CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 07-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9723 |
0.9644 |
-0.0079 |
-0.8% |
0.9575 |
| High |
0.9739 |
0.9644 |
-0.0095 |
-1.0% |
0.9767 |
| Low |
0.9689 |
0.9571 |
-0.0119 |
-1.2% |
0.9518 |
| Close |
0.9709 |
0.9575 |
-0.0135 |
-1.4% |
0.9709 |
| Range |
0.0050 |
0.0074 |
0.0024 |
48.5% |
0.0249 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.6% |
0.0000 |
| Volume |
124,299 |
115,687 |
-8,612 |
-6.9% |
623,995 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9817 |
0.9769 |
0.9615 |
|
| R3 |
0.9743 |
0.9696 |
0.9595 |
|
| R2 |
0.9670 |
0.9670 |
0.9588 |
|
| R1 |
0.9622 |
0.9622 |
0.9581 |
0.9609 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9590 |
| S1 |
0.9549 |
0.9549 |
0.9568 |
0.9536 |
| S2 |
0.9523 |
0.9523 |
0.9561 |
|
| S3 |
0.9449 |
0.9475 |
0.9554 |
|
| S4 |
0.9376 |
0.9402 |
0.9534 |
|
|
| 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 |
0.9528 |
0.0239 |
2.5% |
0.0088 |
0.9% |
20% |
False |
False |
130,402 |
| 10 |
0.9767 |
0.9491 |
0.0276 |
2.9% |
0.0083 |
0.9% |
30% |
False |
False |
121,870 |
| 20 |
0.9767 |
0.9491 |
0.0276 |
2.9% |
0.0080 |
0.8% |
30% |
False |
False |
112,811 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.6% |
0.0088 |
0.9% |
16% |
False |
False |
113,315 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.3% |
0.0091 |
1.0% |
14% |
False |
False |
77,609 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0098 |
1.0% |
29% |
False |
False |
58,295 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0105 |
1.1% |
28% |
False |
False |
46,681 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0097 |
1.0% |
49% |
False |
False |
38,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9956 |
|
2.618 |
0.9836 |
|
1.618 |
0.9763 |
|
1.000 |
0.9718 |
|
0.618 |
0.9689 |
|
HIGH |
0.9644 |
|
0.618 |
0.9616 |
|
0.500 |
0.9607 |
|
0.382 |
0.9599 |
|
LOW |
0.9571 |
|
0.618 |
0.9525 |
|
1.000 |
0.9497 |
|
1.618 |
0.9452 |
|
2.618 |
0.9378 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 07-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9669 |
| PP |
0.9596 |
0.9637 |
| S1 |
0.9585 |
0.9606 |
|