CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8565 |
0.8493 |
-0.0072 |
-0.8% |
0.8701 |
| High |
0.8574 |
0.8546 |
-0.0028 |
-0.3% |
0.8752 |
| Low |
0.8462 |
0.8478 |
0.0017 |
0.2% |
0.8462 |
| Close |
0.8515 |
0.8506 |
-0.0010 |
-0.1% |
0.8506 |
| Range |
0.0113 |
0.0068 |
-0.0045 |
-39.8% |
0.0290 |
| ATR |
0.0115 |
0.0111 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
114,742 |
139,498 |
24,756 |
21.6% |
475,363 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8714 |
0.8678 |
0.8543 |
|
| R3 |
0.8646 |
0.8610 |
0.8524 |
|
| R2 |
0.8578 |
0.8578 |
0.8518 |
|
| R1 |
0.8542 |
0.8542 |
0.8512 |
0.8560 |
| PP |
0.8510 |
0.8510 |
0.8510 |
0.8519 |
| S1 |
0.8474 |
0.8474 |
0.8499 |
0.8492 |
| S2 |
0.8442 |
0.8442 |
0.8493 |
|
| S3 |
0.8374 |
0.8406 |
0.8487 |
|
| S4 |
0.8306 |
0.8338 |
0.8468 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9443 |
0.9264 |
0.8665 |
|
| R3 |
0.9153 |
0.8974 |
0.8585 |
|
| R2 |
0.8863 |
0.8863 |
0.8559 |
|
| R1 |
0.8684 |
0.8684 |
0.8532 |
0.8629 |
| PP |
0.8573 |
0.8573 |
0.8573 |
0.8545 |
| S1 |
0.8394 |
0.8394 |
0.8479 |
0.8339 |
| S2 |
0.8283 |
0.8283 |
0.8452 |
|
| S3 |
0.7993 |
0.8104 |
0.8426 |
|
| S4 |
0.7703 |
0.7814 |
0.8346 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8752 |
0.8462 |
0.0290 |
3.4% |
0.0105 |
1.2% |
15% |
False |
False |
95,072 |
| 10 |
0.8893 |
0.8462 |
0.0431 |
5.1% |
0.0100 |
1.2% |
10% |
False |
False |
53,096 |
| 20 |
0.9154 |
0.8462 |
0.0693 |
8.1% |
0.0107 |
1.3% |
6% |
False |
False |
28,001 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.3% |
0.0108 |
1.3% |
3% |
False |
False |
14,313 |
| 60 |
1.0066 |
0.8462 |
0.1605 |
18.9% |
0.0100 |
1.2% |
3% |
False |
False |
9,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8835 |
|
2.618 |
0.8724 |
|
1.618 |
0.8656 |
|
1.000 |
0.8614 |
|
0.618 |
0.8588 |
|
HIGH |
0.8546 |
|
0.618 |
0.8520 |
|
0.500 |
0.8512 |
|
0.382 |
0.8504 |
|
LOW |
0.8478 |
|
0.618 |
0.8436 |
|
1.000 |
0.8410 |
|
1.618 |
0.8368 |
|
2.618 |
0.8300 |
|
4.250 |
0.8189 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8512 |
0.8606 |
| PP |
0.8510 |
0.8572 |
| S1 |
0.8508 |
0.8539 |
|