CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 20-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9646 |
0.9688 |
0.0042 |
0.4% |
0.9725 |
| High |
0.9713 |
0.9694 |
-0.0019 |
-0.2% |
0.9752 |
| Low |
0.9640 |
0.9624 |
-0.0016 |
-0.2% |
0.9578 |
| Close |
0.9689 |
0.9637 |
-0.0052 |
-0.5% |
0.9622 |
| Range |
0.0073 |
0.0071 |
-0.0003 |
-3.4% |
0.0175 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
83,627 |
95,958 |
12,331 |
14.7% |
566,654 |
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9863 |
0.9821 |
0.9676 |
|
| R3 |
0.9793 |
0.9750 |
0.9656 |
|
| R2 |
0.9722 |
0.9722 |
0.9650 |
|
| R1 |
0.9680 |
0.9680 |
0.9643 |
0.9666 |
| PP |
0.9652 |
0.9652 |
0.9652 |
0.9645 |
| S1 |
0.9609 |
0.9609 |
0.9631 |
0.9595 |
| S2 |
0.9581 |
0.9581 |
0.9624 |
|
| S3 |
0.9511 |
0.9539 |
0.9618 |
|
| S4 |
0.9440 |
0.9468 |
0.9598 |
|
|
| 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 |
0.9713 |
0.9592 |
0.0121 |
1.3% |
0.0065 |
0.7% |
37% |
False |
False |
98,143 |
| 10 |
0.9752 |
0.9578 |
0.0175 |
1.8% |
0.0085 |
0.9% |
34% |
False |
False |
110,423 |
| 20 |
1.0027 |
0.9578 |
0.0449 |
4.7% |
0.0085 |
0.9% |
13% |
False |
False |
115,706 |
| 40 |
1.0040 |
0.9578 |
0.0463 |
4.8% |
0.0097 |
1.0% |
13% |
False |
False |
81,471 |
| 60 |
1.0098 |
0.9530 |
0.0568 |
5.9% |
0.0099 |
1.0% |
19% |
False |
False |
54,474 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0104 |
1.1% |
38% |
False |
False |
40,941 |
| 100 |
1.0117 |
0.9158 |
0.0959 |
10.0% |
0.0105 |
1.1% |
50% |
False |
False |
32,775 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0092 |
1.0% |
55% |
False |
False |
27,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9994 |
|
2.618 |
0.9879 |
|
1.618 |
0.9808 |
|
1.000 |
0.9765 |
|
0.618 |
0.9738 |
|
HIGH |
0.9694 |
|
0.618 |
0.9667 |
|
0.500 |
0.9659 |
|
0.382 |
0.9650 |
|
LOW |
0.9624 |
|
0.618 |
0.9580 |
|
1.000 |
0.9553 |
|
1.618 |
0.9509 |
|
2.618 |
0.9439 |
|
4.250 |
0.9324 |
|
|
| Fisher Pivots for day following 20-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9665 |
| PP |
0.9652 |
0.9655 |
| S1 |
0.9644 |
0.9646 |
|