CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8701 |
0.8745 |
0.0045 |
0.5% |
0.8888 |
| High |
0.8746 |
0.8752 |
0.0006 |
0.1% |
0.8893 |
| Low |
0.8651 |
0.8699 |
0.0049 |
0.6% |
0.8704 |
| Close |
0.8727 |
0.8715 |
-0.0012 |
-0.1% |
0.8718 |
| Range |
0.0096 |
0.0053 |
-0.0043 |
-45.0% |
0.0189 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
57,400 |
49,639 |
-7,761 |
-13.5% |
55,597 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8879 |
0.8850 |
0.8744 |
|
| R3 |
0.8827 |
0.8797 |
0.8729 |
|
| R2 |
0.8774 |
0.8774 |
0.8725 |
|
| R1 |
0.8745 |
0.8745 |
0.8720 |
0.8733 |
| PP |
0.8722 |
0.8722 |
0.8722 |
0.8716 |
| S1 |
0.8692 |
0.8692 |
0.8710 |
0.8681 |
| S2 |
0.8669 |
0.8669 |
0.8705 |
|
| S3 |
0.8617 |
0.8640 |
0.8701 |
|
| S4 |
0.8564 |
0.8587 |
0.8686 |
|
|
| 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 |
2.7% |
0.0086 |
1.0% |
28% |
False |
False |
30,572 |
| 10 |
0.8971 |
0.8651 |
0.0321 |
3.7% |
0.0096 |
1.1% |
20% |
False |
False |
18,133 |
| 20 |
0.9329 |
0.8651 |
0.0678 |
7.8% |
0.0105 |
1.2% |
10% |
False |
False |
9,678 |
| 40 |
0.9937 |
0.8651 |
0.1287 |
14.8% |
0.0104 |
1.2% |
5% |
False |
False |
5,135 |
| 60 |
1.0066 |
0.8651 |
0.1416 |
16.2% |
0.0100 |
1.1% |
5% |
False |
False |
3,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8975 |
|
2.618 |
0.8889 |
|
1.618 |
0.8836 |
|
1.000 |
0.8804 |
|
0.618 |
0.8784 |
|
HIGH |
0.8752 |
|
0.618 |
0.8731 |
|
0.500 |
0.8725 |
|
0.382 |
0.8719 |
|
LOW |
0.8699 |
|
0.618 |
0.8667 |
|
1.000 |
0.8647 |
|
1.618 |
0.8614 |
|
2.618 |
0.8562 |
|
4.250 |
0.8476 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8725 |
0.8730 |
| PP |
0.8722 |
0.8725 |
| S1 |
0.8718 |
0.8720 |
|