CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 25-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2016 |
25-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9005 |
0.8891 |
-0.0115 |
-1.3% |
0.9023 |
| High |
0.9028 |
0.8903 |
-0.0125 |
-1.4% |
0.9077 |
| Low |
0.8859 |
0.8786 |
-0.0073 |
-0.8% |
0.8786 |
| Close |
0.8889 |
0.8841 |
-0.0048 |
-0.5% |
0.8841 |
| Range |
0.0169 |
0.0117 |
-0.0052 |
-30.8% |
0.0291 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.1% |
0.0000 |
| Volume |
164,012 |
229,195 |
65,183 |
39.7% |
691,472 |
|
| Daily Pivots for day following 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9194 |
0.9135 |
0.8905 |
|
| R3 |
0.9077 |
0.9018 |
0.8873 |
|
| R2 |
0.8960 |
0.8960 |
0.8862 |
|
| R1 |
0.8901 |
0.8901 |
0.8852 |
0.8872 |
| PP |
0.8843 |
0.8843 |
0.8843 |
0.8829 |
| S1 |
0.8784 |
0.8784 |
0.8830 |
0.8755 |
| S2 |
0.8726 |
0.8726 |
0.8820 |
|
| S3 |
0.8609 |
0.8667 |
0.8809 |
|
| S4 |
0.8492 |
0.8550 |
0.8777 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9773 |
0.9597 |
0.9001 |
|
| R3 |
0.9482 |
0.9307 |
0.8921 |
|
| R2 |
0.9192 |
0.9192 |
0.8894 |
|
| R1 |
0.9016 |
0.9016 |
0.8868 |
0.8959 |
| PP |
0.8901 |
0.8901 |
0.8901 |
0.8872 |
| S1 |
0.8726 |
0.8726 |
0.8814 |
0.8668 |
| S2 |
0.8611 |
0.8611 |
0.8788 |
|
| S3 |
0.8320 |
0.8435 |
0.8761 |
|
| S4 |
0.8030 |
0.8145 |
0.8681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9116 |
0.8786 |
0.0330 |
3.7% |
0.0109 |
1.2% |
17% |
False |
True |
172,266 |
| 10 |
0.9442 |
0.8786 |
0.0656 |
7.4% |
0.0114 |
1.3% |
8% |
False |
True |
166,330 |
| 20 |
0.9897 |
0.8786 |
0.1111 |
12.6% |
0.0122 |
1.4% |
5% |
False |
True |
176,185 |
| 40 |
0.9957 |
0.8786 |
0.1171 |
13.2% |
0.0102 |
1.2% |
5% |
False |
True |
144,121 |
| 60 |
1.0028 |
0.8786 |
0.1242 |
14.0% |
0.0103 |
1.2% |
4% |
False |
True |
121,223 |
| 80 |
1.0098 |
0.8786 |
0.1312 |
14.8% |
0.0100 |
1.1% |
4% |
False |
True |
91,118 |
| 100 |
1.0098 |
0.8786 |
0.1312 |
14.8% |
0.0107 |
1.2% |
4% |
False |
True |
72,977 |
| 120 |
1.0117 |
0.8786 |
0.1331 |
15.0% |
0.0108 |
1.2% |
4% |
False |
True |
60,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9400 |
|
2.618 |
0.9209 |
|
1.618 |
0.9092 |
|
1.000 |
0.9020 |
|
0.618 |
0.8975 |
|
HIGH |
0.8903 |
|
0.618 |
0.8858 |
|
0.500 |
0.8845 |
|
0.382 |
0.8831 |
|
LOW |
0.8786 |
|
0.618 |
0.8714 |
|
1.000 |
0.8669 |
|
1.618 |
0.8597 |
|
2.618 |
0.8480 |
|
4.250 |
0.8289 |
|
|
| Fisher Pivots for day following 25-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8845 |
0.8931 |
| PP |
0.8843 |
0.8901 |
| S1 |
0.8842 |
0.8871 |
|