CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 06-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9741 |
0.9682 |
-0.0060 |
-0.6% |
0.9931 |
| High |
0.9767 |
0.9701 |
-0.0066 |
-0.7% |
1.0027 |
| Low |
0.9671 |
0.9624 |
-0.0047 |
-0.5% |
0.9849 |
| Close |
0.9675 |
0.9626 |
-0.0049 |
-0.5% |
0.9891 |
| Range |
0.0096 |
0.0077 |
-0.0019 |
-19.9% |
0.0178 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
131,373 |
121,136 |
-10,237 |
-7.8% |
614,654 |
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9880 |
0.9829 |
0.9668 |
|
| R3 |
0.9803 |
0.9753 |
0.9647 |
|
| R2 |
0.9727 |
0.9727 |
0.9640 |
|
| R1 |
0.9676 |
0.9676 |
0.9633 |
0.9663 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9644 |
| S1 |
0.9600 |
0.9600 |
0.9619 |
0.9587 |
| S2 |
0.9574 |
0.9574 |
0.9612 |
|
| S3 |
0.9497 |
0.9523 |
0.9605 |
|
| S4 |
0.9421 |
0.9447 |
0.9584 |
|
|
| 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 |
0.9957 |
0.9624 |
0.0333 |
3.5% |
0.0092 |
1.0% |
1% |
False |
True |
127,534 |
| 10 |
1.0027 |
0.9624 |
0.0403 |
4.2% |
0.0086 |
0.9% |
0% |
False |
True |
120,989 |
| 20 |
1.0028 |
0.9624 |
0.0404 |
4.2% |
0.0096 |
1.0% |
0% |
False |
True |
104,942 |
| 40 |
1.0098 |
0.9624 |
0.0474 |
4.9% |
0.0098 |
1.0% |
0% |
False |
True |
54,029 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0106 |
1.1% |
36% |
False |
False |
36,146 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0113 |
1.2% |
35% |
False |
False |
27,156 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0099 |
1.0% |
54% |
False |
False |
21,737 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.2% |
0.0090 |
0.9% |
55% |
False |
False |
18,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0026 |
|
2.618 |
0.9901 |
|
1.618 |
0.9824 |
|
1.000 |
0.9777 |
|
0.618 |
0.9748 |
|
HIGH |
0.9701 |
|
0.618 |
0.9671 |
|
0.500 |
0.9662 |
|
0.382 |
0.9653 |
|
LOW |
0.9624 |
|
0.618 |
0.9577 |
|
1.000 |
0.9548 |
|
1.618 |
0.9500 |
|
2.618 |
0.9424 |
|
4.250 |
0.9299 |
|
|
| Fisher Pivots for day following 06-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9747 |
| PP |
0.9650 |
0.9707 |
| S1 |
0.9638 |
0.9666 |
|