CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 09-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2016 |
09-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8801 |
0.8766 |
-0.0035 |
-0.4% |
0.8844 |
| High |
0.8843 |
0.8773 |
-0.0071 |
-0.8% |
0.8854 |
| Low |
0.8743 |
0.8666 |
-0.0077 |
-0.9% |
0.8666 |
| Close |
0.8771 |
0.8682 |
-0.0090 |
-1.0% |
0.8682 |
| Range |
0.0100 |
0.0107 |
0.0007 |
6.5% |
0.0188 |
| ATR |
0.0111 |
0.0110 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
171,577 |
145,330 |
-26,247 |
-15.3% |
703,876 |
|
| Daily Pivots for day following 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9026 |
0.8960 |
0.8740 |
|
| R3 |
0.8920 |
0.8854 |
0.8711 |
|
| R2 |
0.8813 |
0.8813 |
0.8701 |
|
| R1 |
0.8747 |
0.8747 |
0.8691 |
0.8727 |
| PP |
0.8707 |
0.8707 |
0.8707 |
0.8697 |
| S1 |
0.8641 |
0.8641 |
0.8672 |
0.8621 |
| S2 |
0.8600 |
0.8600 |
0.8662 |
|
| S3 |
0.8494 |
0.8534 |
0.8652 |
|
| S4 |
0.8387 |
0.8428 |
0.8623 |
|
|
| Weekly Pivots for week ending 09-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9178 |
0.8785 |
|
| R3 |
0.9110 |
0.8990 |
0.8733 |
|
| R2 |
0.8922 |
0.8922 |
0.8716 |
|
| R1 |
0.8802 |
0.8802 |
0.8699 |
0.8768 |
| PP |
0.8734 |
0.8734 |
0.8734 |
0.8717 |
| S1 |
0.8614 |
0.8614 |
0.8664 |
0.8580 |
| S2 |
0.8546 |
0.8546 |
0.8647 |
|
| S3 |
0.8358 |
0.8426 |
0.8630 |
|
| S4 |
0.8170 |
0.8238 |
0.8578 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8854 |
0.8666 |
0.0188 |
2.2% |
0.0095 |
1.1% |
8% |
False |
True |
140,775 |
| 10 |
0.8987 |
0.8666 |
0.0321 |
3.7% |
0.0108 |
1.2% |
5% |
False |
True |
162,155 |
| 20 |
0.9442 |
0.8666 |
0.0776 |
8.9% |
0.0111 |
1.3% |
2% |
False |
True |
164,243 |
| 40 |
0.9897 |
0.8666 |
0.1231 |
14.2% |
0.0105 |
1.2% |
1% |
False |
True |
153,380 |
| 60 |
1.0028 |
0.8666 |
0.1362 |
15.7% |
0.0102 |
1.2% |
1% |
False |
True |
142,783 |
| 80 |
1.0085 |
0.8666 |
0.1419 |
16.3% |
0.0101 |
1.2% |
1% |
False |
True |
111,336 |
| 100 |
1.0098 |
0.8666 |
0.1432 |
16.5% |
0.0105 |
1.2% |
1% |
False |
True |
89,156 |
| 120 |
1.0117 |
0.8666 |
0.1451 |
16.7% |
0.0110 |
1.3% |
1% |
False |
True |
74,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9225 |
|
2.618 |
0.9051 |
|
1.618 |
0.8945 |
|
1.000 |
0.8879 |
|
0.618 |
0.8838 |
|
HIGH |
0.8773 |
|
0.618 |
0.8732 |
|
0.500 |
0.8719 |
|
0.382 |
0.8707 |
|
LOW |
0.8666 |
|
0.618 |
0.8600 |
|
1.000 |
0.8560 |
|
1.618 |
0.8494 |
|
2.618 |
0.8387 |
|
4.250 |
0.8213 |
|
|
| Fisher Pivots for day following 09-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8719 |
0.8755 |
| PP |
0.8707 |
0.8730 |
| S1 |
0.8694 |
0.8706 |
|