CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8745 |
0.8714 |
-0.0031 |
-0.4% |
0.8888 |
| High |
0.8752 |
0.8750 |
-0.0002 |
0.0% |
0.8893 |
| Low |
0.8699 |
0.8555 |
-0.0144 |
-1.7% |
0.8704 |
| Close |
0.8715 |
0.8630 |
-0.0086 |
-1.0% |
0.8718 |
| Range |
0.0053 |
0.0195 |
0.0143 |
271.4% |
0.0189 |
| ATR |
0.0104 |
0.0111 |
0.0006 |
6.2% |
0.0000 |
| Volume |
49,639 |
114,084 |
64,445 |
129.8% |
55,597 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9230 |
0.9125 |
0.8737 |
|
| R3 |
0.9035 |
0.8930 |
0.8683 |
|
| R2 |
0.8840 |
0.8840 |
0.8665 |
|
| R1 |
0.8735 |
0.8735 |
0.8647 |
0.8690 |
| PP |
0.8645 |
0.8645 |
0.8645 |
0.8622 |
| S1 |
0.8540 |
0.8540 |
0.8612 |
0.8495 |
| S2 |
0.8450 |
0.8450 |
0.8594 |
|
| S3 |
0.8255 |
0.8345 |
0.8576 |
|
| S4 |
0.8060 |
0.8150 |
0.8522 |
|
|
| 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 |
0.8555 |
0.0327 |
3.8% |
0.0110 |
1.3% |
23% |
False |
True |
52,464 |
| 10 |
0.8893 |
0.8555 |
0.0338 |
3.9% |
0.0096 |
1.1% |
22% |
False |
True |
28,839 |
| 20 |
0.9260 |
0.8555 |
0.0705 |
8.2% |
0.0108 |
1.3% |
11% |
False |
True |
15,353 |
| 40 |
0.9937 |
0.8555 |
0.1382 |
16.0% |
0.0107 |
1.2% |
5% |
False |
True |
7,974 |
| 60 |
1.0066 |
0.8555 |
0.1511 |
17.5% |
0.0102 |
1.2% |
5% |
False |
True |
5,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9579 |
|
2.618 |
0.9261 |
|
1.618 |
0.9066 |
|
1.000 |
0.8945 |
|
0.618 |
0.8871 |
|
HIGH |
0.8750 |
|
0.618 |
0.8676 |
|
0.500 |
0.8653 |
|
0.382 |
0.8629 |
|
LOW |
0.8555 |
|
0.618 |
0.8434 |
|
1.000 |
0.8360 |
|
1.618 |
0.8239 |
|
2.618 |
0.8044 |
|
4.250 |
0.7726 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8653 |
0.8653 |
| PP |
0.8645 |
0.8645 |
| S1 |
0.8637 |
0.8637 |
|