CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 12-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2016 |
12-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9672 |
0.9682 |
0.0011 |
0.1% |
0.9903 |
| High |
0.9717 |
0.9706 |
-0.0011 |
-0.1% |
0.9910 |
| Low |
0.9633 |
0.9593 |
-0.0041 |
-0.4% |
0.9624 |
| Close |
0.9691 |
0.9610 |
-0.0081 |
-0.8% |
0.9727 |
| Range |
0.0084 |
0.0113 |
0.0030 |
35.9% |
0.0286 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.2% |
0.0000 |
| Volume |
121,948 |
117,136 |
-4,812 |
-3.9% |
666,040 |
|
| Daily Pivots for day following 12-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9976 |
0.9906 |
0.9672 |
|
| R3 |
0.9863 |
0.9793 |
0.9641 |
|
| R2 |
0.9749 |
0.9749 |
0.9630 |
|
| R1 |
0.9679 |
0.9679 |
0.9620 |
0.9658 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9625 |
| S1 |
0.9566 |
0.9566 |
0.9599 |
0.9544 |
| S2 |
0.9523 |
0.9523 |
0.9589 |
|
| S3 |
0.9409 |
0.9453 |
0.9578 |
|
| S4 |
0.9296 |
0.9339 |
0.9547 |
|
|
| 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 |
0.9752 |
0.9593 |
0.0160 |
1.7% |
0.0095 |
1.0% |
11% |
False |
True |
119,990 |
| 10 |
0.9964 |
0.9593 |
0.0372 |
3.9% |
0.0097 |
1.0% |
5% |
False |
True |
126,942 |
| 20 |
1.0028 |
0.9593 |
0.0435 |
4.5% |
0.0094 |
1.0% |
4% |
False |
True |
118,467 |
| 40 |
1.0085 |
0.9593 |
0.0492 |
5.1% |
0.0096 |
1.0% |
3% |
False |
True |
65,957 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0105 |
1.1% |
34% |
False |
False |
44,104 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0112 |
1.2% |
33% |
False |
False |
33,136 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0102 |
1.1% |
52% |
False |
False |
26,523 |
| 120 |
1.0117 |
0.9043 |
0.1074 |
11.2% |
0.0092 |
1.0% |
53% |
False |
False |
22,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
1.0003 |
|
1.618 |
0.9890 |
|
1.000 |
0.9819 |
|
0.618 |
0.9776 |
|
HIGH |
0.9706 |
|
0.618 |
0.9663 |
|
0.500 |
0.9649 |
|
0.382 |
0.9636 |
|
LOW |
0.9593 |
|
0.618 |
0.9522 |
|
1.000 |
0.9479 |
|
1.618 |
0.9409 |
|
2.618 |
0.9295 |
|
4.250 |
0.9110 |
|
|
| Fisher Pivots for day following 12-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9649 |
0.9672 |
| PP |
0.9636 |
0.9651 |
| S1 |
0.9623 |
0.9630 |
|