CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 18-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2017 |
18-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8757 |
0.8884 |
0.0127 |
1.5% |
0.8558 |
| High |
0.8898 |
0.8894 |
-0.0005 |
-0.1% |
0.8809 |
| Low |
0.8753 |
0.8729 |
-0.0024 |
-0.3% |
0.8529 |
| Close |
0.8892 |
0.8818 |
-0.0074 |
-0.8% |
0.8752 |
| Range |
0.0146 |
0.0165 |
0.0020 |
13.4% |
0.0280 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.4% |
0.0000 |
| Volume |
290,813 |
148,501 |
-142,312 |
-48.9% |
1,011,671 |
|
| Daily Pivots for day following 18-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9228 |
0.8908 |
|
| R3 |
0.9143 |
0.9063 |
0.8863 |
|
| R2 |
0.8978 |
0.8978 |
0.8848 |
|
| R1 |
0.8898 |
0.8898 |
0.8833 |
0.8856 |
| PP |
0.8813 |
0.8813 |
0.8813 |
0.8792 |
| S1 |
0.8733 |
0.8733 |
0.8802 |
0.8691 |
| S2 |
0.8648 |
0.8648 |
0.8787 |
|
| S3 |
0.8483 |
0.8568 |
0.8772 |
|
| S4 |
0.8318 |
0.8403 |
0.8727 |
|
|
| 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 |
0.8898 |
0.8574 |
0.0325 |
3.7% |
0.0147 |
1.7% |
75% |
False |
False |
227,449 |
| 10 |
0.8898 |
0.8485 |
0.0414 |
4.7% |
0.0134 |
1.5% |
81% |
False |
False |
205,090 |
| 20 |
0.8898 |
0.8454 |
0.0444 |
5.0% |
0.0102 |
1.2% |
82% |
False |
False |
150,635 |
| 40 |
0.9154 |
0.8454 |
0.0700 |
7.9% |
0.0104 |
1.2% |
52% |
False |
False |
89,318 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
16.8% |
0.0106 |
1.2% |
25% |
False |
False |
59,753 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.3% |
0.0100 |
1.1% |
23% |
False |
False |
44,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9595 |
|
2.618 |
0.9325 |
|
1.618 |
0.9160 |
|
1.000 |
0.9059 |
|
0.618 |
0.8995 |
|
HIGH |
0.8894 |
|
0.618 |
0.8830 |
|
0.500 |
0.8811 |
|
0.382 |
0.8792 |
|
LOW |
0.8729 |
|
0.618 |
0.8627 |
|
1.000 |
0.8564 |
|
1.618 |
0.8462 |
|
2.618 |
0.8297 |
|
4.250 |
0.8027 |
|
|
| Fisher Pivots for day following 18-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8815 |
0.8808 |
| PP |
0.8813 |
0.8798 |
| S1 |
0.8811 |
0.8788 |
|