CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9523 |
0.9474 |
-0.0049 |
-0.5% |
0.9575 |
| High |
0.9897 |
0.9539 |
-0.0358 |
-3.6% |
0.9767 |
| Low |
0.9454 |
0.9361 |
-0.0094 |
-1.0% |
0.9518 |
| Close |
0.9460 |
0.9373 |
-0.0087 |
-0.9% |
0.9709 |
| Range |
0.0442 |
0.0179 |
-0.0264 |
-59.6% |
0.0249 |
| ATR |
0.0113 |
0.0118 |
0.0005 |
4.1% |
0.0000 |
| Volume |
581,035 |
278,010 |
-303,025 |
-52.2% |
623,995 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9845 |
0.9471 |
|
| R3 |
0.9781 |
0.9666 |
0.9422 |
|
| R2 |
0.9603 |
0.9603 |
0.9406 |
|
| R1 |
0.9488 |
0.9488 |
0.9389 |
0.9456 |
| PP |
0.9424 |
0.9424 |
0.9424 |
0.9408 |
| S1 |
0.9309 |
0.9309 |
0.9357 |
0.9278 |
| S2 |
0.9246 |
0.9246 |
0.9340 |
|
| S3 |
0.9067 |
0.9131 |
0.9324 |
|
| S4 |
0.8889 |
0.8952 |
0.9275 |
|
|
| 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 |
0.9361 |
0.0536 |
5.7% |
0.0165 |
1.8% |
2% |
False |
True |
241,581 |
| 10 |
0.9897 |
0.9361 |
0.0536 |
5.7% |
0.0131 |
1.4% |
2% |
False |
True |
186,040 |
| 20 |
0.9897 |
0.9361 |
0.0536 |
5.7% |
0.0099 |
1.1% |
2% |
False |
True |
142,518 |
| 40 |
1.0028 |
0.9361 |
0.0667 |
7.1% |
0.0097 |
1.0% |
2% |
False |
True |
132,054 |
| 60 |
1.0085 |
0.9361 |
0.0724 |
7.7% |
0.0097 |
1.0% |
2% |
False |
True |
93,700 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.9% |
0.0103 |
1.1% |
2% |
False |
False |
70,385 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
8.1% |
0.0110 |
1.2% |
2% |
False |
False |
56,358 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.3% |
0.0102 |
1.1% |
30% |
False |
False |
46,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0298 |
|
2.618 |
1.0006 |
|
1.618 |
0.9828 |
|
1.000 |
0.9718 |
|
0.618 |
0.9649 |
|
HIGH |
0.9539 |
|
0.618 |
0.9471 |
|
0.500 |
0.9450 |
|
0.382 |
0.9429 |
|
LOW |
0.9361 |
|
0.618 |
0.9250 |
|
1.000 |
0.9182 |
|
1.618 |
0.9072 |
|
2.618 |
0.8893 |
|
4.250 |
0.8602 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9450 |
0.9629 |
| PP |
0.9424 |
0.9543 |
| S1 |
0.9399 |
0.9458 |
|