CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9023 |
0.9032 |
0.0009 |
0.1% |
0.9373 |
| High |
0.9062 |
0.9077 |
0.0015 |
0.2% |
0.9380 |
| Low |
0.8987 |
0.8987 |
0.0000 |
0.0% |
0.9018 |
| Close |
0.9006 |
0.9005 |
-0.0001 |
0.0% |
0.9047 |
| Range |
0.0075 |
0.0089 |
0.0015 |
19.5% |
0.0362 |
| ATR |
0.0114 |
0.0112 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
150,129 |
148,136 |
-1,993 |
-1.3% |
813,652 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9237 |
0.9054 |
|
| R3 |
0.9201 |
0.9148 |
0.9029 |
|
| R2 |
0.9112 |
0.9112 |
0.9021 |
|
| R1 |
0.9059 |
0.9059 |
0.9013 |
0.9041 |
| PP |
0.9023 |
0.9023 |
0.9023 |
0.9014 |
| S1 |
0.8969 |
0.8969 |
0.8997 |
0.8952 |
| S2 |
0.8934 |
0.8934 |
0.8989 |
|
| S3 |
0.8845 |
0.8880 |
0.8981 |
|
| S4 |
0.8756 |
0.8791 |
0.8956 |
|
|
| 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 |
0.9221 |
0.8987 |
0.0234 |
2.6% |
0.0096 |
1.1% |
8% |
False |
False |
153,260 |
| 10 |
0.9897 |
0.8987 |
0.0910 |
10.1% |
0.0147 |
1.6% |
2% |
False |
False |
212,914 |
| 20 |
0.9897 |
0.8987 |
0.0910 |
10.1% |
0.0116 |
1.3% |
2% |
False |
False |
166,552 |
| 40 |
1.0010 |
0.8987 |
0.1023 |
11.4% |
0.0100 |
1.1% |
2% |
False |
False |
140,452 |
| 60 |
1.0028 |
0.8987 |
0.1041 |
11.6% |
0.0102 |
1.1% |
2% |
False |
False |
114,749 |
| 80 |
1.0098 |
0.8987 |
0.1111 |
12.3% |
0.0100 |
1.1% |
2% |
False |
False |
86,208 |
| 100 |
1.0098 |
0.8987 |
0.1111 |
12.3% |
0.0106 |
1.2% |
2% |
False |
False |
69,048 |
| 120 |
1.0117 |
0.8987 |
0.1130 |
12.5% |
0.0106 |
1.2% |
2% |
False |
False |
57,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9455 |
|
2.618 |
0.9310 |
|
1.618 |
0.9221 |
|
1.000 |
0.9166 |
|
0.618 |
0.9132 |
|
HIGH |
0.9077 |
|
0.618 |
0.9043 |
|
0.500 |
0.9032 |
|
0.382 |
0.9021 |
|
LOW |
0.8987 |
|
0.618 |
0.8932 |
|
1.000 |
0.8898 |
|
1.618 |
0.8843 |
|
2.618 |
0.8754 |
|
4.250 |
0.8609 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9032 |
0.9051 |
| PP |
0.9023 |
0.9036 |
| S1 |
0.9014 |
0.9020 |
|