CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 23-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2016 |
23-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8541 |
0.8536 |
-0.0005 |
-0.1% |
0.8515 |
| High |
0.8558 |
0.8566 |
0.0009 |
0.1% |
0.8614 |
| Low |
0.8513 |
0.8533 |
0.0020 |
0.2% |
0.8490 |
| Close |
0.8535 |
0.8564 |
0.0029 |
0.3% |
0.8564 |
| Range |
0.0044 |
0.0033 |
-0.0011 |
-25.0% |
0.0124 |
| ATR |
0.0102 |
0.0097 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
68,917 |
39,923 |
-28,994 |
-42.1% |
484,547 |
|
| Daily Pivots for day following 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8653 |
0.8641 |
0.8582 |
|
| R3 |
0.8620 |
0.8608 |
0.8573 |
|
| R2 |
0.8587 |
0.8587 |
0.8570 |
|
| R1 |
0.8575 |
0.8575 |
0.8567 |
0.8581 |
| PP |
0.8554 |
0.8554 |
0.8554 |
0.8557 |
| S1 |
0.8542 |
0.8542 |
0.8560 |
0.8548 |
| S2 |
0.8521 |
0.8521 |
0.8557 |
|
| S3 |
0.8488 |
0.8509 |
0.8554 |
|
| S4 |
0.8455 |
0.8476 |
0.8545 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8926 |
0.8868 |
0.8631 |
|
| R3 |
0.8803 |
0.8745 |
0.8597 |
|
| R2 |
0.8679 |
0.8679 |
0.8586 |
|
| R1 |
0.8621 |
0.8621 |
0.8575 |
0.8650 |
| PP |
0.8556 |
0.8556 |
0.8556 |
0.8570 |
| S1 |
0.8498 |
0.8498 |
0.8552 |
0.8527 |
| S2 |
0.8432 |
0.8432 |
0.8541 |
|
| S3 |
0.8309 |
0.8374 |
0.8530 |
|
| S4 |
0.8185 |
0.8251 |
0.8496 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8614 |
0.8490 |
0.0124 |
1.4% |
0.0067 |
0.8% |
60% |
False |
False |
96,909 |
| 10 |
0.8752 |
0.8462 |
0.0290 |
3.4% |
0.0086 |
1.0% |
35% |
False |
False |
95,991 |
| 20 |
0.9028 |
0.8462 |
0.0566 |
6.6% |
0.0097 |
1.1% |
18% |
False |
False |
51,982 |
| 40 |
0.9937 |
0.8462 |
0.1476 |
17.2% |
0.0108 |
1.3% |
7% |
False |
False |
26,403 |
| 60 |
0.9997 |
0.8462 |
0.1536 |
17.9% |
0.0099 |
1.2% |
7% |
False |
False |
17,693 |
| 80 |
1.0066 |
0.8462 |
0.1605 |
18.7% |
0.0097 |
1.1% |
6% |
False |
False |
13,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8706 |
|
2.618 |
0.8652 |
|
1.618 |
0.8619 |
|
1.000 |
0.8599 |
|
0.618 |
0.8586 |
|
HIGH |
0.8566 |
|
0.618 |
0.8553 |
|
0.500 |
0.8550 |
|
0.382 |
0.8546 |
|
LOW |
0.8533 |
|
0.618 |
0.8513 |
|
1.000 |
0.8500 |
|
1.618 |
0.8480 |
|
2.618 |
0.8447 |
|
4.250 |
0.8393 |
|
|
| Fisher Pivots for day following 23-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8559 |
0.8554 |
| PP |
0.8554 |
0.8545 |
| S1 |
0.8550 |
0.8535 |
|