CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 10-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2016 |
10-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9640 |
0.9725 |
0.0085 |
0.9% |
0.9903 |
| High |
0.9748 |
0.9752 |
0.0005 |
0.1% |
0.9910 |
| Low |
0.9638 |
0.9660 |
0.0022 |
0.2% |
0.9624 |
| Close |
0.9727 |
0.9670 |
-0.0058 |
-0.6% |
0.9727 |
| Range |
0.0110 |
0.0093 |
-0.0017 |
-15.1% |
0.0286 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
173,094 |
66,637 |
-106,457 |
-61.5% |
666,040 |
|
| Daily Pivots for day following 10-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9973 |
0.9914 |
0.9721 |
|
| R3 |
0.9880 |
0.9821 |
0.9695 |
|
| R2 |
0.9787 |
0.9787 |
0.9687 |
|
| R1 |
0.9728 |
0.9728 |
0.9678 |
0.9711 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9685 |
| S1 |
0.9635 |
0.9635 |
0.9661 |
0.9618 |
| S2 |
0.9601 |
0.9601 |
0.9652 |
|
| S3 |
0.9508 |
0.9542 |
0.9644 |
|
| S4 |
0.9415 |
0.9449 |
0.9618 |
|
|
| 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 |
0.9871 |
0.9624 |
0.0247 |
2.6% |
0.0101 |
1.0% |
18% |
False |
False |
129,919 |
| 10 |
1.0027 |
0.9624 |
0.0403 |
4.2% |
0.0092 |
1.0% |
11% |
False |
False |
125,304 |
| 20 |
1.0028 |
0.9624 |
0.0404 |
4.2% |
0.0096 |
1.0% |
11% |
False |
False |
113,818 |
| 40 |
1.0098 |
0.9624 |
0.0474 |
4.9% |
0.0097 |
1.0% |
10% |
False |
False |
60,008 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0104 |
1.1% |
42% |
False |
False |
40,123 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0111 |
1.2% |
41% |
False |
False |
30,148 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0100 |
1.0% |
58% |
False |
False |
24,134 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.2% |
0.0091 |
0.9% |
59% |
False |
False |
20,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0148 |
|
2.618 |
0.9996 |
|
1.618 |
0.9903 |
|
1.000 |
0.9845 |
|
0.618 |
0.9810 |
|
HIGH |
0.9752 |
|
0.618 |
0.9717 |
|
0.500 |
0.9706 |
|
0.382 |
0.9695 |
|
LOW |
0.9660 |
|
0.618 |
0.9602 |
|
1.000 |
0.9567 |
|
1.618 |
0.9509 |
|
2.618 |
0.9416 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 10-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9706 |
0.9688 |
| PP |
0.9694 |
0.9682 |
| S1 |
0.9682 |
0.9676 |
|