CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 13-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2016 |
13-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9682 |
0.9614 |
-0.0068 |
-0.7% |
0.9903 |
| High |
0.9706 |
0.9699 |
-0.0007 |
-0.1% |
0.9910 |
| Low |
0.9593 |
0.9578 |
-0.0015 |
-0.2% |
0.9624 |
| Close |
0.9610 |
0.9673 |
0.0064 |
0.7% |
0.9727 |
| Range |
0.0113 |
0.0122 |
0.0008 |
7.0% |
0.0286 |
| ATR |
0.0099 |
0.0100 |
0.0002 |
1.6% |
0.0000 |
| Volume |
117,136 |
134,699 |
17,563 |
15.0% |
666,040 |
|
| Daily Pivots for day following 13-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
0.9965 |
0.9740 |
|
| R3 |
0.9893 |
0.9844 |
0.9707 |
|
| R2 |
0.9771 |
0.9771 |
0.9696 |
|
| R1 |
0.9722 |
0.9722 |
0.9685 |
0.9747 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9662 |
| S1 |
0.9601 |
0.9601 |
0.9662 |
0.9625 |
| S2 |
0.9528 |
0.9528 |
0.9651 |
|
| S3 |
0.9407 |
0.9479 |
0.9640 |
|
| S4 |
0.9285 |
0.9358 |
0.9607 |
|
|
| 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 |
0.9578 |
0.0175 |
1.8% |
0.0104 |
1.1% |
55% |
False |
True |
122,702 |
| 10 |
0.9957 |
0.9578 |
0.0380 |
3.9% |
0.0098 |
1.0% |
25% |
False |
True |
125,118 |
| 20 |
1.0028 |
0.9578 |
0.0450 |
4.7% |
0.0096 |
1.0% |
21% |
False |
True |
121,589 |
| 40 |
1.0085 |
0.9578 |
0.0507 |
5.2% |
0.0097 |
1.0% |
19% |
False |
True |
69,291 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0105 |
1.1% |
43% |
False |
False |
46,340 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0113 |
1.2% |
41% |
False |
False |
34,818 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0103 |
1.1% |
58% |
False |
False |
27,870 |
| 120 |
1.0117 |
0.9043 |
0.1074 |
11.1% |
0.0093 |
1.0% |
59% |
False |
False |
23,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0215 |
|
2.618 |
1.0017 |
|
1.618 |
0.9896 |
|
1.000 |
0.9821 |
|
0.618 |
0.9774 |
|
HIGH |
0.9699 |
|
0.618 |
0.9653 |
|
0.500 |
0.9638 |
|
0.382 |
0.9624 |
|
LOW |
0.9578 |
|
0.618 |
0.9502 |
|
1.000 |
0.9456 |
|
1.618 |
0.9381 |
|
2.618 |
0.9259 |
|
4.250 |
0.9061 |
|
|
| Fisher Pivots for day following 13-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9665 |
| PP |
0.9650 |
0.9656 |
| S1 |
0.9638 |
0.9647 |
|