CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 14-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2016 |
14-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9614 |
0.9666 |
0.0052 |
0.5% |
0.9725 |
| High |
0.9699 |
0.9673 |
-0.0026 |
-0.3% |
0.9752 |
| Low |
0.9578 |
0.9592 |
0.0015 |
0.2% |
0.9578 |
| Close |
0.9673 |
0.9622 |
-0.0052 |
-0.5% |
0.9622 |
| Range |
0.0122 |
0.0081 |
-0.0041 |
-33.3% |
0.0175 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
134,699 |
126,234 |
-8,465 |
-6.3% |
566,654 |
|
| Daily Pivots for day following 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9872 |
0.9828 |
0.9666 |
|
| R3 |
0.9791 |
0.9747 |
0.9644 |
|
| R2 |
0.9710 |
0.9710 |
0.9636 |
|
| R1 |
0.9666 |
0.9666 |
0.9629 |
0.9647 |
| PP |
0.9629 |
0.9629 |
0.9629 |
0.9620 |
| S1 |
0.9585 |
0.9585 |
0.9614 |
0.9566 |
| S2 |
0.9548 |
0.9548 |
0.9607 |
|
| S3 |
0.9467 |
0.9504 |
0.9599 |
|
| S4 |
0.9386 |
0.9423 |
0.9577 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0073 |
0.9718 |
|
| R3 |
1.0000 |
0.9898 |
0.9670 |
|
| R2 |
0.9825 |
0.9825 |
0.9654 |
|
| R1 |
0.9723 |
0.9723 |
0.9638 |
0.9687 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9632 |
| S1 |
0.9549 |
0.9549 |
0.9605 |
0.9512 |
| S2 |
0.9476 |
0.9476 |
0.9589 |
|
| S3 |
0.9301 |
0.9374 |
0.9573 |
|
| S4 |
0.9126 |
0.9199 |
0.9525 |
|
|
| 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% |
0.0098 |
1.0% |
25% |
False |
False |
113,330 |
| 10 |
0.9910 |
0.9578 |
0.0333 |
3.5% |
0.0095 |
1.0% |
13% |
False |
False |
123,269 |
| 20 |
1.0028 |
0.9578 |
0.0450 |
4.7% |
0.0096 |
1.0% |
10% |
False |
False |
122,857 |
| 40 |
1.0058 |
0.9578 |
0.0481 |
5.0% |
0.0096 |
1.0% |
9% |
False |
False |
72,428 |
| 60 |
1.0098 |
0.9427 |
0.0671 |
7.0% |
0.0103 |
1.1% |
29% |
False |
False |
48,427 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0113 |
1.2% |
35% |
False |
False |
36,396 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0104 |
1.1% |
53% |
False |
False |
29,132 |
| 120 |
1.0117 |
0.9043 |
0.1074 |
11.2% |
0.0094 |
1.0% |
54% |
False |
False |
24,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0017 |
|
2.618 |
0.9885 |
|
1.618 |
0.9804 |
|
1.000 |
0.9754 |
|
0.618 |
0.9723 |
|
HIGH |
0.9673 |
|
0.618 |
0.9642 |
|
0.500 |
0.9633 |
|
0.382 |
0.9623 |
|
LOW |
0.9592 |
|
0.618 |
0.9542 |
|
1.000 |
0.9511 |
|
1.618 |
0.9461 |
|
2.618 |
0.9380 |
|
4.250 |
0.9248 |
|
|
| Fisher Pivots for day following 14-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9642 |
| PP |
0.9629 |
0.9635 |
| S1 |
0.9625 |
0.9628 |
|