CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 04-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8556 |
0.8520 |
-0.0037 |
-0.4% |
0.8570 |
| High |
0.8567 |
0.8567 |
0.0000 |
0.0% |
0.8645 |
| Low |
0.8454 |
0.8485 |
0.0031 |
0.4% |
0.8520 |
| Close |
0.8525 |
0.8527 |
0.0002 |
0.0% |
0.8597 |
| Range |
0.0113 |
0.0082 |
-0.0031 |
-27.1% |
0.0125 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
154,280 |
136,756 |
-17,524 |
-11.4% |
322,967 |
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8772 |
0.8731 |
0.8572 |
|
| R3 |
0.8690 |
0.8649 |
0.8549 |
|
| R2 |
0.8608 |
0.8608 |
0.8542 |
|
| R1 |
0.8567 |
0.8567 |
0.8534 |
0.8588 |
| PP |
0.8526 |
0.8526 |
0.8526 |
0.8536 |
| S1 |
0.8485 |
0.8485 |
0.8519 |
0.8506 |
| S2 |
0.8444 |
0.8444 |
0.8511 |
|
| S3 |
0.8362 |
0.8403 |
0.8504 |
|
| S4 |
0.8280 |
0.8321 |
0.8481 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8961 |
0.8903 |
0.8665 |
|
| R3 |
0.8836 |
0.8779 |
0.8631 |
|
| R2 |
0.8712 |
0.8712 |
0.8620 |
|
| R1 |
0.8654 |
0.8654 |
0.8608 |
0.8683 |
| PP |
0.8587 |
0.8587 |
0.8587 |
0.8602 |
| S1 |
0.8530 |
0.8530 |
0.8586 |
0.8559 |
| S2 |
0.8463 |
0.8463 |
0.8574 |
|
| S3 |
0.8338 |
0.8405 |
0.8563 |
|
| S4 |
0.8214 |
0.8281 |
0.8529 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8645 |
0.8454 |
0.0191 |
2.2% |
0.0081 |
1.0% |
38% |
False |
False |
114,010 |
| 10 |
0.8645 |
0.8454 |
0.0191 |
2.2% |
0.0068 |
0.8% |
38% |
False |
False |
96,547 |
| 20 |
0.8882 |
0.8454 |
0.0428 |
5.0% |
0.0082 |
1.0% |
17% |
False |
False |
81,174 |
| 40 |
0.9937 |
0.8454 |
0.1483 |
17.4% |
0.0107 |
1.3% |
5% |
False |
False |
41,638 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.4% |
0.0097 |
1.1% |
5% |
False |
False |
27,903 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.9% |
0.0095 |
1.1% |
4% |
False |
False |
20,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8915 |
|
2.618 |
0.8781 |
|
1.618 |
0.8699 |
|
1.000 |
0.8649 |
|
0.618 |
0.8617 |
|
HIGH |
0.8567 |
|
0.618 |
0.8535 |
|
0.500 |
0.8526 |
|
0.382 |
0.8516 |
|
LOW |
0.8485 |
|
0.618 |
0.8434 |
|
1.000 |
0.8403 |
|
1.618 |
0.8352 |
|
2.618 |
0.8270 |
|
4.250 |
0.8136 |
|
|
| Fisher Pivots for day following 04-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8526 |
0.8549 |
| PP |
0.8526 |
0.8542 |
| S1 |
0.8526 |
0.8534 |
|