CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 14-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2016 |
14-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8708 |
0.8678 |
-0.0031 |
-0.4% |
0.8844 |
| High |
0.8715 |
0.8715 |
0.0000 |
0.0% |
0.8854 |
| Low |
0.8661 |
0.8520 |
-0.0142 |
-1.6% |
0.8666 |
| Close |
0.8678 |
0.8595 |
-0.0084 |
-1.0% |
0.8682 |
| Range |
0.0054 |
0.0195 |
0.0142 |
264.5% |
0.0188 |
| ATR |
0.0105 |
0.0112 |
0.0006 |
6.1% |
0.0000 |
| Volume |
124,113 |
223,774 |
99,661 |
80.3% |
703,876 |
|
| Daily Pivots for day following 14-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9195 |
0.9090 |
0.8702 |
|
| R3 |
0.9000 |
0.8895 |
0.8648 |
|
| R2 |
0.8805 |
0.8805 |
0.8630 |
|
| R1 |
0.8700 |
0.8700 |
0.8612 |
0.8655 |
| PP |
0.8610 |
0.8610 |
0.8610 |
0.8587 |
| S1 |
0.8505 |
0.8505 |
0.8577 |
0.8460 |
| S2 |
0.8415 |
0.8415 |
0.8559 |
|
| S3 |
0.8220 |
0.8310 |
0.8541 |
|
| S4 |
0.8025 |
0.8115 |
0.8487 |
|
|
| 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 |
0.8520 |
0.0324 |
3.8% |
0.0110 |
1.3% |
23% |
False |
True |
166,239 |
| 10 |
0.8854 |
0.8520 |
0.0335 |
3.9% |
0.0096 |
1.1% |
22% |
False |
True |
155,820 |
| 20 |
0.9221 |
0.8520 |
0.0701 |
8.2% |
0.0109 |
1.3% |
11% |
False |
True |
164,767 |
| 40 |
0.9897 |
0.8520 |
0.1377 |
16.0% |
0.0109 |
1.3% |
5% |
False |
True |
158,459 |
| 60 |
1.0028 |
0.8520 |
0.1508 |
17.5% |
0.0104 |
1.2% |
5% |
False |
True |
147,130 |
| 80 |
1.0055 |
0.8520 |
0.1535 |
17.9% |
0.0102 |
1.2% |
5% |
False |
True |
117,738 |
| 100 |
1.0098 |
0.8520 |
0.1578 |
18.4% |
0.0105 |
1.2% |
5% |
False |
True |
94,283 |
| 120 |
1.0098 |
0.8520 |
0.1578 |
18.4% |
0.0106 |
1.2% |
5% |
False |
True |
78,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9543 |
|
2.618 |
0.9225 |
|
1.618 |
0.9030 |
|
1.000 |
0.8910 |
|
0.618 |
0.8835 |
|
HIGH |
0.8715 |
|
0.618 |
0.8640 |
|
0.500 |
0.8617 |
|
0.382 |
0.8594 |
|
LOW |
0.8520 |
|
0.618 |
0.8399 |
|
1.000 |
0.8325 |
|
1.618 |
0.8204 |
|
2.618 |
0.8009 |
|
4.250 |
0.7691 |
|
|
| Fisher Pivots for day following 14-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8617 |
0.8617 |
| PP |
0.8610 |
0.8610 |
| S1 |
0.8602 |
0.8602 |
|