CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 13-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2016 |
13-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8661 |
0.8708 |
0.0047 |
0.5% |
0.8844 |
| High |
0.8709 |
0.8715 |
0.0006 |
0.1% |
0.8854 |
| Low |
0.8613 |
0.8661 |
0.0048 |
0.6% |
0.8666 |
| Close |
0.8689 |
0.8678 |
-0.0011 |
-0.1% |
0.8682 |
| Range |
0.0096 |
0.0054 |
-0.0042 |
-44.0% |
0.0188 |
| ATR |
0.0109 |
0.0105 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
166,403 |
124,113 |
-42,290 |
-25.4% |
703,876 |
|
| Daily Pivots for day following 13-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8845 |
0.8815 |
0.8707 |
|
| R3 |
0.8792 |
0.8762 |
0.8693 |
|
| R2 |
0.8738 |
0.8738 |
0.8688 |
|
| R1 |
0.8708 |
0.8708 |
0.8683 |
0.8696 |
| PP |
0.8685 |
0.8685 |
0.8685 |
0.8679 |
| S1 |
0.8655 |
0.8655 |
0.8673 |
0.8643 |
| S2 |
0.8631 |
0.8631 |
0.8668 |
|
| S3 |
0.8578 |
0.8601 |
0.8663 |
|
| S4 |
0.8524 |
0.8548 |
0.8649 |
|
|
| 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 |
2.7% |
0.0086 |
1.0% |
28% |
False |
False |
142,486 |
| 10 |
0.8930 |
0.8613 |
0.0317 |
3.7% |
0.0096 |
1.1% |
21% |
False |
False |
154,391 |
| 20 |
0.9289 |
0.8613 |
0.0676 |
7.8% |
0.0106 |
1.2% |
10% |
False |
False |
161,632 |
| 40 |
0.9897 |
0.8613 |
0.1284 |
14.8% |
0.0105 |
1.2% |
5% |
False |
False |
155,017 |
| 60 |
1.0028 |
0.8613 |
0.1415 |
16.3% |
0.0102 |
1.2% |
5% |
False |
False |
144,596 |
| 80 |
1.0055 |
0.8613 |
0.1442 |
16.6% |
0.0101 |
1.2% |
5% |
False |
False |
114,951 |
| 100 |
1.0098 |
0.8613 |
0.1485 |
17.1% |
0.0104 |
1.2% |
4% |
False |
False |
92,049 |
| 120 |
1.0117 |
0.8613 |
0.1504 |
17.3% |
0.0110 |
1.3% |
4% |
False |
False |
76,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8942 |
|
2.618 |
0.8855 |
|
1.618 |
0.8801 |
|
1.000 |
0.8768 |
|
0.618 |
0.8748 |
|
HIGH |
0.8715 |
|
0.618 |
0.8694 |
|
0.500 |
0.8688 |
|
0.382 |
0.8681 |
|
LOW |
0.8661 |
|
0.618 |
0.8628 |
|
1.000 |
0.8608 |
|
1.618 |
0.8574 |
|
2.618 |
0.8521 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 13-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8688 |
0.8693 |
| PP |
0.8685 |
0.8688 |
| S1 |
0.8681 |
0.8683 |
|