CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 21-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9688 |
0.9634 |
-0.0054 |
-0.6% |
0.9606 |
| High |
0.9694 |
0.9678 |
-0.0017 |
-0.2% |
0.9713 |
| Low |
0.9624 |
0.9613 |
-0.0011 |
-0.1% |
0.9602 |
| Close |
0.9637 |
0.9648 |
0.0011 |
0.1% |
0.9648 |
| Range |
0.0071 |
0.0065 |
-0.0006 |
-8.5% |
0.0111 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
95,958 |
89,207 |
-6,751 |
-7.0% |
453,691 |
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9840 |
0.9809 |
0.9684 |
|
| R3 |
0.9775 |
0.9744 |
0.9666 |
|
| R2 |
0.9711 |
0.9711 |
0.9660 |
|
| R1 |
0.9680 |
0.9680 |
0.9654 |
0.9695 |
| PP |
0.9646 |
0.9646 |
0.9646 |
0.9654 |
| S1 |
0.9615 |
0.9615 |
0.9643 |
0.9631 |
| S2 |
0.9582 |
0.9582 |
0.9637 |
|
| S3 |
0.9517 |
0.9551 |
0.9631 |
|
| S4 |
0.9453 |
0.9486 |
0.9613 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9928 |
0.9709 |
|
| R3 |
0.9875 |
0.9817 |
0.9679 |
|
| R2 |
0.9765 |
0.9765 |
0.9669 |
|
| R1 |
0.9707 |
0.9707 |
0.9659 |
0.9736 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9669 |
| S1 |
0.9596 |
0.9596 |
0.9638 |
0.9625 |
| S2 |
0.9544 |
0.9544 |
0.9628 |
|
| S3 |
0.9433 |
0.9486 |
0.9618 |
|
| S4 |
0.9323 |
0.9375 |
0.9588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9713 |
0.9602 |
0.0111 |
1.1% |
0.0062 |
0.6% |
42% |
False |
False |
90,738 |
| 10 |
0.9752 |
0.9578 |
0.0175 |
1.8% |
0.0080 |
0.8% |
41% |
False |
False |
102,034 |
| 20 |
1.0027 |
0.9578 |
0.0449 |
4.7% |
0.0086 |
0.9% |
16% |
False |
False |
115,051 |
| 40 |
1.0040 |
0.9578 |
0.0463 |
4.8% |
0.0098 |
1.0% |
15% |
False |
False |
83,686 |
| 60 |
1.0098 |
0.9530 |
0.0568 |
5.9% |
0.0099 |
1.0% |
21% |
False |
False |
55,958 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0104 |
1.1% |
39% |
False |
False |
42,055 |
| 100 |
1.0117 |
0.9199 |
0.0918 |
9.5% |
0.0105 |
1.1% |
49% |
False |
False |
33,666 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0092 |
1.0% |
56% |
False |
False |
28,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9952 |
|
2.618 |
0.9846 |
|
1.618 |
0.9782 |
|
1.000 |
0.9742 |
|
0.618 |
0.9717 |
|
HIGH |
0.9678 |
|
0.618 |
0.9653 |
|
0.500 |
0.9645 |
|
0.382 |
0.9638 |
|
LOW |
0.9613 |
|
0.618 |
0.9573 |
|
1.000 |
0.9549 |
|
1.618 |
0.9509 |
|
2.618 |
0.9444 |
|
4.250 |
0.9339 |
|
|
| Fisher Pivots for day following 21-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9647 |
0.9663 |
| PP |
0.9646 |
0.9658 |
| S1 |
0.9645 |
0.9653 |
|