CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 31-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9514 |
0.9575 |
0.0061 |
0.6% |
0.9643 |
| High |
0.9590 |
0.9585 |
-0.0005 |
0.0% |
0.9659 |
| Low |
0.9491 |
0.9518 |
0.0027 |
0.3% |
0.9491 |
| Close |
0.9564 |
0.9546 |
-0.0018 |
-0.2% |
0.9564 |
| Range |
0.0099 |
0.0067 |
-0.0032 |
-32.0% |
0.0168 |
| ATR |
0.0085 |
0.0083 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
152,799 |
87,672 |
-65,127 |
-42.6% |
562,849 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9751 |
0.9715 |
0.9582 |
|
| R3 |
0.9684 |
0.9648 |
0.9564 |
|
| R2 |
0.9617 |
0.9617 |
0.9558 |
|
| R1 |
0.9581 |
0.9581 |
0.9552 |
0.9565 |
| PP |
0.9550 |
0.9550 |
0.9550 |
0.9542 |
| S1 |
0.9514 |
0.9514 |
0.9539 |
0.9498 |
| S2 |
0.9483 |
0.9483 |
0.9533 |
|
| S3 |
0.9416 |
0.9447 |
0.9527 |
|
| S4 |
0.9349 |
0.9380 |
0.9509 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0074 |
0.9986 |
0.9656 |
|
| R3 |
0.9906 |
0.9819 |
0.9610 |
|
| R2 |
0.9739 |
0.9739 |
0.9594 |
|
| R1 |
0.9651 |
0.9651 |
0.9579 |
0.9611 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9551 |
| S1 |
0.9484 |
0.9484 |
0.9548 |
0.9444 |
| S2 |
0.9404 |
0.9404 |
0.9533 |
|
| S3 |
0.9236 |
0.9316 |
0.9517 |
|
| S4 |
0.9069 |
0.9149 |
0.9471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9631 |
0.9491 |
0.0140 |
1.5% |
0.0078 |
0.8% |
39% |
False |
False |
113,339 |
| 10 |
0.9713 |
0.9491 |
0.0222 |
2.3% |
0.0070 |
0.7% |
25% |
False |
False |
100,539 |
| 20 |
0.9871 |
0.9491 |
0.0380 |
4.0% |
0.0083 |
0.9% |
14% |
False |
False |
112,691 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.6% |
0.0093 |
1.0% |
10% |
False |
False |
99,546 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.4% |
0.0092 |
1.0% |
9% |
False |
False |
66,763 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0103 |
1.1% |
25% |
False |
False |
50,173 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0105 |
1.1% |
25% |
False |
False |
40,167 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0094 |
1.0% |
46% |
False |
False |
33,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9870 |
|
2.618 |
0.9760 |
|
1.618 |
0.9693 |
|
1.000 |
0.9652 |
|
0.618 |
0.9626 |
|
HIGH |
0.9585 |
|
0.618 |
0.9559 |
|
0.500 |
0.9552 |
|
0.382 |
0.9544 |
|
LOW |
0.9518 |
|
0.618 |
0.9477 |
|
1.000 |
0.9451 |
|
1.618 |
0.9410 |
|
2.618 |
0.9343 |
|
4.250 |
0.9233 |
|
|
| Fisher Pivots for day following 31-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9552 |
0.9548 |
| PP |
0.9550 |
0.9547 |
| S1 |
0.9548 |
0.9546 |
|