CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 19-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2016 |
19-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9643 |
0.9646 |
0.0003 |
0.0% |
0.9725 |
| High |
0.9666 |
0.9713 |
0.0047 |
0.5% |
0.9752 |
| Low |
0.9617 |
0.9640 |
0.0023 |
0.2% |
0.9578 |
| Close |
0.9647 |
0.9689 |
0.0043 |
0.4% |
0.9622 |
| Range |
0.0050 |
0.0073 |
0.0024 |
47.5% |
0.0175 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
86,083 |
83,627 |
-2,456 |
-2.9% |
566,654 |
|
| Daily Pivots for day following 19-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9899 |
0.9867 |
0.9729 |
|
| R3 |
0.9826 |
0.9794 |
0.9709 |
|
| R2 |
0.9753 |
0.9753 |
0.9702 |
|
| R1 |
0.9721 |
0.9721 |
0.9696 |
0.9737 |
| PP |
0.9680 |
0.9680 |
0.9680 |
0.9688 |
| S1 |
0.9648 |
0.9648 |
0.9682 |
0.9664 |
| S2 |
0.9607 |
0.9607 |
0.9676 |
|
| S3 |
0.9534 |
0.9575 |
0.9669 |
|
| S4 |
0.9461 |
0.9502 |
0.9649 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0073 |
0.9718 |
|
| R3 |
1.0000 |
0.9898 |
0.9670 |
|
| R2 |
0.9825 |
0.9825 |
0.9654 |
|
| R1 |
0.9723 |
0.9723 |
0.9638 |
0.9687 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9632 |
| S1 |
0.9549 |
0.9549 |
0.9605 |
0.9512 |
| S2 |
0.9476 |
0.9476 |
0.9589 |
|
| S3 |
0.9301 |
0.9374 |
0.9573 |
|
| S4 |
0.9126 |
0.9199 |
0.9525 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9713 |
0.9578 |
0.0135 |
1.4% |
0.0076 |
0.8% |
83% |
True |
False |
105,891 |
| 10 |
0.9752 |
0.9578 |
0.0175 |
1.8% |
0.0085 |
0.9% |
64% |
False |
False |
112,941 |
| 20 |
1.0028 |
0.9578 |
0.0450 |
4.6% |
0.0086 |
0.9% |
25% |
False |
False |
115,907 |
| 40 |
1.0040 |
0.9578 |
0.0463 |
4.8% |
0.0097 |
1.0% |
24% |
False |
False |
79,092 |
| 60 |
1.0098 |
0.9445 |
0.0653 |
6.7% |
0.0101 |
1.0% |
37% |
False |
False |
52,886 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0105 |
1.1% |
45% |
False |
False |
39,742 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0105 |
1.1% |
60% |
False |
False |
31,817 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0092 |
0.9% |
60% |
False |
False |
26,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0023 |
|
2.618 |
0.9904 |
|
1.618 |
0.9831 |
|
1.000 |
0.9786 |
|
0.618 |
0.9758 |
|
HIGH |
0.9713 |
|
0.618 |
0.9685 |
|
0.500 |
0.9676 |
|
0.382 |
0.9667 |
|
LOW |
0.9640 |
|
0.618 |
0.9594 |
|
1.000 |
0.9567 |
|
1.618 |
0.9521 |
|
2.618 |
0.9448 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 19-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9678 |
| PP |
0.9680 |
0.9668 |
| S1 |
0.9676 |
0.9657 |
|