CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9373 |
0.9373 |
0.0000 |
0.0% |
0.9644 |
| High |
0.9442 |
0.9380 |
-0.0062 |
-0.7% |
0.9897 |
| Low |
0.9362 |
0.9223 |
-0.0139 |
-1.5% |
0.9361 |
| Close |
0.9375 |
0.9227 |
-0.0149 |
-1.6% |
0.9375 |
| Range |
0.0081 |
0.0158 |
0.0077 |
95.7% |
0.0536 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.6% |
0.0000 |
| Volume |
158,180 |
184,552 |
26,372 |
16.7% |
1,241,789 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9749 |
0.9645 |
0.9313 |
|
| R3 |
0.9591 |
0.9488 |
0.9270 |
|
| R2 |
0.9434 |
0.9434 |
0.9255 |
|
| R1 |
0.9330 |
0.9330 |
0.9241 |
0.9303 |
| PP |
0.9276 |
0.9276 |
0.9276 |
0.9263 |
| S1 |
0.9173 |
0.9173 |
0.9212 |
0.9146 |
| S2 |
0.9119 |
0.9119 |
0.9198 |
|
| S3 |
0.8961 |
0.9015 |
0.9183 |
|
| S4 |
0.8804 |
0.8858 |
0.9140 |
|
|
| 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 |
0.9223 |
0.0674 |
7.3% |
0.0188 |
2.0% |
1% |
False |
True |
262,130 |
| 10 |
0.9897 |
0.9223 |
0.0674 |
7.3% |
0.0138 |
1.5% |
1% |
False |
True |
196,266 |
| 20 |
0.9897 |
0.9223 |
0.0674 |
7.3% |
0.0104 |
1.1% |
1% |
False |
True |
148,403 |
| 40 |
1.0028 |
0.9223 |
0.0805 |
8.7% |
0.0099 |
1.1% |
0% |
False |
True |
136,079 |
| 60 |
1.0055 |
0.9223 |
0.0832 |
9.0% |
0.0099 |
1.1% |
0% |
False |
True |
99,391 |
| 80 |
1.0098 |
0.9223 |
0.0875 |
9.5% |
0.0103 |
1.1% |
0% |
False |
True |
74,653 |
| 100 |
1.0117 |
0.9223 |
0.0894 |
9.7% |
0.0110 |
1.2% |
0% |
False |
True |
59,785 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.5% |
0.0104 |
1.1% |
16% |
False |
False |
49,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9792 |
|
1.618 |
0.9635 |
|
1.000 |
0.9538 |
|
0.618 |
0.9477 |
|
HIGH |
0.9380 |
|
0.618 |
0.9320 |
|
0.500 |
0.9301 |
|
0.382 |
0.9283 |
|
LOW |
0.9223 |
|
0.618 |
0.9125 |
|
1.000 |
0.9065 |
|
1.618 |
0.8968 |
|
2.618 |
0.8810 |
|
4.250 |
0.8553 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9301 |
0.9381 |
| PP |
0.9276 |
0.9329 |
| S1 |
0.9251 |
0.9278 |
|