CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8745 |
0.8763 |
0.0018 |
0.2% |
0.8861 |
| High |
0.8789 |
0.8828 |
0.0039 |
0.4% |
0.8987 |
| Low |
0.8713 |
0.8760 |
0.0047 |
0.5% |
0.8713 |
| Close |
0.8774 |
0.8799 |
0.0025 |
0.3% |
0.8799 |
| Range |
0.0077 |
0.0068 |
-0.0009 |
-11.1% |
0.0275 |
| ATR |
0.0121 |
0.0118 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
174,389 |
165,650 |
-8,739 |
-5.0% |
917,681 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8999 |
0.8967 |
0.8836 |
|
| R3 |
0.8931 |
0.8899 |
0.8818 |
|
| R2 |
0.8863 |
0.8863 |
0.8811 |
|
| R1 |
0.8831 |
0.8831 |
0.8805 |
0.8847 |
| PP |
0.8795 |
0.8795 |
0.8795 |
0.8803 |
| S1 |
0.8763 |
0.8763 |
0.8793 |
0.8779 |
| S2 |
0.8727 |
0.8727 |
0.8787 |
|
| S3 |
0.8659 |
0.8695 |
0.8780 |
|
| S4 |
0.8591 |
0.8627 |
0.8762 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9656 |
0.9502 |
0.8950 |
|
| R3 |
0.9382 |
0.9228 |
0.8874 |
|
| R2 |
0.9107 |
0.9107 |
0.8849 |
|
| R1 |
0.8953 |
0.8953 |
0.8824 |
0.8893 |
| PP |
0.8833 |
0.8833 |
0.8833 |
0.8803 |
| S1 |
0.8679 |
0.8679 |
0.8774 |
0.8619 |
| S2 |
0.8558 |
0.8558 |
0.8749 |
|
| S3 |
0.8284 |
0.8404 |
0.8724 |
|
| S4 |
0.8009 |
0.8130 |
0.8648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8987 |
0.8713 |
0.0275 |
3.1% |
0.0121 |
1.4% |
32% |
False |
False |
183,536 |
| 10 |
0.9116 |
0.8713 |
0.0403 |
4.6% |
0.0115 |
1.3% |
21% |
False |
False |
177,901 |
| 20 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0128 |
1.5% |
7% |
False |
False |
189,444 |
| 40 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0106 |
1.2% |
7% |
False |
False |
151,121 |
| 60 |
1.0028 |
0.8713 |
0.1315 |
14.9% |
0.0103 |
1.2% |
7% |
False |
False |
135,728 |
| 80 |
1.0098 |
0.8713 |
0.1385 |
15.7% |
0.0102 |
1.2% |
6% |
False |
False |
102,575 |
| 100 |
1.0098 |
0.8713 |
0.1385 |
15.7% |
0.0106 |
1.2% |
6% |
False |
False |
82,136 |
| 120 |
1.0117 |
0.8713 |
0.1404 |
16.0% |
0.0110 |
1.3% |
6% |
False |
False |
68,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9117 |
|
2.618 |
0.9006 |
|
1.618 |
0.8938 |
|
1.000 |
0.8896 |
|
0.618 |
0.8870 |
|
HIGH |
0.8828 |
|
0.618 |
0.8802 |
|
0.500 |
0.8794 |
|
0.382 |
0.8785 |
|
LOW |
0.8760 |
|
0.618 |
0.8717 |
|
1.000 |
0.8692 |
|
1.618 |
0.8649 |
|
2.618 |
0.8581 |
|
4.250 |
0.8471 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8797 |
0.8821 |
| PP |
0.8795 |
0.8814 |
| S1 |
0.8794 |
0.8806 |
|