CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 05-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2016 |
05-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9867 |
0.9741 |
-0.0126 |
-1.3% |
0.9931 |
| High |
0.9871 |
0.9767 |
-0.0104 |
-1.1% |
1.0027 |
| Low |
0.9738 |
0.9671 |
-0.0067 |
-0.7% |
0.9849 |
| Close |
0.9755 |
0.9675 |
-0.0080 |
-0.8% |
0.9891 |
| Range |
0.0133 |
0.0096 |
-0.0037 |
-28.2% |
0.0178 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
157,358 |
131,373 |
-25,985 |
-16.5% |
614,654 |
|
| Daily Pivots for day following 05-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9928 |
0.9728 |
|
| R3 |
0.9895 |
0.9833 |
0.9701 |
|
| R2 |
0.9800 |
0.9800 |
0.9693 |
|
| R1 |
0.9737 |
0.9737 |
0.9684 |
0.9721 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9696 |
| S1 |
0.9642 |
0.9642 |
0.9666 |
0.9625 |
| S2 |
0.9609 |
0.9609 |
0.9657 |
|
| S3 |
0.9513 |
0.9546 |
0.9649 |
|
| S4 |
0.9418 |
0.9451 |
0.9622 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0351 |
0.9988 |
|
| R3 |
1.0278 |
1.0173 |
0.9939 |
|
| R2 |
1.0100 |
1.0100 |
0.9923 |
|
| R1 |
0.9995 |
0.9995 |
0.9907 |
0.9959 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9904 |
| S1 |
0.9817 |
0.9817 |
0.9874 |
0.9781 |
| S2 |
0.9744 |
0.9744 |
0.9858 |
|
| S3 |
0.9566 |
0.9639 |
0.9842 |
|
| S4 |
0.9388 |
0.9461 |
0.9793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9964 |
0.9671 |
0.0293 |
3.0% |
0.0099 |
1.0% |
1% |
False |
True |
133,894 |
| 10 |
1.0028 |
0.9671 |
0.0357 |
3.7% |
0.0087 |
0.9% |
1% |
False |
True |
118,874 |
| 20 |
1.0028 |
0.9671 |
0.0357 |
3.7% |
0.0098 |
1.0% |
1% |
False |
True |
100,003 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.8% |
0.0098 |
1.0% |
10% |
False |
False |
51,008 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0106 |
1.1% |
43% |
False |
False |
34,136 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0112 |
1.2% |
42% |
False |
False |
25,643 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0098 |
1.0% |
58% |
False |
False |
20,525 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.2% |
0.0090 |
0.9% |
59% |
False |
False |
17,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0172 |
|
2.618 |
1.0017 |
|
1.618 |
0.9921 |
|
1.000 |
0.9862 |
|
0.618 |
0.9826 |
|
HIGH |
0.9767 |
|
0.618 |
0.9730 |
|
0.500 |
0.9719 |
|
0.382 |
0.9707 |
|
LOW |
0.9671 |
|
0.618 |
0.9612 |
|
1.000 |
0.9576 |
|
1.618 |
0.9516 |
|
2.618 |
0.9421 |
|
4.250 |
0.9265 |
|
|
| Fisher Pivots for day following 05-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9719 |
0.9791 |
| PP |
0.9704 |
0.9752 |
| S1 |
0.9690 |
0.9714 |
|