CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 17-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2016 |
17-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9181 |
0.9191 |
0.0010 |
0.1% |
0.9644 |
| High |
0.9202 |
0.9221 |
0.0019 |
0.2% |
0.9897 |
| Low |
0.9120 |
0.9084 |
-0.0037 |
-0.4% |
0.9361 |
| Close |
0.9171 |
0.9108 |
-0.0063 |
-0.7% |
0.9375 |
| Range |
0.0081 |
0.0137 |
0.0056 |
69.1% |
0.0536 |
| ATR |
0.0117 |
0.0118 |
0.0001 |
1.2% |
0.0000 |
| Volume |
141,040 |
157,139 |
16,099 |
11.4% |
1,241,789 |
|
| Daily Pivots for day following 17-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9548 |
0.9465 |
0.9183 |
|
| R3 |
0.9411 |
0.9328 |
0.9145 |
|
| R2 |
0.9274 |
0.9274 |
0.9133 |
|
| R1 |
0.9191 |
0.9191 |
0.9120 |
0.9164 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9124 |
| S1 |
0.9054 |
0.9054 |
0.9095 |
0.9027 |
| S2 |
0.9000 |
0.9000 |
0.9082 |
|
| S3 |
0.8863 |
0.8917 |
0.9070 |
|
| S4 |
0.8726 |
0.8780 |
0.9032 |
|
|
| 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 |
0.9442 |
0.9084 |
0.0359 |
3.9% |
0.0118 |
1.3% |
7% |
False |
True |
160,394 |
| 10 |
0.9897 |
0.9084 |
0.0813 |
8.9% |
0.0142 |
1.6% |
3% |
False |
True |
200,988 |
| 20 |
0.9897 |
0.9084 |
0.0813 |
8.9% |
0.0112 |
1.2% |
3% |
False |
True |
158,081 |
| 40 |
1.0027 |
0.9084 |
0.0943 |
10.4% |
0.0099 |
1.1% |
3% |
False |
True |
136,894 |
| 60 |
1.0040 |
0.9084 |
0.0957 |
10.5% |
0.0102 |
1.1% |
3% |
False |
True |
107,008 |
| 80 |
1.0098 |
0.9084 |
0.1014 |
11.1% |
0.0102 |
1.1% |
2% |
False |
True |
80,376 |
| 100 |
1.0098 |
0.9084 |
0.1014 |
11.1% |
0.0106 |
1.2% |
2% |
False |
True |
64,369 |
| 120 |
1.0117 |
0.9084 |
0.1033 |
11.3% |
0.0107 |
1.2% |
2% |
False |
True |
53,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9803 |
|
2.618 |
0.9579 |
|
1.618 |
0.9442 |
|
1.000 |
0.9358 |
|
0.618 |
0.9305 |
|
HIGH |
0.9221 |
|
0.618 |
0.9168 |
|
0.500 |
0.9152 |
|
0.382 |
0.9136 |
|
LOW |
0.9084 |
|
0.618 |
0.8999 |
|
1.000 |
0.8947 |
|
1.618 |
0.8862 |
|
2.618 |
0.8725 |
|
4.250 |
0.8501 |
|
|
| Fisher Pivots for day following 17-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9152 |
0.9186 |
| PP |
0.9137 |
0.9160 |
| S1 |
0.9122 |
0.9134 |
|