CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8714 |
0.8565 |
-0.0150 |
-1.7% |
0.8888 |
| High |
0.8750 |
0.8574 |
-0.0176 |
-2.0% |
0.8893 |
| Low |
0.8555 |
0.8462 |
-0.0094 |
-1.1% |
0.8704 |
| Close |
0.8630 |
0.8515 |
-0.0115 |
-1.3% |
0.8718 |
| Range |
0.0195 |
0.0113 |
-0.0082 |
-42.1% |
0.0189 |
| ATR |
0.0111 |
0.0115 |
0.0004 |
3.7% |
0.0000 |
| Volume |
114,084 |
114,742 |
658 |
0.6% |
55,597 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8856 |
0.8798 |
0.8577 |
|
| R3 |
0.8743 |
0.8685 |
0.8546 |
|
| R2 |
0.8630 |
0.8630 |
0.8536 |
|
| R1 |
0.8572 |
0.8572 |
0.8525 |
0.8545 |
| PP |
0.8517 |
0.8517 |
0.8517 |
0.8503 |
| S1 |
0.8460 |
0.8460 |
0.8505 |
0.8432 |
| S2 |
0.8404 |
0.8404 |
0.8494 |
|
| S3 |
0.8291 |
0.8347 |
0.8484 |
|
| S4 |
0.8178 |
0.8234 |
0.8453 |
|
|
| 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 |
0.8810 |
0.8462 |
0.0349 |
4.1% |
0.0112 |
1.3% |
15% |
False |
True |
72,013 |
| 10 |
0.8893 |
0.8462 |
0.0431 |
5.1% |
0.0099 |
1.2% |
12% |
False |
True |
39,784 |
| 20 |
0.9260 |
0.8462 |
0.0799 |
9.4% |
0.0110 |
1.3% |
7% |
False |
True |
21,063 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.3% |
0.0108 |
1.3% |
4% |
False |
True |
10,836 |
| 60 |
1.0066 |
0.8462 |
0.1605 |
18.8% |
0.0100 |
1.2% |
3% |
False |
True |
7,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9055 |
|
2.618 |
0.8870 |
|
1.618 |
0.8757 |
|
1.000 |
0.8687 |
|
0.618 |
0.8644 |
|
HIGH |
0.8574 |
|
0.618 |
0.8531 |
|
0.500 |
0.8518 |
|
0.382 |
0.8505 |
|
LOW |
0.8462 |
|
0.618 |
0.8392 |
|
1.000 |
0.8349 |
|
1.618 |
0.8279 |
|
2.618 |
0.8166 |
|
4.250 |
0.7981 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8518 |
0.8607 |
| PP |
0.8517 |
0.8576 |
| S1 |
0.8516 |
0.8546 |
|