CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 11-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9672 |
-0.0054 |
-0.6% |
0.9903 |
| High |
0.9752 |
0.9717 |
-0.0036 |
-0.4% |
0.9910 |
| Low |
0.9660 |
0.9633 |
-0.0027 |
-0.3% |
0.9624 |
| Close |
0.9670 |
0.9691 |
0.0021 |
0.2% |
0.9727 |
| Range |
0.0093 |
0.0084 |
-0.0009 |
-10.2% |
0.0286 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
66,637 |
121,948 |
55,311 |
83.0% |
666,040 |
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9931 |
0.9894 |
0.9736 |
|
| R3 |
0.9847 |
0.9811 |
0.9713 |
|
| R2 |
0.9764 |
0.9764 |
0.9706 |
|
| R1 |
0.9727 |
0.9727 |
0.9698 |
0.9745 |
| PP |
0.9680 |
0.9680 |
0.9680 |
0.9689 |
| S1 |
0.9644 |
0.9644 |
0.9683 |
0.9662 |
| S2 |
0.9597 |
0.9597 |
0.9675 |
|
| S3 |
0.9513 |
0.9560 |
0.9668 |
|
| S4 |
0.9430 |
0.9477 |
0.9645 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0456 |
0.9885 |
|
| R3 |
1.0326 |
1.0170 |
0.9806 |
|
| R2 |
1.0040 |
1.0040 |
0.9780 |
|
| R1 |
0.9884 |
0.9884 |
0.9754 |
0.9819 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9721 |
| S1 |
0.9598 |
0.9598 |
0.9701 |
0.9533 |
| S2 |
0.9468 |
0.9468 |
0.9675 |
|
| S3 |
0.9182 |
0.9312 |
0.9649 |
|
| S4 |
0.8896 |
0.9026 |
0.9570 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9767 |
0.9624 |
0.0143 |
1.5% |
0.0092 |
0.9% |
47% |
False |
False |
122,837 |
| 10 |
1.0010 |
0.9624 |
0.0386 |
4.0% |
0.0092 |
0.9% |
17% |
False |
False |
124,579 |
| 20 |
1.0028 |
0.9624 |
0.0404 |
4.2% |
0.0094 |
1.0% |
16% |
False |
False |
116,814 |
| 40 |
1.0098 |
0.9624 |
0.0474 |
4.9% |
0.0098 |
1.0% |
14% |
False |
False |
63,051 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0104 |
1.1% |
45% |
False |
False |
42,155 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0112 |
1.2% |
44% |
False |
False |
31,672 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0101 |
1.0% |
60% |
False |
False |
25,352 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.2% |
0.0092 |
1.0% |
61% |
False |
False |
21,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0071 |
|
2.618 |
0.9935 |
|
1.618 |
0.9852 |
|
1.000 |
0.9800 |
|
0.618 |
0.9768 |
|
HIGH |
0.9717 |
|
0.618 |
0.9685 |
|
0.500 |
0.9675 |
|
0.382 |
0.9665 |
|
LOW |
0.9633 |
|
0.618 |
0.9581 |
|
1.000 |
0.9550 |
|
1.618 |
0.9498 |
|
2.618 |
0.9414 |
|
4.250 |
0.9278 |
|
|
| Fisher Pivots for day following 11-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9693 |
| PP |
0.9680 |
0.9692 |
| S1 |
0.9675 |
0.9691 |
|