CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8844 |
0.8790 |
-0.0054 |
-0.6% |
0.8861 |
| High |
0.8854 |
0.8814 |
-0.0041 |
-0.5% |
0.8987 |
| Low |
0.8716 |
0.8761 |
0.0045 |
0.5% |
0.8713 |
| Close |
0.8794 |
0.8768 |
-0.0026 |
-0.3% |
0.8799 |
| Range |
0.0138 |
0.0053 |
-0.0085 |
-61.6% |
0.0275 |
| ATR |
0.0119 |
0.0114 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
174,820 |
107,139 |
-67,681 |
-38.7% |
917,681 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8940 |
0.8907 |
0.8797 |
|
| R3 |
0.8887 |
0.8854 |
0.8783 |
|
| R2 |
0.8834 |
0.8834 |
0.8778 |
|
| R1 |
0.8801 |
0.8801 |
0.8773 |
0.8791 |
| PP |
0.8781 |
0.8781 |
0.8781 |
0.8776 |
| S1 |
0.8748 |
0.8748 |
0.8763 |
0.8738 |
| S2 |
0.8728 |
0.8728 |
0.8758 |
|
| S3 |
0.8675 |
0.8695 |
0.8753 |
|
| S4 |
0.8622 |
0.8642 |
0.8739 |
|
|
| 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 |
0.8930 |
0.8713 |
0.0218 |
2.5% |
0.0106 |
1.2% |
26% |
False |
False |
166,297 |
| 10 |
0.9077 |
0.8713 |
0.0364 |
4.2% |
0.0117 |
1.3% |
15% |
False |
False |
174,098 |
| 20 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0132 |
1.5% |
5% |
False |
False |
191,543 |
| 40 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0106 |
1.2% |
5% |
False |
False |
152,177 |
| 60 |
1.0028 |
0.8713 |
0.1315 |
15.0% |
0.0103 |
1.2% |
4% |
False |
False |
139,391 |
| 80 |
1.0098 |
0.8713 |
0.1385 |
15.8% |
0.0101 |
1.2% |
4% |
False |
False |
106,093 |
| 100 |
1.0098 |
0.8713 |
0.1385 |
15.8% |
0.0105 |
1.2% |
4% |
False |
False |
84,945 |
| 120 |
1.0117 |
0.8713 |
0.1404 |
16.0% |
0.0110 |
1.2% |
4% |
False |
False |
70,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9039 |
|
2.618 |
0.8952 |
|
1.618 |
0.8899 |
|
1.000 |
0.8867 |
|
0.618 |
0.8846 |
|
HIGH |
0.8814 |
|
0.618 |
0.8793 |
|
0.500 |
0.8787 |
|
0.382 |
0.8781 |
|
LOW |
0.8761 |
|
0.618 |
0.8728 |
|
1.000 |
0.8708 |
|
1.618 |
0.8675 |
|
2.618 |
0.8622 |
|
4.250 |
0.8535 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8787 |
0.8785 |
| PP |
0.8781 |
0.8779 |
| S1 |
0.8774 |
0.8774 |
|