CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 17-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2016 |
17-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9666 |
0.9606 |
-0.0060 |
-0.6% |
0.9725 |
| High |
0.9673 |
0.9655 |
-0.0018 |
-0.2% |
0.9752 |
| Low |
0.9592 |
0.9602 |
0.0010 |
0.1% |
0.9578 |
| Close |
0.9622 |
0.9649 |
0.0028 |
0.3% |
0.9622 |
| Range |
0.0081 |
0.0053 |
-0.0028 |
-34.0% |
0.0175 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
126,234 |
98,816 |
-27,418 |
-21.7% |
566,654 |
|
| Daily Pivots for day following 17-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9796 |
0.9776 |
0.9678 |
|
| R3 |
0.9742 |
0.9722 |
0.9664 |
|
| R2 |
0.9689 |
0.9689 |
0.9659 |
|
| R1 |
0.9669 |
0.9669 |
0.9654 |
0.9679 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9640 |
| S1 |
0.9616 |
0.9616 |
0.9644 |
0.9626 |
| S2 |
0.9582 |
0.9582 |
0.9639 |
|
| S3 |
0.9529 |
0.9562 |
0.9634 |
|
| S4 |
0.9475 |
0.9509 |
0.9620 |
|
|
| 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 |
0.9717 |
0.9578 |
0.0139 |
1.4% |
0.0091 |
0.9% |
51% |
False |
False |
119,766 |
| 10 |
0.9871 |
0.9578 |
0.0293 |
3.0% |
0.0096 |
1.0% |
24% |
False |
False |
124,843 |
| 20 |
1.0028 |
0.9578 |
0.0450 |
4.7% |
0.0095 |
1.0% |
16% |
False |
False |
123,755 |
| 40 |
1.0055 |
0.9578 |
0.0477 |
4.9% |
0.0096 |
1.0% |
15% |
False |
False |
74,885 |
| 60 |
1.0098 |
0.9427 |
0.0671 |
7.0% |
0.0103 |
1.1% |
33% |
False |
False |
50,070 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0112 |
1.2% |
38% |
False |
False |
37,631 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0104 |
1.1% |
56% |
False |
False |
30,120 |
| 120 |
1.0117 |
0.9043 |
0.1074 |
11.1% |
0.0094 |
1.0% |
56% |
False |
False |
25,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9883 |
|
2.618 |
0.9796 |
|
1.618 |
0.9742 |
|
1.000 |
0.9709 |
|
0.618 |
0.9689 |
|
HIGH |
0.9655 |
|
0.618 |
0.9635 |
|
0.500 |
0.9629 |
|
0.382 |
0.9622 |
|
LOW |
0.9602 |
|
0.618 |
0.9569 |
|
1.000 |
0.9549 |
|
1.618 |
0.9515 |
|
2.618 |
0.9462 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 17-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9642 |
0.9645 |
| PP |
0.9635 |
0.9642 |
| S1 |
0.9629 |
0.9638 |
|