CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9191 |
0.9083 |
-0.0108 |
-1.2% |
0.9373 |
| High |
0.9221 |
0.9116 |
-0.0105 |
-1.1% |
0.9380 |
| Low |
0.9084 |
0.9018 |
-0.0066 |
-0.7% |
0.9018 |
| Close |
0.9108 |
0.9047 |
-0.0061 |
-0.7% |
0.9047 |
| Range |
0.0137 |
0.0098 |
-0.0040 |
-28.8% |
0.0362 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
157,139 |
169,858 |
12,719 |
8.1% |
813,652 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9353 |
0.9297 |
0.9101 |
|
| R3 |
0.9255 |
0.9200 |
0.9074 |
|
| R2 |
0.9158 |
0.9158 |
0.9065 |
|
| R1 |
0.9102 |
0.9102 |
0.9056 |
0.9081 |
| PP |
0.9060 |
0.9060 |
0.9060 |
0.9050 |
| S1 |
0.9005 |
0.9005 |
0.9038 |
0.8984 |
| S2 |
0.8963 |
0.8963 |
0.9029 |
|
| S3 |
0.8865 |
0.8907 |
0.9020 |
|
| S4 |
0.8768 |
0.8810 |
0.8993 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0234 |
1.0003 |
0.9246 |
|
| R3 |
0.9872 |
0.9641 |
0.9147 |
|
| R2 |
0.9510 |
0.9510 |
0.9113 |
|
| R1 |
0.9279 |
0.9279 |
0.9080 |
0.9214 |
| PP |
0.9148 |
0.9148 |
0.9148 |
0.9116 |
| S1 |
0.8917 |
0.8917 |
0.9014 |
0.8852 |
| S2 |
0.8786 |
0.8786 |
0.8981 |
|
| S3 |
0.8424 |
0.8555 |
0.8947 |
|
| S4 |
0.8062 |
0.8193 |
0.8848 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9380 |
0.9018 |
0.0362 |
4.0% |
0.0121 |
1.3% |
8% |
False |
True |
162,730 |
| 10 |
0.9897 |
0.9018 |
0.0879 |
9.7% |
0.0146 |
1.6% |
3% |
False |
True |
205,544 |
| 20 |
0.9897 |
0.9018 |
0.0879 |
9.7% |
0.0114 |
1.3% |
3% |
False |
True |
162,114 |
| 40 |
1.0027 |
0.9018 |
0.1009 |
11.1% |
0.0100 |
1.1% |
3% |
False |
True |
138,583 |
| 60 |
1.0040 |
0.9018 |
0.1022 |
11.3% |
0.0103 |
1.1% |
3% |
False |
True |
109,829 |
| 80 |
1.0098 |
0.9018 |
0.1080 |
11.9% |
0.0102 |
1.1% |
3% |
False |
True |
82,497 |
| 100 |
1.0098 |
0.9018 |
0.1080 |
11.9% |
0.0106 |
1.2% |
3% |
False |
True |
66,067 |
| 120 |
1.0117 |
0.9018 |
0.1099 |
12.1% |
0.0107 |
1.2% |
3% |
False |
True |
55,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9530 |
|
2.618 |
0.9371 |
|
1.618 |
0.9273 |
|
1.000 |
0.9213 |
|
0.618 |
0.9176 |
|
HIGH |
0.9116 |
|
0.618 |
0.9078 |
|
0.500 |
0.9067 |
|
0.382 |
0.9055 |
|
LOW |
0.9018 |
|
0.618 |
0.8958 |
|
1.000 |
0.8921 |
|
1.618 |
0.8860 |
|
2.618 |
0.8763 |
|
4.250 |
0.8604 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9067 |
0.9119 |
| PP |
0.9060 |
0.9095 |
| S1 |
0.9054 |
0.9071 |
|