CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 15-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2016 |
15-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9373 |
0.9243 |
-0.0130 |
-1.4% |
0.9644 |
| High |
0.9380 |
0.9289 |
-0.0091 |
-1.0% |
0.9897 |
| Low |
0.9223 |
0.9155 |
-0.0068 |
-0.7% |
0.9361 |
| Close |
0.9227 |
0.9157 |
-0.0070 |
-0.8% |
0.9375 |
| Range |
0.0158 |
0.0134 |
-0.0024 |
-14.9% |
0.0536 |
| ATR |
0.0118 |
0.0120 |
0.0001 |
0.9% |
0.0000 |
| Volume |
184,552 |
161,063 |
-23,489 |
-12.7% |
1,241,789 |
|
| Daily Pivots for day following 15-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9602 |
0.9513 |
0.9230 |
|
| R3 |
0.9468 |
0.9379 |
0.9193 |
|
| R2 |
0.9334 |
0.9334 |
0.9181 |
|
| R1 |
0.9245 |
0.9245 |
0.9169 |
0.9223 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9189 |
| S1 |
0.9111 |
0.9111 |
0.9144 |
0.9089 |
| S2 |
0.9066 |
0.9066 |
0.9132 |
|
| S3 |
0.8932 |
0.8977 |
0.9120 |
|
| S4 |
0.8798 |
0.8843 |
0.9083 |
|
|
| 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 |
0.9155 |
0.0742 |
8.1% |
0.0199 |
2.2% |
0% |
False |
True |
272,568 |
| 10 |
0.9897 |
0.9155 |
0.0742 |
8.1% |
0.0139 |
1.5% |
0% |
False |
True |
198,154 |
| 20 |
0.9897 |
0.9155 |
0.0742 |
8.1% |
0.0108 |
1.2% |
0% |
False |
True |
152,152 |
| 40 |
1.0028 |
0.9155 |
0.0873 |
9.5% |
0.0101 |
1.1% |
0% |
False |
True |
138,311 |
| 60 |
1.0055 |
0.9155 |
0.0900 |
9.8% |
0.0100 |
1.1% |
0% |
False |
True |
102,061 |
| 80 |
1.0098 |
0.9155 |
0.0943 |
10.3% |
0.0104 |
1.1% |
0% |
False |
True |
76,662 |
| 100 |
1.0098 |
0.9155 |
0.0943 |
10.3% |
0.0106 |
1.2% |
0% |
False |
True |
61,388 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.6% |
0.0105 |
1.1% |
10% |
False |
False |
51,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9859 |
|
2.618 |
0.9640 |
|
1.618 |
0.9506 |
|
1.000 |
0.9423 |
|
0.618 |
0.9372 |
|
HIGH |
0.9289 |
|
0.618 |
0.9238 |
|
0.500 |
0.9222 |
|
0.382 |
0.9206 |
|
LOW |
0.9155 |
|
0.618 |
0.9072 |
|
1.000 |
0.9021 |
|
1.618 |
0.8938 |
|
2.618 |
0.8804 |
|
4.250 |
0.8586 |
|
|
| Fisher Pivots for day following 15-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9222 |
0.9299 |
| PP |
0.9200 |
0.9251 |
| S1 |
0.9178 |
0.9204 |
|