CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8800 |
0.8701 |
-0.0100 |
-1.1% |
0.8888 |
| High |
0.8810 |
0.8746 |
-0.0064 |
-0.7% |
0.8893 |
| Low |
0.8704 |
0.8651 |
-0.0054 |
-0.6% |
0.8704 |
| Close |
0.8718 |
0.8727 |
0.0009 |
0.1% |
0.8718 |
| Range |
0.0106 |
0.0096 |
-0.0011 |
-9.9% |
0.0189 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
24,203 |
57,400 |
33,197 |
137.2% |
55,597 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8994 |
0.8956 |
0.8780 |
|
| R3 |
0.8899 |
0.8861 |
0.8753 |
|
| R2 |
0.8803 |
0.8803 |
0.8745 |
|
| R1 |
0.8765 |
0.8765 |
0.8736 |
0.8784 |
| PP |
0.8708 |
0.8708 |
0.8708 |
0.8717 |
| S1 |
0.8670 |
0.8670 |
0.8718 |
0.8689 |
| S2 |
0.8612 |
0.8612 |
0.8709 |
|
| S3 |
0.8517 |
0.8574 |
0.8701 |
|
| S4 |
0.8421 |
0.8479 |
0.8674 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9216 |
0.8822 |
|
| R3 |
0.9149 |
0.9028 |
0.8770 |
|
| R2 |
0.8960 |
0.8960 |
0.8753 |
|
| R1 |
0.8839 |
0.8839 |
0.8735 |
0.8805 |
| PP |
0.8772 |
0.8772 |
0.8772 |
0.8755 |
| S1 |
0.8651 |
0.8651 |
0.8701 |
0.8617 |
| S2 |
0.8583 |
0.8583 |
0.8683 |
|
| S3 |
0.8395 |
0.8462 |
0.8666 |
|
| S4 |
0.8206 |
0.8274 |
0.8614 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8882 |
0.8651 |
0.0231 |
2.6% |
0.0086 |
1.0% |
33% |
False |
True |
21,394 |
| 10 |
0.9005 |
0.8651 |
0.0355 |
4.1% |
0.0104 |
1.2% |
22% |
False |
True |
13,521 |
| 20 |
0.9418 |
0.8651 |
0.0767 |
8.8% |
0.0110 |
1.3% |
10% |
False |
True |
7,242 |
| 40 |
0.9937 |
0.8651 |
0.1287 |
14.7% |
0.0104 |
1.2% |
6% |
False |
True |
3,903 |
| 60 |
1.0066 |
0.8651 |
0.1416 |
16.2% |
0.0099 |
1.1% |
5% |
False |
True |
2,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9152 |
|
2.618 |
0.8996 |
|
1.618 |
0.8901 |
|
1.000 |
0.8842 |
|
0.618 |
0.8805 |
|
HIGH |
0.8746 |
|
0.618 |
0.8710 |
|
0.500 |
0.8698 |
|
0.382 |
0.8687 |
|
LOW |
0.8651 |
|
0.618 |
0.8591 |
|
1.000 |
0.8555 |
|
1.618 |
0.8496 |
|
2.618 |
0.8400 |
|
4.250 |
0.8245 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8717 |
0.8766 |
| PP |
0.8708 |
0.8753 |
| S1 |
0.8698 |
0.8740 |
|