CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 22-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2016 |
22-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8515 |
0.8541 |
0.0026 |
0.3% |
0.8701 |
| High |
0.8570 |
0.8558 |
-0.0013 |
-0.1% |
0.8752 |
| Low |
0.8501 |
0.8513 |
0.0013 |
0.2% |
0.8462 |
| Close |
0.8537 |
0.8535 |
-0.0002 |
0.0% |
0.8506 |
| Range |
0.0070 |
0.0044 |
-0.0025 |
-36.7% |
0.0290 |
| ATR |
0.0107 |
0.0102 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
119,887 |
68,917 |
-50,970 |
-42.5% |
475,363 |
|
| Daily Pivots for day following 22-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8667 |
0.8645 |
0.8559 |
|
| R3 |
0.8623 |
0.8601 |
0.8547 |
|
| R2 |
0.8579 |
0.8579 |
0.8543 |
|
| R1 |
0.8557 |
0.8557 |
0.8539 |
0.8546 |
| PP |
0.8535 |
0.8535 |
0.8535 |
0.8530 |
| S1 |
0.8513 |
0.8513 |
0.8531 |
0.8502 |
| S2 |
0.8491 |
0.8491 |
0.8527 |
|
| S3 |
0.8447 |
0.8469 |
0.8523 |
|
| S4 |
0.8403 |
0.8425 |
0.8511 |
|
|
| 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 |
0.8478 |
0.0136 |
1.6% |
0.0074 |
0.9% |
42% |
False |
False |
116,824 |
| 10 |
0.8810 |
0.8462 |
0.0349 |
4.1% |
0.0093 |
1.1% |
21% |
False |
False |
94,419 |
| 20 |
0.9028 |
0.8462 |
0.0566 |
6.6% |
0.0101 |
1.2% |
13% |
False |
False |
50,064 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.3% |
0.0110 |
1.3% |
5% |
False |
False |
25,407 |
| 60 |
1.0002 |
0.8462 |
0.1540 |
18.0% |
0.0100 |
1.2% |
5% |
False |
False |
17,032 |
| 80 |
1.0066 |
0.8462 |
0.1605 |
18.8% |
0.0097 |
1.1% |
5% |
False |
False |
12,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8745 |
|
2.618 |
0.8673 |
|
1.618 |
0.8629 |
|
1.000 |
0.8602 |
|
0.618 |
0.8585 |
|
HIGH |
0.8558 |
|
0.618 |
0.8541 |
|
0.500 |
0.8535 |
|
0.382 |
0.8530 |
|
LOW |
0.8513 |
|
0.618 |
0.8486 |
|
1.000 |
0.8469 |
|
1.618 |
0.8442 |
|
2.618 |
0.8398 |
|
4.250 |
0.8326 |
|
|
| Fisher Pivots for day following 22-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8535 |
0.8535 |
| PP |
0.8535 |
0.8535 |
| S1 |
0.8535 |
0.8535 |
|