CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9243 |
0.9181 |
-0.0062 |
-0.7% |
0.9644 |
| High |
0.9289 |
0.9202 |
-0.0088 |
-0.9% |
0.9897 |
| Low |
0.9155 |
0.9120 |
-0.0035 |
-0.4% |
0.9361 |
| Close |
0.9157 |
0.9171 |
0.0014 |
0.2% |
0.9375 |
| Range |
0.0134 |
0.0081 |
-0.0053 |
-39.6% |
0.0536 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
161,063 |
141,040 |
-20,023 |
-12.4% |
1,241,789 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9407 |
0.9370 |
0.9215 |
|
| R3 |
0.9326 |
0.9289 |
0.9193 |
|
| R2 |
0.9245 |
0.9245 |
0.9185 |
|
| R1 |
0.9208 |
0.9208 |
0.9178 |
0.9186 |
| PP |
0.9164 |
0.9164 |
0.9164 |
0.9153 |
| S1 |
0.9127 |
0.9127 |
0.9163 |
0.9105 |
| S2 |
0.9083 |
0.9083 |
0.9156 |
|
| S3 |
0.9002 |
0.9046 |
0.9148 |
|
| S4 |
0.8921 |
0.8965 |
0.9126 |
|
|
| 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 |
0.9539 |
0.9120 |
0.0419 |
4.6% |
0.0126 |
1.4% |
12% |
False |
True |
184,569 |
| 10 |
0.9897 |
0.9120 |
0.0776 |
8.5% |
0.0136 |
1.5% |
6% |
False |
True |
197,520 |
| 20 |
0.9897 |
0.9120 |
0.0776 |
8.5% |
0.0109 |
1.2% |
6% |
False |
True |
155,022 |
| 40 |
1.0028 |
0.9120 |
0.0907 |
9.9% |
0.0097 |
1.1% |
6% |
False |
True |
135,465 |
| 60 |
1.0040 |
0.9120 |
0.0920 |
10.0% |
0.0101 |
1.1% |
5% |
False |
True |
104,402 |
| 80 |
1.0098 |
0.9120 |
0.0977 |
10.7% |
0.0103 |
1.1% |
5% |
False |
True |
78,420 |
| 100 |
1.0098 |
0.9120 |
0.0977 |
10.7% |
0.0106 |
1.2% |
5% |
False |
True |
62,798 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.6% |
0.0106 |
1.2% |
11% |
False |
False |
52,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9546 |
|
2.618 |
0.9414 |
|
1.618 |
0.9333 |
|
1.000 |
0.9283 |
|
0.618 |
0.9252 |
|
HIGH |
0.9202 |
|
0.618 |
0.9171 |
|
0.500 |
0.9161 |
|
0.382 |
0.9151 |
|
LOW |
0.9120 |
|
0.618 |
0.9070 |
|
1.000 |
0.9039 |
|
1.618 |
0.8989 |
|
2.618 |
0.8908 |
|
4.250 |
0.8776 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9167 |
0.9250 |
| PP |
0.9164 |
0.9224 |
| S1 |
0.9161 |
0.9197 |
|