CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 19-Jan-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2017 |
19-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
0.8884 |
0.8743 |
-0.0141 |
-1.6% |
0.8558 |
| High |
0.8894 |
0.8756 |
-0.0138 |
-1.6% |
0.8809 |
| Low |
0.8729 |
0.8662 |
-0.0067 |
-0.8% |
0.8529 |
| Close |
0.8818 |
0.8726 |
-0.0092 |
-1.0% |
0.8752 |
| Range |
0.0165 |
0.0094 |
-0.0072 |
-43.3% |
0.0280 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.5% |
0.0000 |
| Volume |
148,501 |
190,782 |
42,281 |
28.5% |
1,011,671 |
|
| Daily Pivots for day following 19-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8995 |
0.8954 |
0.8777 |
|
| R3 |
0.8902 |
0.8861 |
0.8752 |
|
| R2 |
0.8808 |
0.8808 |
0.8743 |
|
| R1 |
0.8767 |
0.8767 |
0.8735 |
0.8741 |
| PP |
0.8715 |
0.8715 |
0.8715 |
0.8701 |
| S1 |
0.8674 |
0.8674 |
0.8717 |
0.8647 |
| S2 |
0.8621 |
0.8621 |
0.8709 |
|
| S3 |
0.8528 |
0.8580 |
0.8700 |
|
| S4 |
0.8434 |
0.8487 |
0.8675 |
|
|
| 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 |
0.8662 |
0.0236 |
2.7% |
0.0126 |
1.4% |
27% |
False |
True |
209,281 |
| 10 |
0.8898 |
0.8529 |
0.0370 |
4.2% |
0.0135 |
1.5% |
53% |
False |
False |
210,493 |
| 20 |
0.8898 |
0.8454 |
0.0444 |
5.1% |
0.0102 |
1.2% |
61% |
False |
False |
153,520 |
| 40 |
0.9116 |
0.8454 |
0.0662 |
7.6% |
0.0104 |
1.2% |
41% |
False |
False |
94,066 |
| 60 |
0.9937 |
0.8454 |
0.1483 |
17.0% |
0.0107 |
1.2% |
18% |
False |
False |
62,929 |
| 80 |
1.0066 |
0.8454 |
0.1612 |
18.5% |
0.0101 |
1.2% |
17% |
False |
False |
47,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9153 |
|
2.618 |
0.9000 |
|
1.618 |
0.8907 |
|
1.000 |
0.8849 |
|
0.618 |
0.8813 |
|
HIGH |
0.8756 |
|
0.618 |
0.8720 |
|
0.500 |
0.8709 |
|
0.382 |
0.8698 |
|
LOW |
0.8662 |
|
0.618 |
0.8604 |
|
1.000 |
0.8569 |
|
1.618 |
0.8511 |
|
2.618 |
0.8417 |
|
4.250 |
0.8265 |
|
|
| Fisher Pivots for day following 19-Jan-2017 |
| Pivot |
1 day |
3 day |
| R1 |
0.8720 |
0.8780 |
| PP |
0.8715 |
0.8762 |
| S1 |
0.8709 |
0.8744 |
|