CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 21-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2016 |
21-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9083 |
0.9023 |
-0.0060 |
-0.7% |
0.9373 |
| High |
0.9116 |
0.9062 |
-0.0054 |
-0.6% |
0.9380 |
| Low |
0.9018 |
0.8987 |
-0.0031 |
-0.3% |
0.9018 |
| Close |
0.9047 |
0.9006 |
-0.0041 |
-0.5% |
0.9047 |
| Range |
0.0098 |
0.0075 |
-0.0023 |
-23.6% |
0.0362 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
169,858 |
150,129 |
-19,729 |
-11.6% |
813,652 |
|
| Daily Pivots for day following 21-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9198 |
0.9047 |
|
| R3 |
0.9167 |
0.9124 |
0.9026 |
|
| R2 |
0.9093 |
0.9093 |
0.9020 |
|
| R1 |
0.9049 |
0.9049 |
0.9013 |
0.9034 |
| PP |
0.9018 |
0.9018 |
0.9018 |
0.9010 |
| S1 |
0.8975 |
0.8975 |
0.8999 |
0.8959 |
| S2 |
0.8944 |
0.8944 |
0.8992 |
|
| S3 |
0.8869 |
0.8900 |
0.8986 |
|
| S4 |
0.8795 |
0.8826 |
0.8965 |
|
|
| 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 |
0.9289 |
0.8987 |
0.0302 |
3.4% |
0.0105 |
1.2% |
6% |
False |
True |
155,845 |
| 10 |
0.9897 |
0.8987 |
0.0910 |
10.1% |
0.0146 |
1.6% |
2% |
False |
True |
208,988 |
| 20 |
0.9897 |
0.8987 |
0.0910 |
10.1% |
0.0115 |
1.3% |
2% |
False |
True |
165,429 |
| 40 |
1.0027 |
0.8987 |
0.1040 |
11.5% |
0.0100 |
1.1% |
2% |
False |
True |
139,979 |
| 60 |
1.0028 |
0.8987 |
0.1041 |
11.6% |
0.0101 |
1.1% |
2% |
False |
True |
112,311 |
| 80 |
1.0098 |
0.8987 |
0.1111 |
12.3% |
0.0099 |
1.1% |
2% |
False |
True |
84,357 |
| 100 |
1.0098 |
0.8987 |
0.1111 |
12.3% |
0.0106 |
1.2% |
2% |
False |
True |
67,567 |
| 120 |
1.0117 |
0.8987 |
0.1130 |
12.5% |
0.0107 |
1.2% |
2% |
False |
True |
56,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9378 |
|
2.618 |
0.9257 |
|
1.618 |
0.9182 |
|
1.000 |
0.9136 |
|
0.618 |
0.9108 |
|
HIGH |
0.9062 |
|
0.618 |
0.9033 |
|
0.500 |
0.9024 |
|
0.382 |
0.9015 |
|
LOW |
0.8987 |
|
0.618 |
0.8941 |
|
1.000 |
0.8913 |
|
1.618 |
0.8866 |
|
2.618 |
0.8792 |
|
4.250 |
0.8670 |
|
|
| Fisher Pivots for day following 21-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9024 |
0.9104 |
| PP |
0.9018 |
0.9071 |
| S1 |
0.9012 |
0.9039 |
|