CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 15-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2016 |
15-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8678 |
0.8533 |
-0.0145 |
-1.7% |
0.8844 |
| High |
0.8715 |
0.8540 |
-0.0175 |
-2.0% |
0.8854 |
| Low |
0.8520 |
0.8428 |
-0.0092 |
-1.1% |
0.8666 |
| Close |
0.8595 |
0.8481 |
-0.0114 |
-1.3% |
0.8682 |
| Range |
0.0195 |
0.0113 |
-0.0083 |
-42.3% |
0.0188 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.5% |
0.0000 |
| Volume |
223,774 |
198,690 |
-25,084 |
-11.2% |
703,876 |
|
| Daily Pivots for day following 15-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8820 |
0.8763 |
0.8543 |
|
| R3 |
0.8708 |
0.8651 |
0.8512 |
|
| R2 |
0.8595 |
0.8595 |
0.8502 |
|
| R1 |
0.8538 |
0.8538 |
0.8491 |
0.8511 |
| PP |
0.8483 |
0.8483 |
0.8483 |
0.8469 |
| S1 |
0.8426 |
0.8426 |
0.8471 |
0.8398 |
| S2 |
0.8370 |
0.8370 |
0.8460 |
|
| S3 |
0.8258 |
0.8313 |
0.8450 |
|
| S4 |
0.8145 |
0.8201 |
0.8419 |
|
|
| 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 |
0.8773 |
0.8428 |
0.0345 |
4.1% |
0.0113 |
1.3% |
16% |
False |
True |
171,662 |
| 10 |
0.8854 |
0.8428 |
0.0427 |
5.0% |
0.0100 |
1.2% |
13% |
False |
True |
158,250 |
| 20 |
0.9221 |
0.8428 |
0.0793 |
9.4% |
0.0111 |
1.3% |
7% |
False |
True |
167,650 |
| 40 |
0.9897 |
0.8428 |
0.1469 |
17.3% |
0.0110 |
1.3% |
4% |
False |
True |
161,336 |
| 60 |
1.0028 |
0.8428 |
0.1600 |
18.9% |
0.0102 |
1.2% |
3% |
False |
True |
146,193 |
| 80 |
1.0040 |
0.8428 |
0.1613 |
19.0% |
0.0103 |
1.2% |
3% |
False |
True |
120,214 |
| 100 |
1.0098 |
0.8428 |
0.1670 |
19.7% |
0.0104 |
1.2% |
3% |
False |
True |
96,266 |
| 120 |
1.0098 |
0.8428 |
0.1670 |
19.7% |
0.0106 |
1.3% |
3% |
False |
True |
80,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9018 |
|
2.618 |
0.8835 |
|
1.618 |
0.8722 |
|
1.000 |
0.8653 |
|
0.618 |
0.8610 |
|
HIGH |
0.8540 |
|
0.618 |
0.8497 |
|
0.500 |
0.8484 |
|
0.382 |
0.8470 |
|
LOW |
0.8428 |
|
0.618 |
0.8358 |
|
1.000 |
0.8315 |
|
1.618 |
0.8245 |
|
2.618 |
0.8133 |
|
4.250 |
0.7949 |
|
|
| Fisher Pivots for day following 15-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8484 |
0.8571 |
| PP |
0.8483 |
0.8541 |
| S1 |
0.8482 |
0.8511 |
|