CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 21-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2016 |
21-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8575 |
0.8515 |
-0.0060 |
-0.7% |
0.8701 |
| High |
0.8581 |
0.8570 |
-0.0011 |
-0.1% |
0.8752 |
| Low |
0.8490 |
0.8501 |
0.0011 |
0.1% |
0.8462 |
| Close |
0.8521 |
0.8537 |
0.0016 |
0.2% |
0.8506 |
| Range |
0.0091 |
0.0070 |
-0.0021 |
-23.2% |
0.0290 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
122,745 |
119,887 |
-2,858 |
-2.3% |
475,363 |
|
| Daily Pivots for day following 21-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8744 |
0.8710 |
0.8575 |
|
| R3 |
0.8675 |
0.8640 |
0.8556 |
|
| R2 |
0.8605 |
0.8605 |
0.8549 |
|
| R1 |
0.8571 |
0.8571 |
0.8543 |
0.8588 |
| PP |
0.8536 |
0.8536 |
0.8536 |
0.8544 |
| S1 |
0.8501 |
0.8501 |
0.8530 |
0.8519 |
| S2 |
0.8466 |
0.8466 |
0.8524 |
|
| S3 |
0.8397 |
0.8432 |
0.8517 |
|
| S4 |
0.8327 |
0.8362 |
0.8498 |
|
|
| 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 |
0.8614 |
0.8462 |
0.0152 |
1.8% |
0.0088 |
1.0% |
49% |
False |
False |
125,989 |
| 10 |
0.8882 |
0.8462 |
0.0420 |
4.9% |
0.0099 |
1.2% |
18% |
False |
False |
89,226 |
| 20 |
0.9068 |
0.8462 |
0.0607 |
7.1% |
0.0107 |
1.3% |
12% |
False |
False |
46,673 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.3% |
0.0110 |
1.3% |
5% |
False |
False |
23,687 |
| 60 |
1.0049 |
0.8462 |
0.1588 |
18.6% |
0.0100 |
1.2% |
5% |
False |
False |
15,885 |
| 80 |
1.0066 |
0.8462 |
0.1605 |
18.8% |
0.0098 |
1.2% |
5% |
False |
False |
11,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8865 |
|
2.618 |
0.8752 |
|
1.618 |
0.8682 |
|
1.000 |
0.8640 |
|
0.618 |
0.8613 |
|
HIGH |
0.8570 |
|
0.618 |
0.8543 |
|
0.500 |
0.8535 |
|
0.382 |
0.8527 |
|
LOW |
0.8501 |
|
0.618 |
0.8458 |
|
1.000 |
0.8431 |
|
1.618 |
0.8388 |
|
2.618 |
0.8319 |
|
4.250 |
0.8205 |
|
|
| Fisher Pivots for day following 21-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8536 |
0.8552 |
| PP |
0.8536 |
0.8547 |
| S1 |
0.8535 |
0.8542 |
|