CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8790 |
0.8772 |
-0.0018 |
-0.2% |
0.8861 |
| High |
0.8814 |
0.8820 |
0.0007 |
0.1% |
0.8987 |
| Low |
0.8761 |
0.8744 |
-0.0017 |
-0.2% |
0.8713 |
| Close |
0.8768 |
0.8785 |
0.0017 |
0.2% |
0.8799 |
| Range |
0.0053 |
0.0077 |
0.0024 |
44.3% |
0.0275 |
| ATR |
0.0114 |
0.0112 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
107,139 |
105,010 |
-2,129 |
-2.0% |
917,681 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9012 |
0.8975 |
0.8827 |
|
| R3 |
0.8936 |
0.8899 |
0.8806 |
|
| R2 |
0.8859 |
0.8859 |
0.8799 |
|
| R1 |
0.8822 |
0.8822 |
0.8792 |
0.8841 |
| PP |
0.8783 |
0.8783 |
0.8783 |
0.8792 |
| S1 |
0.8746 |
0.8746 |
0.8778 |
0.8764 |
| S2 |
0.8706 |
0.8706 |
0.8771 |
|
| S3 |
0.8630 |
0.8669 |
0.8764 |
|
| S4 |
0.8553 |
0.8593 |
0.8743 |
|
|
| 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 |
0.8854 |
0.8713 |
0.0142 |
1.6% |
0.0082 |
0.9% |
51% |
False |
False |
145,401 |
| 10 |
0.9028 |
0.8713 |
0.0316 |
3.6% |
0.0116 |
1.3% |
23% |
False |
False |
169,785 |
| 20 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0131 |
1.5% |
6% |
False |
False |
191,349 |
| 40 |
0.9897 |
0.8713 |
0.1184 |
13.5% |
0.0106 |
1.2% |
6% |
False |
False |
151,754 |
| 60 |
1.0028 |
0.8713 |
0.1315 |
15.0% |
0.0102 |
1.2% |
6% |
False |
False |
140,107 |
| 80 |
1.0098 |
0.8713 |
0.1385 |
15.8% |
0.0102 |
1.2% |
5% |
False |
False |
107,402 |
| 100 |
1.0098 |
0.8713 |
0.1385 |
15.8% |
0.0104 |
1.2% |
5% |
False |
False |
85,994 |
| 120 |
1.0117 |
0.8713 |
0.1404 |
16.0% |
0.0110 |
1.2% |
5% |
False |
False |
71,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9145 |
|
2.618 |
0.9020 |
|
1.618 |
0.8944 |
|
1.000 |
0.8897 |
|
0.618 |
0.8867 |
|
HIGH |
0.8820 |
|
0.618 |
0.8791 |
|
0.500 |
0.8782 |
|
0.382 |
0.8773 |
|
LOW |
0.8744 |
|
0.618 |
0.8696 |
|
1.000 |
0.8667 |
|
1.618 |
0.8620 |
|
2.618 |
0.8543 |
|
4.250 |
0.8418 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8784 |
0.8785 |
| PP |
0.8783 |
0.8785 |
| S1 |
0.8782 |
0.8785 |
|