832 |
| S1 |
0.8859 |
0.8806 |
|