CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 16-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2016 |
16-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8533 |
0.8457 |
-0.0076 |
-0.9% |
0.8661 |
| High |
0.8540 |
0.8513 |
-0.0027 |
-0.3% |
0.8715 |
| Low |
0.8428 |
0.8445 |
0.0017 |
0.2% |
0.8428 |
| Close |
0.8481 |
0.8473 |
-0.0008 |
-0.1% |
0.8473 |
| Range |
0.0113 |
0.0069 |
-0.0044 |
-39.1% |
0.0287 |
| ATR |
0.0116 |
0.0112 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
198,690 |
40,992 |
-157,698 |
-79.4% |
753,972 |
|
| Daily Pivots for day following 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8682 |
0.8646 |
0.8511 |
|
| R3 |
0.8614 |
0.8578 |
0.8492 |
|
| R2 |
0.8545 |
0.8545 |
0.8486 |
|
| R1 |
0.8509 |
0.8509 |
0.8479 |
0.8527 |
| PP |
0.8477 |
0.8477 |
0.8477 |
0.8486 |
| S1 |
0.8441 |
0.8441 |
0.8467 |
0.8459 |
| S2 |
0.8408 |
0.8408 |
0.8460 |
|
| S3 |
0.8340 |
0.8372 |
0.8454 |
|
| S4 |
0.8271 |
0.8304 |
0.8435 |
|
|
| Weekly Pivots for week ending 16-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9223 |
0.8631 |
|
| R3 |
0.9112 |
0.8936 |
0.8552 |
|
| R2 |
0.8825 |
0.8825 |
0.8526 |
|
| R1 |
0.8649 |
0.8649 |
0.8499 |
0.8594 |
| PP |
0.8538 |
0.8538 |
0.8538 |
0.8511 |
| S1 |
0.8362 |
0.8362 |
0.8447 |
0.8307 |
| S2 |
0.8251 |
0.8251 |
0.8420 |
|
| S3 |
0.7964 |
0.8075 |
0.8394 |
|
| S4 |
0.7677 |
0.7788 |
0.8315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8715 |
0.8428 |
0.0287 |
3.4% |
0.0105 |
1.2% |
16% |
False |
False |
150,794 |
| 10 |
0.8854 |
0.8428 |
0.0427 |
5.0% |
0.0100 |
1.2% |
11% |
False |
False |
145,784 |
| 20 |
0.9116 |
0.8428 |
0.0688 |
8.1% |
0.0108 |
1.3% |
7% |
False |
False |
161,842 |
| 40 |
0.9897 |
0.8428 |
0.1469 |
17.3% |
0.0110 |
1.3% |
3% |
False |
False |
159,962 |
| 60 |
1.0027 |
0.8428 |
0.1599 |
18.9% |
0.0102 |
1.2% |
3% |
False |
False |
145,210 |
| 80 |
1.0040 |
0.8428 |
0.1613 |
19.0% |
0.0103 |
1.2% |
3% |
False |
False |
120,716 |
| 100 |
1.0098 |
0.8428 |
0.1670 |
19.7% |
0.0103 |
1.2% |
3% |
False |
False |
96,669 |
| 120 |
1.0098 |
0.8428 |
0.1670 |
19.7% |
0.0106 |
1.3% |
3% |
False |
False |
80,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8804 |
|
2.618 |
0.8692 |
|
1.618 |
0.8624 |
|
1.000 |
0.8582 |
|
0.618 |
0.8555 |
|
HIGH |
0.8513 |
|
0.618 |
0.8487 |
|
0.500 |
0.8479 |
|
0.382 |
0.8471 |
|
LOW |
0.8445 |
|
0.618 |
0.8402 |
|
1.000 |
0.8376 |
|
1.618 |
0.8334 |
|
2.618 |
0.8265 |
|
4.250 |
0.8153 |
|
|
| Fisher Pivots for day following 16-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8479 |
0.8571 |
| PP |
0.8477 |
0.8538 |
| S1 |
0.8475 |
0.8506 |
|