CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 02-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9557 |
0.9621 |
0.0065 |
0.7% |
0.9643 |
| High |
0.9650 |
0.9722 |
0.0072 |
0.7% |
0.9659 |
| Low |
0.9528 |
0.9614 |
0.0087 |
0.9% |
0.9491 |
| Close |
0.9634 |
0.9692 |
0.0059 |
0.6% |
0.9564 |
| Range |
0.0123 |
0.0108 |
-0.0015 |
-11.8% |
0.0168 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
1.8% |
0.0000 |
| Volume |
142,185 |
147,380 |
5,195 |
3.7% |
562,849 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0000 |
0.9954 |
0.9751 |
|
| R3 |
0.9892 |
0.9846 |
0.9722 |
|
| R2 |
0.9784 |
0.9784 |
0.9712 |
|
| R1 |
0.9738 |
0.9738 |
0.9702 |
0.9761 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9688 |
| S1 |
0.9630 |
0.9630 |
0.9682 |
0.9653 |
| S2 |
0.9568 |
0.9568 |
0.9672 |
|
| S3 |
0.9460 |
0.9522 |
0.9662 |
|
| S4 |
0.9352 |
0.9414 |
0.9633 |
|
|
| 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 |
0.9722 |
0.9491 |
0.0231 |
2.4% |
0.0099 |
1.0% |
87% |
True |
False |
128,512 |
| 10 |
0.9722 |
0.9491 |
0.0231 |
2.4% |
0.0081 |
0.8% |
87% |
True |
False |
112,525 |
| 20 |
0.9752 |
0.9491 |
0.0261 |
2.7% |
0.0083 |
0.9% |
77% |
False |
False |
112,733 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.5% |
0.0091 |
0.9% |
37% |
False |
False |
106,368 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.3% |
0.0093 |
1.0% |
33% |
False |
False |
71,583 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0100 |
1.0% |
45% |
False |
False |
53,785 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0107 |
1.1% |
44% |
False |
False |
43,061 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0096 |
1.0% |
60% |
False |
False |
35,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0181 |
|
2.618 |
1.0005 |
|
1.618 |
0.9897 |
|
1.000 |
0.9830 |
|
0.618 |
0.9789 |
|
HIGH |
0.9722 |
|
0.618 |
0.9681 |
|
0.500 |
0.9668 |
|
0.382 |
0.9655 |
|
LOW |
0.9614 |
|
0.618 |
0.9547 |
|
1.000 |
0.9506 |
|
1.618 |
0.9439 |
|
2.618 |
0.9331 |
|
4.250 |
0.9155 |
|
|
| Fisher Pivots for day following 02-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9684 |
0.9668 |
| PP |
0.9676 |
0.9644 |
| S1 |
0.9668 |
0.9620 |
|