CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8861 |
0.8947 |
0.0087 |
1.0% |
0.9023 |
| High |
0.8987 |
0.8965 |
-0.0023 |
-0.3% |
0.9077 |
| Low |
0.8858 |
0.8829 |
-0.0029 |
-0.3% |
0.8786 |
| Close |
0.8913 |
0.8911 |
-0.0002 |
0.0% |
0.8841 |
| Range |
0.0130 |
0.0136 |
0.0006 |
4.6% |
0.0291 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
1.0% |
0.0000 |
| Volume |
196,857 |
171,297 |
-25,560 |
-13.0% |
691,472 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9245 |
0.8986 |
|
| R3 |
0.9173 |
0.9110 |
0.8948 |
|
| R2 |
0.9037 |
0.9037 |
0.8936 |
|
| R1 |
0.8974 |
0.8974 |
0.8923 |
0.8938 |
| PP |
0.8902 |
0.8902 |
0.8902 |
0.8883 |
| S1 |
0.8839 |
0.8839 |
0.8899 |
0.8802 |
| S2 |
0.8766 |
0.8766 |
0.8886 |
|
| S3 |
0.8631 |
0.8703 |
0.8874 |
|
| S4 |
0.8495 |
0.8568 |
0.8836 |
|
|
| 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 |
0.9077 |
0.8786 |
0.0291 |
3.3% |
0.0128 |
1.4% |
43% |
False |
False |
181,899 |
| 10 |
0.9289 |
0.8786 |
0.0503 |
5.6% |
0.0116 |
1.3% |
25% |
False |
False |
168,872 |
| 20 |
0.9897 |
0.8786 |
0.1111 |
12.5% |
0.0127 |
1.4% |
11% |
False |
False |
182,569 |
| 40 |
0.9897 |
0.8786 |
0.1111 |
12.5% |
0.0105 |
1.2% |
11% |
False |
False |
147,630 |
| 60 |
1.0028 |
0.8786 |
0.1242 |
13.9% |
0.0104 |
1.2% |
10% |
False |
False |
127,220 |
| 80 |
1.0098 |
0.8786 |
0.1312 |
14.7% |
0.0101 |
1.1% |
10% |
False |
False |
95,714 |
| 100 |
1.0098 |
0.8786 |
0.1312 |
14.7% |
0.0108 |
1.2% |
10% |
False |
False |
76,652 |
| 120 |
1.0117 |
0.8786 |
0.1331 |
14.9% |
0.0109 |
1.2% |
9% |
False |
False |
63,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9540 |
|
2.618 |
0.9319 |
|
1.618 |
0.9184 |
|
1.000 |
0.9100 |
|
0.618 |
0.9048 |
|
HIGH |
0.8965 |
|
0.618 |
0.8913 |
|
0.500 |
0.8897 |
|
0.382 |
0.8881 |
|
LOW |
0.8829 |
|
0.618 |
0.8745 |
|
1.000 |
0.8694 |
|
1.618 |
0.8610 |
|
2.618 |
0.8474 |
|
4.250 |
0.8253 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8906 |
0.8903 |
| PP |
0.8902 |
0.8895 |
| S1 |
0.8897 |
0.8887 |
|