CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 11-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2016 |
11-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9474 |
0.9373 |
-0.0101 |
-1.1% |
0.9644 |
| High |
0.9539 |
0.9442 |
-0.0097 |
-1.0% |
0.9897 |
| Low |
0.9361 |
0.9362 |
0.0001 |
0.0% |
0.9361 |
| Close |
0.9373 |
0.9375 |
0.0002 |
0.0% |
0.9375 |
| Range |
0.0179 |
0.0081 |
-0.0098 |
-54.9% |
0.0536 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
278,010 |
158,180 |
-119,830 |
-43.1% |
1,241,789 |
|
| Daily Pivots for day following 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9585 |
0.9420 |
|
| R3 |
0.9554 |
0.9505 |
0.9398 |
|
| R2 |
0.9473 |
0.9473 |
0.9390 |
|
| R1 |
0.9424 |
0.9424 |
0.9383 |
0.9449 |
| PP |
0.9393 |
0.9393 |
0.9393 |
0.9405 |
| S1 |
0.9344 |
0.9344 |
0.9368 |
0.9368 |
| S2 |
0.9312 |
0.9312 |
0.9361 |
|
| S3 |
0.9232 |
0.9263 |
0.9353 |
|
| S4 |
0.9151 |
0.9183 |
0.9331 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1152 |
1.0800 |
0.9670 |
|
| R3 |
1.0616 |
1.0264 |
0.9523 |
|
| R2 |
1.0080 |
1.0080 |
0.9474 |
|
| R1 |
0.9728 |
0.9728 |
0.9425 |
0.9636 |
| PP |
0.9544 |
0.9544 |
0.9544 |
0.9498 |
| S1 |
0.9192 |
0.9192 |
0.9326 |
0.9100 |
| S2 |
0.9008 |
0.9008 |
0.9277 |
|
| S3 |
0.8472 |
0.8656 |
0.9228 |
|
| S4 |
0.7936 |
0.8120 |
0.9081 |
|
|
| 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% |
0.0171 |
1.8% |
3% |
False |
False |
248,357 |
| 10 |
0.9897 |
0.9361 |
0.0536 |
5.7% |
0.0129 |
1.4% |
3% |
False |
False |
186,578 |
| 20 |
0.9897 |
0.9361 |
0.0536 |
5.7% |
0.0099 |
1.1% |
3% |
False |
False |
144,116 |
| 40 |
1.0028 |
0.9361 |
0.0667 |
7.1% |
0.0097 |
1.0% |
2% |
False |
False |
133,486 |
| 60 |
1.0058 |
0.9361 |
0.0698 |
7.4% |
0.0097 |
1.0% |
2% |
False |
False |
96,324 |
| 80 |
1.0098 |
0.9361 |
0.0737 |
7.9% |
0.0102 |
1.1% |
2% |
False |
False |
72,349 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
8.1% |
0.0110 |
1.2% |
2% |
False |
False |
57,940 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.3% |
0.0103 |
1.1% |
30% |
False |
False |
48,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9784 |
|
2.618 |
0.9653 |
|
1.618 |
0.9572 |
|
1.000 |
0.9523 |
|
0.618 |
0.9492 |
|
HIGH |
0.9442 |
|
0.618 |
0.9411 |
|
0.500 |
0.9402 |
|
0.382 |
0.9392 |
|
LOW |
0.9362 |
|
0.618 |
0.9312 |
|
1.000 |
0.9281 |
|
1.618 |
0.9231 |
|
2.618 |
0.9151 |
|
4.250 |
0.9019 |
|
|
| Fisher Pivots for day following 11-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9402 |
0.9629 |
| PP |
0.9393 |
0.9544 |
| S1 |
0.9384 |
0.9460 |
|