CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 23-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9032 |
0.9005 |
-0.0026 |
-0.3% |
0.9373 |
| High |
0.9077 |
0.9028 |
-0.0049 |
-0.5% |
0.9380 |
| Low |
0.8987 |
0.8859 |
-0.0128 |
-1.4% |
0.9018 |
| Close |
0.9005 |
0.8889 |
-0.0116 |
-1.3% |
0.9047 |
| Range |
0.0089 |
0.0169 |
0.0080 |
89.9% |
0.0362 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.6% |
0.0000 |
| Volume |
148,136 |
164,012 |
15,876 |
10.7% |
813,652 |
|
| Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9330 |
0.8982 |
|
| R3 |
0.9263 |
0.9161 |
0.8935 |
|
| R2 |
0.9094 |
0.9094 |
0.8920 |
|
| R1 |
0.8992 |
0.8992 |
0.8904 |
0.8959 |
| PP |
0.8925 |
0.8925 |
0.8925 |
0.8909 |
| S1 |
0.8823 |
0.8823 |
0.8874 |
0.8790 |
| S2 |
0.8756 |
0.8756 |
0.8858 |
|
| S3 |
0.8587 |
0.8654 |
0.8843 |
|
| S4 |
0.8418 |
0.8485 |
0.8796 |
|
|
| 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 |
0.8859 |
0.0362 |
4.1% |
0.0113 |
1.3% |
8% |
False |
True |
157,854 |
| 10 |
0.9539 |
0.8859 |
0.0680 |
7.6% |
0.0120 |
1.3% |
4% |
False |
True |
171,211 |
| 20 |
0.9897 |
0.8859 |
0.1038 |
11.7% |
0.0121 |
1.4% |
3% |
False |
True |
170,351 |
| 40 |
0.9964 |
0.8859 |
0.1105 |
12.4% |
0.0102 |
1.2% |
3% |
False |
True |
142,215 |
| 60 |
1.0028 |
0.8859 |
0.1169 |
13.1% |
0.0103 |
1.2% |
3% |
False |
True |
117,449 |
| 80 |
1.0098 |
0.8859 |
0.1239 |
13.9% |
0.0099 |
1.1% |
2% |
False |
True |
88,255 |
| 100 |
1.0098 |
0.8859 |
0.1239 |
13.9% |
0.0107 |
1.2% |
2% |
False |
True |
70,687 |
| 120 |
1.0117 |
0.8859 |
0.1258 |
14.1% |
0.0107 |
1.2% |
2% |
False |
True |
58,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9746 |
|
2.618 |
0.9470 |
|
1.618 |
0.9301 |
|
1.000 |
0.9197 |
|
0.618 |
0.9132 |
|
HIGH |
0.9028 |
|
0.618 |
0.8963 |
|
0.500 |
0.8944 |
|
0.382 |
0.8924 |
|
LOW |
0.8859 |
|
0.618 |
0.8755 |
|
1.000 |
0.8690 |
|
1.618 |
0.8586 |
|
2.618 |
0.8417 |
|
4.250 |
0.8141 |
|
|
| Fisher Pivots for day following 23-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8944 |
0.8968 |
| PP |
0.8925 |
0.8942 |
| S1 |
0.8907 |
0.8915 |
|