CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 22-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2016 |
22-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9052 |
0.9079 |
0.0027 |
0.3% |
0.9400 |
| High |
0.9101 |
0.9116 |
0.0015 |
0.2% |
0.9418 |
| Low |
0.9028 |
0.9029 |
0.0002 |
0.0% |
0.9061 |
| Close |
0.9046 |
0.9046 |
-0.0001 |
0.0% |
0.9087 |
| Range |
0.0073 |
0.0087 |
0.0014 |
18.5% |
0.0357 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
768 |
655 |
-113 |
-14.7% |
3,624 |
|
| Daily Pivots for day following 22-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9323 |
0.9271 |
0.9093 |
|
| R3 |
0.9236 |
0.9184 |
0.9069 |
|
| R2 |
0.9150 |
0.9150 |
0.9061 |
|
| R1 |
0.9098 |
0.9098 |
0.9053 |
0.9081 |
| PP |
0.9063 |
0.9063 |
0.9063 |
0.9055 |
| S1 |
0.9011 |
0.9011 |
0.9038 |
0.8994 |
| S2 |
0.8977 |
0.8977 |
0.9030 |
|
| S3 |
0.8890 |
0.8925 |
0.9022 |
|
| S4 |
0.8804 |
0.8838 |
0.8998 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0030 |
0.9283 |
|
| R3 |
0.9902 |
0.9673 |
0.9185 |
|
| R2 |
0.9545 |
0.9545 |
0.9152 |
|
| R1 |
0.9316 |
0.9316 |
0.9119 |
0.9252 |
| PP |
0.9188 |
0.9188 |
0.9188 |
0.9156 |
| S1 |
0.8959 |
0.8959 |
0.9054 |
0.8895 |
| S2 |
0.8831 |
0.8831 |
0.9021 |
|
| S3 |
0.8474 |
0.8602 |
0.8988 |
|
| S4 |
0.8117 |
0.8245 |
0.8890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9260 |
0.9028 |
0.0233 |
2.6% |
0.0094 |
1.0% |
8% |
False |
False |
708 |
| 10 |
0.9937 |
0.9028 |
0.0910 |
10.1% |
0.0145 |
1.6% |
2% |
False |
False |
819 |
| 20 |
0.9937 |
0.9028 |
0.0910 |
10.1% |
0.0114 |
1.3% |
2% |
False |
False |
701 |
| 40 |
1.0049 |
0.9028 |
0.1022 |
11.3% |
0.0097 |
1.1% |
2% |
False |
False |
491 |
| 60 |
1.0066 |
0.9028 |
0.1039 |
11.5% |
0.0095 |
1.1% |
2% |
False |
False |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9483 |
|
2.618 |
0.9342 |
|
1.618 |
0.9255 |
|
1.000 |
0.9202 |
|
0.618 |
0.9169 |
|
HIGH |
0.9116 |
|
0.618 |
0.9082 |
|
0.500 |
0.9072 |
|
0.382 |
0.9062 |
|
LOW |
0.9029 |
|
0.618 |
0.8976 |
|
1.000 |
0.8943 |
|
1.618 |
0.8889 |
|
2.618 |
0.8803 |
|
4.250 |
0.8661 |
|
|
| Fisher Pivots for day following 22-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9072 |
0.9091 |
| PP |
0.9063 |
0.9076 |
| S1 |
0.9054 |
0.9061 |
|