CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 24-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2016 |
24-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9634 |
0.9643 |
0.0010 |
0.1% |
0.9606 |
| High |
0.9678 |
0.9659 |
-0.0019 |
-0.2% |
0.9713 |
| Low |
0.9613 |
0.9603 |
-0.0011 |
-0.1% |
0.9602 |
| Close |
0.9648 |
0.9611 |
-0.0037 |
-0.4% |
0.9648 |
| Range |
0.0065 |
0.0056 |
-0.0009 |
-13.2% |
0.0111 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
89,207 |
83,825 |
-5,382 |
-6.0% |
453,691 |
|
| Daily Pivots for day following 24-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9758 |
0.9642 |
|
| R3 |
0.9736 |
0.9702 |
0.9626 |
|
| R2 |
0.9680 |
0.9680 |
0.9621 |
|
| R1 |
0.9646 |
0.9646 |
0.9616 |
0.9635 |
| PP |
0.9624 |
0.9624 |
0.9624 |
0.9619 |
| S1 |
0.9590 |
0.9590 |
0.9606 |
0.9579 |
| S2 |
0.9568 |
0.9568 |
0.9601 |
|
| S3 |
0.9512 |
0.9534 |
0.9596 |
|
| S4 |
0.9456 |
0.9478 |
0.9580 |
|
|
| 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 |
0.9603 |
0.0110 |
1.1% |
0.0063 |
0.7% |
8% |
False |
True |
87,740 |
| 10 |
0.9717 |
0.9578 |
0.0139 |
1.4% |
0.0077 |
0.8% |
24% |
False |
False |
103,753 |
| 20 |
1.0027 |
0.9578 |
0.0449 |
4.7% |
0.0084 |
0.9% |
7% |
False |
False |
114,528 |
| 40 |
1.0028 |
0.9578 |
0.0450 |
4.7% |
0.0095 |
1.0% |
7% |
False |
False |
85,751 |
| 60 |
1.0098 |
0.9578 |
0.0520 |
5.4% |
0.0094 |
1.0% |
6% |
False |
False |
57,332 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0104 |
1.1% |
34% |
False |
False |
43,102 |
| 100 |
1.0117 |
0.9278 |
0.0839 |
8.7% |
0.0105 |
1.1% |
40% |
False |
False |
34,504 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0093 |
1.0% |
52% |
False |
False |
28,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9897 |
|
2.618 |
0.9805 |
|
1.618 |
0.9749 |
|
1.000 |
0.9715 |
|
0.618 |
0.9693 |
|
HIGH |
0.9659 |
|
0.618 |
0.9637 |
|
0.500 |
0.9631 |
|
0.382 |
0.9624 |
|
LOW |
0.9603 |
|
0.618 |
0.9568 |
|
1.000 |
0.9547 |
|
1.618 |
0.9512 |
|
2.618 |
0.9456 |
|
4.250 |
0.9365 |
|
|
| Fisher Pivots for day following 24-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9631 |
0.9648 |
| PP |
0.9624 |
0.9636 |
| S1 |
0.9618 |
0.9623 |
|