CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 11-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2017 |
11-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8647 |
0.8653 |
0.0006 |
0.1% |
0.8556 |
| High |
0.8701 |
0.8772 |
0.0071 |
0.8% |
0.8712 |
| Low |
0.8614 |
0.8574 |
-0.0041 |
-0.5% |
0.8454 |
| Close |
0.8658 |
0.8683 |
0.0025 |
0.3% |
0.8567 |
| Range |
0.0087 |
0.0199 |
0.0112 |
128.2% |
0.0258 |
| ATR |
0.0102 |
0.0109 |
0.0007 |
6.8% |
0.0000 |
| Volume |
172,113 |
281,625 |
109,512 |
63.6% |
754,203 |
|
| Daily Pivots for day following 11-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9272 |
0.9176 |
0.8792 |
|
| R3 |
0.9073 |
0.8977 |
0.8737 |
|
| R2 |
0.8875 |
0.8875 |
0.8719 |
|
| R1 |
0.8779 |
0.8779 |
0.8701 |
0.8827 |
| PP |
0.8676 |
0.8676 |
0.8676 |
0.8700 |
| S1 |
0.8580 |
0.8580 |
0.8664 |
0.8628 |
| S2 |
0.8478 |
0.8478 |
0.8646 |
|
| S3 |
0.8279 |
0.8382 |
0.8628 |
|
| S4 |
0.8081 |
0.8183 |
0.8573 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9352 |
0.9217 |
0.8708 |
|
| R3 |
0.9094 |
0.8959 |
0.8637 |
|
| R2 |
0.8836 |
0.8836 |
0.8614 |
|
| R1 |
0.8701 |
0.8701 |
0.8590 |
0.8768 |
| PP |
0.8578 |
0.8578 |
0.8578 |
0.8611 |
| S1 |
0.8443 |
0.8443 |
0.8543 |
0.8510 |
| S2 |
0.8320 |
0.8320 |
0.8519 |
|
| S3 |
0.8062 |
0.8185 |
0.8496 |
|
| S4 |
0.7804 |
0.7927 |
0.8425 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8772 |
0.8529 |
0.0244 |
2.8% |
0.0145 |
1.7% |
63% |
True |
False |
211,705 |
| 10 |
0.8772 |
0.8454 |
0.0318 |
3.7% |
0.0113 |
1.3% |
72% |
True |
False |
162,858 |
| 20 |
0.8772 |
0.8454 |
0.0318 |
3.7% |
0.0097 |
1.1% |
72% |
True |
False |
128,752 |
| 40 |
0.9418 |
0.8454 |
0.0964 |
11.1% |
0.0103 |
1.2% |
24% |
False |
False |
67,997 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.1% |
0.0101 |
1.2% |
15% |
False |
False |
45,519 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.6% |
0.0099 |
1.1% |
14% |
False |
False |
34,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9616 |
|
2.618 |
0.9292 |
|
1.618 |
0.9093 |
|
1.000 |
0.8971 |
|
0.618 |
0.8895 |
|
HIGH |
0.8772 |
|
0.618 |
0.8696 |
|
0.500 |
0.8673 |
|
0.382 |
0.8649 |
|
LOW |
0.8574 |
|
0.618 |
0.8451 |
|
1.000 |
0.8375 |
|
1.618 |
0.8252 |
|
2.618 |
0.8054 |
|
4.250 |
0.7730 |
|
|
| Fisher Pivots for day following 11-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8679 |
0.8672 |
| PP |
0.8676 |
0.8661 |
| S1 |
0.8673 |
0.8650 |
|