CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 13-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2017 |
13-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8681 |
0.8733 |
0.0052 |
0.6% |
0.8558 |
| High |
0.8809 |
0.8777 |
-0.0032 |
-0.4% |
0.8809 |
| Low |
0.8681 |
0.8679 |
-0.0003 |
0.0% |
0.8529 |
| Close |
0.8737 |
0.8752 |
0.0015 |
0.2% |
0.8752 |
| Range |
0.0128 |
0.0098 |
-0.0030 |
-23.1% |
0.0280 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
232,159 |
184,150 |
-48,009 |
-20.7% |
1,011,671 |
|
| Daily Pivots for day following 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9030 |
0.8989 |
0.8806 |
|
| R3 |
0.8932 |
0.8891 |
0.8779 |
|
| R2 |
0.8834 |
0.8834 |
0.8770 |
|
| R1 |
0.8793 |
0.8793 |
0.8761 |
0.8813 |
| PP |
0.8736 |
0.8736 |
0.8736 |
0.8746 |
| S1 |
0.8695 |
0.8695 |
0.8743 |
0.8715 |
| S2 |
0.8638 |
0.8638 |
0.8734 |
|
| S3 |
0.8540 |
0.8597 |
0.8725 |
|
| S4 |
0.8442 |
0.8499 |
0.8698 |
|
|
| Weekly Pivots for week ending 13-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9536 |
0.9424 |
0.8906 |
|
| R3 |
0.9256 |
0.9144 |
0.8829 |
|
| R2 |
0.8976 |
0.8976 |
0.8803 |
|
| R1 |
0.8864 |
0.8864 |
0.8778 |
0.8920 |
| PP |
0.8696 |
0.8696 |
0.8696 |
0.8724 |
| S1 |
0.8584 |
0.8584 |
0.8726 |
0.8640 |
| S2 |
0.8416 |
0.8416 |
0.8701 |
|
| S3 |
0.8136 |
0.8304 |
0.8675 |
|
| S4 |
0.7856 |
0.8024 |
0.8598 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8809 |
0.8529 |
0.0280 |
3.2% |
0.0125 |
1.4% |
80% |
False |
False |
202,334 |
| 10 |
0.8809 |
0.8454 |
0.0355 |
4.1% |
0.0123 |
1.4% |
84% |
False |
False |
186,020 |
| 20 |
0.8809 |
0.8454 |
0.0355 |
4.1% |
0.0095 |
1.1% |
84% |
False |
False |
141,381 |
| 40 |
0.9260 |
0.8454 |
0.0806 |
9.2% |
0.0102 |
1.2% |
37% |
False |
False |
78,367 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.9% |
0.0103 |
1.2% |
20% |
False |
False |
52,443 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.4% |
0.0100 |
1.1% |
18% |
False |
False |
39,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9193 |
|
2.618 |
0.9033 |
|
1.618 |
0.8935 |
|
1.000 |
0.8875 |
|
0.618 |
0.8837 |
|
HIGH |
0.8777 |
|
0.618 |
0.8739 |
|
0.500 |
0.8728 |
|
0.382 |
0.8716 |
|
LOW |
0.8679 |
|
0.618 |
0.8618 |
|
1.000 |
0.8581 |
|
1.618 |
0.8520 |
|
2.618 |
0.8422 |
|
4.250 |
0.8262 |
|
|
| Fisher Pivots for day following 13-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8744 |
0.8732 |
| PP |
0.8736 |
0.8711 |
| S1 |
0.8728 |
0.8691 |
|