CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8929 |
0.8905 |
-0.0024 |
-0.3% |
0.9052 |
| High |
0.8942 |
0.9028 |
0.0086 |
1.0% |
0.9116 |
| Low |
0.8827 |
0.8899 |
0.0072 |
0.8% |
0.8827 |
| Close |
0.8882 |
0.8954 |
0.0073 |
0.8% |
0.8882 |
| Range |
0.0115 |
0.0129 |
0.0014 |
11.7% |
0.0289 |
| ATR |
0.0114 |
0.0116 |
0.0002 |
2.0% |
0.0000 |
| Volume |
1,544 |
1,935 |
391 |
25.3% |
4,076 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9346 |
0.9278 |
0.9025 |
|
| R3 |
0.9217 |
0.9150 |
0.8989 |
|
| R2 |
0.9089 |
0.9089 |
0.8978 |
|
| R1 |
0.9021 |
0.9021 |
0.8966 |
0.9055 |
| PP |
0.8960 |
0.8960 |
0.8960 |
0.8977 |
| S1 |
0.8893 |
0.8893 |
0.8942 |
0.8927 |
| S2 |
0.8832 |
0.8832 |
0.8930 |
|
| S3 |
0.8703 |
0.8764 |
0.8919 |
|
| S4 |
0.8575 |
0.8636 |
0.8883 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9633 |
0.9040 |
|
| R3 |
0.9518 |
0.9344 |
0.8961 |
|
| R2 |
0.9230 |
0.9230 |
0.8934 |
|
| R1 |
0.9056 |
0.9056 |
0.8908 |
0.8999 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8913 |
| S1 |
0.8767 |
0.8767 |
0.8855 |
0.8710 |
| S2 |
0.8653 |
0.8653 |
0.8829 |
|
| S3 |
0.8364 |
0.8479 |
0.8802 |
|
| S4 |
0.8076 |
0.8190 |
0.8723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9116 |
0.8827 |
0.0289 |
3.2% |
0.0114 |
1.3% |
44% |
False |
False |
1,202 |
| 10 |
0.9418 |
0.8827 |
0.0591 |
6.6% |
0.0117 |
1.3% |
22% |
False |
False |
963 |
| 20 |
0.9937 |
0.8827 |
0.1110 |
12.4% |
0.0122 |
1.4% |
11% |
False |
False |
891 |
| 40 |
0.9950 |
0.8827 |
0.1123 |
12.5% |
0.0101 |
1.1% |
11% |
False |
False |
593 |
| 60 |
1.0066 |
0.8827 |
0.1239 |
13.8% |
0.0098 |
1.1% |
10% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9574 |
|
2.618 |
0.9364 |
|
1.618 |
0.9235 |
|
1.000 |
0.9156 |
|
0.618 |
0.9107 |
|
HIGH |
0.9028 |
|
0.618 |
0.8978 |
|
0.500 |
0.8963 |
|
0.382 |
0.8948 |
|
LOW |
0.8899 |
|
0.618 |
0.8820 |
|
1.000 |
0.8771 |
|
1.618 |
0.8691 |
|
2.618 |
0.8563 |
|
4.250 |
0.8353 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8963 |
0.8952 |
| PP |
0.8960 |
0.8950 |
| S1 |
0.8957 |
0.8948 |
|