CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 19-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2016 |
19-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8457 |
0.8484 |
0.0027 |
0.3% |
0.8661 |
| High |
0.8513 |
0.8560 |
0.0047 |
0.6% |
0.8715 |
| Low |
0.8445 |
0.8484 |
0.0040 |
0.5% |
0.8428 |
| Close |
0.8473 |
0.8553 |
0.0080 |
0.9% |
0.8473 |
| Range |
0.0069 |
0.0076 |
0.0008 |
10.9% |
0.0287 |
| ATR |
0.0112 |
0.0111 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
40,992 |
2,603 |
-38,389 |
-93.6% |
753,972 |
|
| Daily Pivots for day following 19-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8760 |
0.8733 |
0.8595 |
|
| R3 |
0.8684 |
0.8657 |
0.8574 |
|
| R2 |
0.8608 |
0.8608 |
0.8567 |
|
| R1 |
0.8581 |
0.8581 |
0.8560 |
0.8594 |
| PP |
0.8532 |
0.8532 |
0.8532 |
0.8539 |
| S1 |
0.8505 |
0.8505 |
0.8546 |
0.8518 |
| S2 |
0.8456 |
0.8456 |
0.8539 |
|
| S3 |
0.8380 |
0.8429 |
0.8532 |
|
| S4 |
0.8304 |
0.8353 |
0.8511 |
|
|
| 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% |
0.0101 |
1.2% |
44% |
False |
False |
118,034 |
| 10 |
0.8843 |
0.8428 |
0.0416 |
4.9% |
0.0094 |
1.1% |
30% |
False |
False |
128,563 |
| 20 |
0.9077 |
0.8428 |
0.0649 |
7.6% |
0.0106 |
1.2% |
19% |
False |
False |
153,480 |
| 40 |
0.9897 |
0.8428 |
0.1469 |
17.2% |
0.0110 |
1.3% |
9% |
False |
False |
157,797 |
| 60 |
1.0027 |
0.8428 |
0.1599 |
18.7% |
0.0102 |
1.2% |
8% |
False |
False |
143,548 |
| 80 |
1.0040 |
0.8428 |
0.1613 |
18.9% |
0.0104 |
1.2% |
8% |
False |
False |
120,742 |
| 100 |
1.0098 |
0.8428 |
0.1670 |
19.5% |
0.0103 |
1.2% |
8% |
False |
False |
96,693 |
| 120 |
1.0098 |
0.8428 |
0.1670 |
19.5% |
0.0106 |
1.2% |
8% |
False |
False |
80,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8883 |
|
2.618 |
0.8759 |
|
1.618 |
0.8683 |
|
1.000 |
0.8636 |
|
0.618 |
0.8607 |
|
HIGH |
0.8560 |
|
0.618 |
0.8531 |
|
0.500 |
0.8522 |
|
0.382 |
0.8513 |
|
LOW |
0.8484 |
|
0.618 |
0.8437 |
|
1.000 |
0.8408 |
|
1.618 |
0.8361 |
|
2.618 |
0.8285 |
|
4.250 |
0.8161 |
|
|
| Fisher Pivots for day following 19-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8543 |
0.8533 |
| PP |
0.8532 |
0.8513 |
| S1 |
0.8522 |
0.8494 |
|