CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8763 |
0.8844 |
0.0081 |
0.9% |
0.8861 |
| High |
0.8828 |
0.8854 |
0.0027 |
0.3% |
0.8987 |
| Low |
0.8760 |
0.8716 |
-0.0044 |
-0.5% |
0.8713 |
| Close |
0.8799 |
0.8794 |
-0.0005 |
-0.1% |
0.8799 |
| Range |
0.0068 |
0.0138 |
0.0070 |
102.9% |
0.0275 |
| ATR |
0.0118 |
0.0119 |
0.0001 |
1.2% |
0.0000 |
| Volume |
165,650 |
174,820 |
9,170 |
5.5% |
917,681 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9202 |
0.9136 |
0.8870 |
|
| R3 |
0.9064 |
0.8998 |
0.8832 |
|
| R2 |
0.8926 |
0.8926 |
0.8819 |
|
| R1 |
0.8860 |
0.8860 |
0.8807 |
0.8824 |
| PP |
0.8788 |
0.8788 |
0.8788 |
0.8770 |
| S1 |
0.8722 |
0.8722 |
0.8781 |
0.8686 |
| S2 |
0.8650 |
0.8650 |
0.8769 |
|
| S3 |
0.8512 |
0.8584 |
0.8756 |
|
| S4 |
0.8374 |
0.8446 |
0.8718 |
|
|
| 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 |
0.8965 |
0.8713 |
0.0252 |
2.9% |
0.0123 |
1.4% |
32% |
False |
False |
179,128 |
| 10 |
0.9077 |
0.8713 |
0.0364 |
4.1% |
0.0119 |
1.4% |
22% |
False |
False |
178,397 |
| 20 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0133 |
1.5% |
7% |
False |
False |
191,970 |
| 40 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0107 |
1.2% |
7% |
False |
False |
151,165 |
| 60 |
1.0028 |
0.8713 |
0.1315 |
15.0% |
0.0103 |
1.2% |
6% |
False |
False |
138,412 |
| 80 |
1.0098 |
0.8713 |
0.1385 |
15.7% |
0.0102 |
1.2% |
6% |
False |
False |
104,759 |
| 100 |
1.0098 |
0.8713 |
0.1385 |
15.7% |
0.0106 |
1.2% |
6% |
False |
False |
83,876 |
| 120 |
1.0117 |
0.8713 |
0.1404 |
16.0% |
0.0111 |
1.3% |
6% |
False |
False |
69,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9441 |
|
2.618 |
0.9215 |
|
1.618 |
0.9077 |
|
1.000 |
0.8992 |
|
0.618 |
0.8939 |
|
HIGH |
0.8854 |
|
0.618 |
0.8801 |
|
0.500 |
0.8785 |
|
0.382 |
0.8769 |
|
LOW |
0.8716 |
|
0.618 |
0.8631 |
|
1.000 |
0.8578 |
|
1.618 |
0.8493 |
|
2.618 |
0.8355 |
|
4.250 |
0.8130 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8791 |
0.8790 |
| PP |
0.8788 |
0.8787 |
| S1 |
0.8785 |
0.8783 |
|