CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 07-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2016 |
07-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9682 |
0.9640 |
-0.0042 |
-0.4% |
0.9903 |
| High |
0.9701 |
0.9748 |
0.0047 |
0.5% |
0.9910 |
| Low |
0.9624 |
0.9638 |
0.0014 |
0.1% |
0.9624 |
| Close |
0.9626 |
0.9727 |
0.0101 |
1.1% |
0.9727 |
| Range |
0.0077 |
0.0110 |
0.0033 |
43.1% |
0.0286 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
1.8% |
0.0000 |
| Volume |
121,136 |
173,094 |
51,958 |
42.9% |
666,040 |
|
| Daily Pivots for day following 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0033 |
0.9990 |
0.9788 |
|
| R3 |
0.9923 |
0.9880 |
0.9758 |
|
| R2 |
0.9814 |
0.9814 |
0.9748 |
|
| R1 |
0.9771 |
0.9771 |
0.9738 |
0.9792 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9715 |
| S1 |
0.9661 |
0.9661 |
0.9717 |
0.9683 |
| S2 |
0.9595 |
0.9595 |
0.9707 |
|
| S3 |
0.9485 |
0.9552 |
0.9697 |
|
| S4 |
0.9376 |
0.9442 |
0.9667 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0456 |
0.9885 |
|
| R3 |
1.0326 |
1.0170 |
0.9806 |
|
| R2 |
1.0040 |
1.0040 |
0.9780 |
|
| R1 |
0.9884 |
0.9884 |
0.9754 |
0.9819 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9721 |
| S1 |
0.9598 |
0.9598 |
0.9701 |
0.9533 |
| S2 |
0.9468 |
0.9468 |
0.9675 |
|
| S3 |
0.9182 |
0.9312 |
0.9649 |
|
| S4 |
0.8896 |
0.9026 |
0.9570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9910 |
0.9624 |
0.0286 |
2.9% |
0.0092 |
0.9% |
36% |
False |
False |
133,208 |
| 10 |
1.0027 |
0.9624 |
0.0403 |
4.1% |
0.0091 |
0.9% |
26% |
False |
False |
128,069 |
| 20 |
1.0028 |
0.9624 |
0.0404 |
4.1% |
0.0097 |
1.0% |
26% |
False |
False |
112,907 |
| 40 |
1.0098 |
0.9624 |
0.0474 |
4.9% |
0.0098 |
1.0% |
22% |
False |
False |
58,353 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0105 |
1.1% |
50% |
False |
False |
39,017 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0113 |
1.2% |
49% |
False |
False |
29,318 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0100 |
1.0% |
63% |
False |
False |
23,467 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0091 |
0.9% |
64% |
False |
False |
19,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0034 |
|
1.618 |
0.9925 |
|
1.000 |
0.9857 |
|
0.618 |
0.9815 |
|
HIGH |
0.9748 |
|
0.618 |
0.9706 |
|
0.500 |
0.9693 |
|
0.382 |
0.9680 |
|
LOW |
0.9638 |
|
0.618 |
0.9570 |
|
1.000 |
0.9529 |
|
1.618 |
0.9461 |
|
2.618 |
0.9351 |
|
4.250 |
0.9173 |
|
|
| Fisher Pivots for day following 07-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9716 |
0.9717 |
| PP |
0.9704 |
0.9706 |
| S1 |
0.9693 |
0.9695 |
|