CME Japanese Yen Future March 2017
Trading Metrics calculated at close of trading on 23-Nov-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2016 |
23-Nov-2016 |
Change |
Change % |
Previous Week |
Open |
0.9079 |
0.9058 |
-0.0021 |
-0.2% |
0.9400 |
High |
0.9116 |
0.9068 |
-0.0048 |
-0.5% |
0.9418 |
Low |
0.9029 |
0.8899 |
-0.0130 |
-1.4% |
0.9061 |
Close |
0.9046 |
0.8930 |
-0.0116 |
-1.3% |
0.9087 |
Range |
0.0087 |
0.0169 |
0.0083 |
95.4% |
0.0357 |
ATR |
0.0110 |
0.0114 |
0.0004 |
3.9% |
0.0000 |
Volume |
655 |
1,109 |
454 |
69.3% |
3,624 |
|
Daily Pivots for day following 23-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9473 |
0.9370 |
0.9022 |
|
R3 |
0.9304 |
0.9201 |
0.8976 |
|
R2 |
0.9135 |
0.9135 |
0.8960 |
|
R1 |
0.9032 |
0.9032 |
0.8945 |
0.8999 |
PP |
0.8966 |
0.8966 |
0.8966 |
0.8949 |
S1 |
0.8863 |
0.8863 |
0.8914 |
0.8830 |
S2 |
0.8797 |
0.8797 |
0.8899 |
|
S3 |
0.8628 |
0.8694 |
0.8883 |
|
S4 |
0.8459 |
0.8525 |
0.8837 |
|
|
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 |
0.8899 |
0.0361 |
4.0% |
0.0112 |
1.2% |
8% |
False |
True |
822 |
10 |
0.9576 |
0.8899 |
0.0677 |
7.6% |
0.0118 |
1.3% |
5% |
False |
True |
729 |
20 |
0.9937 |
0.8899 |
0.1038 |
11.6% |
0.0119 |
1.3% |
3% |
False |
True |
751 |
40 |
1.0002 |
0.8899 |
0.1103 |
12.3% |
0.0100 |
1.1% |
3% |
False |
True |
516 |
60 |
1.0066 |
0.8899 |
0.1167 |
13.1% |
0.0096 |
1.1% |
3% |
False |
True |
356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9786 |
2.618 |
0.9510 |
1.618 |
0.9341 |
1.000 |
0.9237 |
0.618 |
0.9172 |
HIGH |
0.9068 |
0.618 |
0.9003 |
0.500 |
0.8984 |
0.382 |
0.8964 |
LOW |
0.8899 |
0.618 |
0.8795 |
1.000 |
0.8730 |
1.618 |
0.8626 |
2.618 |
0.8457 |
4.250 |
0.8181 |
|
|
Fisher Pivots for day following 23-Nov-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8984 |
0.9007 |
PP |
0.8966 |
0.8981 |
S1 |
0.8948 |
0.8955 |
|