CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8947 |
0.8896 |
-0.0051 |
-0.6% |
0.9023 |
| High |
0.8965 |
0.8930 |
-0.0035 |
-0.4% |
0.9077 |
| Low |
0.8829 |
0.8736 |
-0.0094 |
-1.1% |
0.8786 |
| Close |
0.8911 |
0.8754 |
-0.0158 |
-1.8% |
0.8841 |
| Range |
0.0136 |
0.0195 |
0.0059 |
43.5% |
0.0291 |
| ATR |
0.0119 |
0.0125 |
0.0005 |
4.5% |
0.0000 |
| Volume |
171,297 |
209,488 |
38,191 |
22.3% |
691,472 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9390 |
0.9266 |
0.8860 |
|
| R3 |
0.9195 |
0.9072 |
0.8807 |
|
| R2 |
0.9001 |
0.9001 |
0.8789 |
|
| R1 |
0.8877 |
0.8877 |
0.8771 |
0.8842 |
| PP |
0.8806 |
0.8806 |
0.8806 |
0.8789 |
| S1 |
0.8683 |
0.8683 |
0.8736 |
0.8647 |
| S2 |
0.8612 |
0.8612 |
0.8718 |
|
| S3 |
0.8417 |
0.8488 |
0.8700 |
|
| S4 |
0.8223 |
0.8294 |
0.8647 |
|
|
| 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 |
0.9028 |
0.8736 |
0.0293 |
3.3% |
0.0149 |
1.7% |
6% |
False |
True |
194,169 |
| 10 |
0.9221 |
0.8736 |
0.0485 |
5.5% |
0.0122 |
1.4% |
4% |
False |
True |
173,715 |
| 20 |
0.9897 |
0.8736 |
0.1161 |
13.3% |
0.0131 |
1.5% |
2% |
False |
True |
185,934 |
| 40 |
0.9897 |
0.8736 |
0.1161 |
13.3% |
0.0107 |
1.2% |
2% |
False |
True |
148,933 |
| 60 |
1.0028 |
0.8736 |
0.1292 |
14.8% |
0.0104 |
1.2% |
1% |
False |
True |
130,563 |
| 80 |
1.0098 |
0.8736 |
0.1362 |
15.6% |
0.0102 |
1.2% |
1% |
False |
True |
98,331 |
| 100 |
1.0098 |
0.8736 |
0.1362 |
15.6% |
0.0108 |
1.2% |
1% |
False |
True |
78,744 |
| 120 |
1.0117 |
0.8736 |
0.1381 |
15.8% |
0.0110 |
1.3% |
1% |
False |
True |
65,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9757 |
|
2.618 |
0.9439 |
|
1.618 |
0.9245 |
|
1.000 |
0.9125 |
|
0.618 |
0.9050 |
|
HIGH |
0.8930 |
|
0.618 |
0.8856 |
|
0.500 |
0.8833 |
|
0.382 |
0.8810 |
|
LOW |
0.8736 |
|
0.618 |
0.8615 |
|
1.000 |
0.8541 |
|
1.618 |
0.8421 |
|
2.618 |
0.8226 |
|
4.250 |
0.7909 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8833 |
0.8861 |
| PP |
0.8806 |
0.8825 |
| S1 |
0.8780 |
0.8789 |
|