CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 04-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9692 |
0.9723 |
0.0031 |
0.3% |
0.9575 |
| High |
0.9767 |
0.9739 |
-0.0028 |
-0.3% |
0.9767 |
| Low |
0.9681 |
0.9689 |
0.0008 |
0.1% |
0.9518 |
| Close |
0.9724 |
0.9709 |
-0.0014 |
-0.1% |
0.9709 |
| Range |
0.0086 |
0.0050 |
-0.0036 |
-42.1% |
0.0249 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
122,459 |
124,299 |
1,840 |
1.5% |
623,995 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9835 |
0.9737 |
|
| R3 |
0.9811 |
0.9785 |
0.9723 |
|
| R2 |
0.9762 |
0.9762 |
0.9719 |
|
| R1 |
0.9736 |
0.9736 |
0.9714 |
0.9724 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9706 |
| S1 |
0.9686 |
0.9686 |
0.9705 |
0.9674 |
| S2 |
0.9663 |
0.9663 |
0.9700 |
|
| S3 |
0.9613 |
0.9637 |
0.9696 |
|
| S4 |
0.9564 |
0.9587 |
0.9682 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0308 |
0.9846 |
|
| R3 |
1.0162 |
1.0060 |
0.9778 |
|
| R2 |
0.9913 |
0.9913 |
0.9755 |
|
| R1 |
0.9811 |
0.9811 |
0.9732 |
0.9862 |
| PP |
0.9665 |
0.9665 |
0.9665 |
0.9690 |
| S1 |
0.9563 |
0.9563 |
0.9687 |
0.9614 |
| S2 |
0.9416 |
0.9416 |
0.9664 |
|
| S3 |
0.9168 |
0.9314 |
0.9641 |
|
| S4 |
0.8919 |
0.9066 |
0.9573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9767 |
0.9518 |
0.0249 |
2.6% |
0.0087 |
0.9% |
77% |
False |
False |
124,799 |
| 10 |
0.9767 |
0.9491 |
0.0276 |
2.8% |
0.0081 |
0.8% |
79% |
False |
False |
118,684 |
| 20 |
0.9767 |
0.9491 |
0.0276 |
2.8% |
0.0081 |
0.8% |
79% |
False |
False |
110,359 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.5% |
0.0089 |
0.9% |
41% |
False |
False |
111,633 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.2% |
0.0092 |
1.0% |
36% |
False |
False |
75,688 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0099 |
1.0% |
47% |
False |
False |
56,852 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0106 |
1.1% |
46% |
False |
False |
45,526 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0097 |
1.0% |
62% |
False |
False |
37,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9949 |
|
2.618 |
0.9868 |
|
1.618 |
0.9819 |
|
1.000 |
0.9788 |
|
0.618 |
0.9769 |
|
HIGH |
0.9739 |
|
0.618 |
0.9720 |
|
0.500 |
0.9714 |
|
0.382 |
0.9708 |
|
LOW |
0.9689 |
|
0.618 |
0.9658 |
|
1.000 |
0.9640 |
|
1.618 |
0.9609 |
|
2.618 |
0.9559 |
|
4.250 |
0.9479 |
|
|
| Fisher Pivots for day following 04-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9703 |
| PP |
0.9712 |
0.9697 |
| S1 |
0.9711 |
0.9690 |
|