CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	0.9373	0.9373	0.0000	0.0%	0.9644
High	0.9442	0.9380	-0.0062	-0.7%	0.9897
Low	0.9362	0.9223	-0.0139	-1.5%	0.9361
Close	0.9375	0.9227	-0.0149	-1.6%	0.9375
Range	0.0081	0.0158	0.0077	95.7%	0.0536
ATR	0.0115	0.0118	0.0003	2.6%	0.0000
Volume	158,180	184,552	26,372	16.7%	1,241,789

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.9749	0.9645	0.9313
R3	0.9591	0.9488	0.9270
R2	0.9434	0.9434	0.9255
R1	0.9330	0.9330	0.9241	0.9303
PP	0.9276	0.9276	0.9276	0.9263
S1	0.9173	0.9173	0.9212	0.9146
S2	0.9119	0.9119	0.9198
S3	0.8961	0.9015	0.9183
S4	0.8804	0.8858	0.9140

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	1.1152	1.0800	0.9670
R3	1.0616	1.0264	0.9523
R2	1.0080	1.0080	0.9474
R1	0.9728	0.9728	0.9425	0.9636
PP	0.9544	0.9544	0.9544	0.9498
S1	0.9192	0.9192	0.9326	0.9100
S2	0.9008	0.9008	0.9277
S3	0.8472	0.8656	0.9228
S4	0.7936	0.8120	0.9081

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9897	0.9223	0.0674	7.3%	0.0188	2.0%	1%	False	True	262,130
10	0.9897	0.9223	0.0674	7.3%	0.0138	1.5%	1%	False	True	196,266
20	0.9897	0.9223	0.0674	7.3%	0.0104	1.1%	1%	False	True	148,403
40	1.0028	0.9223	0.0805	8.7%	0.0099	1.1%	0%	False	True	136,079
60	1.0055	0.9223	0.0832	9.0%	0.0099	1.1%	0%	False	True	99,391
80	1.0098	0.9223	0.0875	9.5%	0.0103	1.1%	0%	False	True	74,653
100	1.0117	0.9223	0.0894	9.7%	0.0110	1.2%	0%	False	True	59,785
120	1.0117	0.9055	0.1062	11.5%	0.0104	1.1%	16%	False	False	49,834

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0049
2.618	0.9792
1.618	0.9635
1.000	0.9538
0.618	0.9477
HIGH	0.9380
0.618	0.9320
0.500	0.9301
0.382	0.9283
LOW	0.9223
0.618	0.9125
1.000	0.9065
1.618	0.8968
2.618	0.8810
4.250	0.8553

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	0.9301	0.9381
PP	0.9276	0.9329
S1	0.9251	0.9278

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols