CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 09-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9577 |
0.9523 |
-0.0054 |
-0.6% |
0.9575 |
| High |
0.9602 |
0.9897 |
0.0295 |
3.1% |
0.9767 |
| Low |
0.9520 |
0.9454 |
-0.0065 |
-0.7% |
0.9518 |
| Close |
0.9533 |
0.9460 |
-0.0073 |
-0.8% |
0.9709 |
| Range |
0.0082 |
0.0442 |
0.0360 |
439.0% |
0.0249 |
| ATR |
0.0088 |
0.0113 |
0.0025 |
28.7% |
0.0000 |
| Volume |
108,877 |
581,035 |
472,158 |
433.7% |
623,995 |
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0930 |
1.0637 |
0.9703 |
|
| R3 |
1.0488 |
1.0195 |
0.9581 |
|
| R2 |
1.0046 |
1.0046 |
0.9541 |
|
| R1 |
0.9753 |
0.9753 |
0.9500 |
0.9678 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9566 |
| S1 |
0.9310 |
0.9310 |
0.9419 |
0.9236 |
| S2 |
0.9161 |
0.9161 |
0.9378 |
|
| S3 |
0.8719 |
0.8868 |
0.9338 |
|
| S4 |
0.8277 |
0.8426 |
0.9216 |
|
|
| 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 |
0.9897 |
0.9454 |
0.0442 |
4.7% |
0.0147 |
1.5% |
1% |
True |
True |
210,471 |
| 10 |
0.9897 |
0.9454 |
0.0442 |
4.7% |
0.0123 |
1.3% |
1% |
True |
True |
169,491 |
| 20 |
0.9897 |
0.9454 |
0.0442 |
4.7% |
0.0096 |
1.0% |
1% |
True |
True |
135,353 |
| 40 |
1.0028 |
0.9454 |
0.0573 |
6.1% |
0.0095 |
1.0% |
1% |
False |
True |
126,910 |
| 60 |
1.0085 |
0.9454 |
0.0630 |
6.7% |
0.0096 |
1.0% |
1% |
False |
True |
89,089 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.8% |
0.0102 |
1.1% |
13% |
False |
False |
66,916 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
8.0% |
0.0109 |
1.2% |
13% |
False |
False |
53,579 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0101 |
1.1% |
38% |
False |
False |
44,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1775 |
|
2.618 |
1.1054 |
|
1.618 |
1.0612 |
|
1.000 |
1.0339 |
|
0.618 |
1.0170 |
|
HIGH |
0.9897 |
|
0.618 |
0.9728 |
|
0.500 |
0.9675 |
|
0.382 |
0.9623 |
|
LOW |
0.9454 |
|
0.618 |
0.9181 |
|
1.000 |
0.9012 |
|
1.618 |
0.8739 |
|
2.618 |
0.8297 |
|
4.250 |
0.7576 |
|
|
| Fisher Pivots for day following 09-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9675 |
0.9675 |
| PP |
0.9603 |
0.9603 |
| S1 |
0.9531 |
0.9531 |
|