CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 12-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2016 |
12-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8766 |
0.8661 |
-0.0105 |
-1.2% |
0.8844 |
| High |
0.8773 |
0.8709 |
-0.0064 |
-0.7% |
0.8854 |
| Low |
0.8666 |
0.8613 |
-0.0053 |
-0.6% |
0.8666 |
| Close |
0.8682 |
0.8689 |
0.0008 |
0.1% |
0.8682 |
| Range |
0.0107 |
0.0096 |
-0.0011 |
-10.3% |
0.0188 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
145,330 |
166,403 |
21,073 |
14.5% |
703,876 |
|
| Daily Pivots for day following 12-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8957 |
0.8919 |
0.8742 |
|
| R3 |
0.8861 |
0.8823 |
0.8716 |
|
| R2 |
0.8766 |
0.8766 |
0.8707 |
|
| R1 |
0.8728 |
0.8728 |
0.8698 |
0.8747 |
| PP |
0.8670 |
0.8670 |
0.8670 |
0.8680 |
| S1 |
0.8632 |
0.8632 |
0.8681 |
0.8651 |
| S2 |
0.8575 |
0.8575 |
0.8672 |
|
| S3 |
0.8479 |
0.8537 |
0.8663 |
|
| S4 |
0.8384 |
0.8441 |
0.8637 |
|
|
| 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 |
0.8843 |
0.8613 |
0.0230 |
2.6% |
0.0086 |
1.0% |
33% |
False |
True |
139,091 |
| 10 |
0.8965 |
0.8613 |
0.0352 |
4.0% |
0.0104 |
1.2% |
22% |
False |
True |
159,110 |
| 20 |
0.9380 |
0.8613 |
0.0767 |
8.8% |
0.0112 |
1.3% |
10% |
False |
True |
164,654 |
| 40 |
0.9897 |
0.8613 |
0.1284 |
14.8% |
0.0105 |
1.2% |
6% |
False |
True |
154,385 |
| 60 |
1.0028 |
0.8613 |
0.1415 |
16.3% |
0.0102 |
1.2% |
5% |
False |
True |
143,875 |
| 80 |
1.0058 |
0.8613 |
0.1445 |
16.6% |
0.0101 |
1.2% |
5% |
False |
True |
113,406 |
| 100 |
1.0098 |
0.8613 |
0.1485 |
17.1% |
0.0104 |
1.2% |
5% |
False |
True |
90,810 |
| 120 |
1.0117 |
0.8613 |
0.1504 |
17.3% |
0.0110 |
1.3% |
5% |
False |
True |
75,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9114 |
|
2.618 |
0.8959 |
|
1.618 |
0.8863 |
|
1.000 |
0.8804 |
|
0.618 |
0.8768 |
|
HIGH |
0.8709 |
|
0.618 |
0.8672 |
|
0.500 |
0.8661 |
|
0.382 |
0.8649 |
|
LOW |
0.8613 |
|
0.618 |
0.8554 |
|
1.000 |
0.8518 |
|
1.618 |
0.8458 |
|
2.618 |
0.8363 |
|
4.250 |
0.8207 |
|
|
| Fisher Pivots for day following 12-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8680 |
0.8728 |
| PP |
0.8670 |
0.8715 |
| S1 |
0.8661 |
0.8702 |
|