CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 08-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2016 |
08-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9644 |
0.9577 |
-0.0067 |
-0.7% |
0.9575 |
| High |
0.9644 |
0.9602 |
-0.0043 |
-0.4% |
0.9767 |
| Low |
0.9571 |
0.9520 |
-0.0051 |
-0.5% |
0.9518 |
| Close |
0.9575 |
0.9533 |
-0.0042 |
-0.4% |
0.9709 |
| Range |
0.0074 |
0.0082 |
0.0009 |
11.6% |
0.0249 |
| ATR |
0.0089 |
0.0088 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
115,687 |
108,877 |
-6,810 |
-5.9% |
623,995 |
|
| Daily Pivots for day following 08-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9797 |
0.9747 |
0.9578 |
|
| R3 |
0.9715 |
0.9665 |
0.9555 |
|
| R2 |
0.9633 |
0.9633 |
0.9548 |
|
| R1 |
0.9583 |
0.9583 |
0.9540 |
0.9567 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9543 |
| S1 |
0.9501 |
0.9501 |
0.9525 |
0.9485 |
| S2 |
0.9469 |
0.9469 |
0.9517 |
|
| S3 |
0.9387 |
0.9419 |
0.9510 |
|
| S4 |
0.9305 |
0.9337 |
0.9487 |
|
|
| 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 |
0.9520 |
0.0247 |
2.6% |
0.0080 |
0.8% |
5% |
False |
True |
123,740 |
| 10 |
0.9767 |
0.9491 |
0.0276 |
2.9% |
0.0084 |
0.9% |
15% |
False |
False |
120,190 |
| 20 |
0.9767 |
0.9491 |
0.0276 |
2.9% |
0.0080 |
0.8% |
15% |
False |
False |
112,158 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.6% |
0.0087 |
0.9% |
8% |
False |
False |
114,486 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.4% |
0.0092 |
1.0% |
7% |
False |
False |
79,420 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0098 |
1.0% |
23% |
False |
False |
59,655 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0105 |
1.1% |
23% |
False |
False |
47,769 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0097 |
1.0% |
45% |
False |
False |
39,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9950 |
|
2.618 |
0.9816 |
|
1.618 |
0.9734 |
|
1.000 |
0.9684 |
|
0.618 |
0.9652 |
|
HIGH |
0.9602 |
|
0.618 |
0.9570 |
|
0.500 |
0.9561 |
|
0.382 |
0.9551 |
|
LOW |
0.9520 |
|
0.618 |
0.9469 |
|
1.000 |
0.9438 |
|
1.618 |
0.9387 |
|
2.618 |
0.9305 |
|
4.250 |
0.9171 |
|
|
| Fisher Pivots for day following 08-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9561 |
0.9629 |
| PP |
0.9551 |
0.9597 |
| S1 |
0.9542 |
0.9565 |
|