CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 25-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2016 |
25-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9643 |
0.9612 |
-0.0032 |
-0.3% |
0.9606 |
| High |
0.9659 |
0.9622 |
-0.0037 |
-0.4% |
0.9713 |
| Low |
0.9603 |
0.9551 |
-0.0052 |
-0.5% |
0.9602 |
| Close |
0.9611 |
0.9611 |
0.0000 |
0.0% |
0.9648 |
| Range |
0.0056 |
0.0072 |
0.0016 |
27.7% |
0.0111 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
83,825 |
125,682 |
41,857 |
49.9% |
453,691 |
|
| Daily Pivots for day following 25-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9809 |
0.9782 |
0.9650 |
|
| R3 |
0.9738 |
0.9710 |
0.9631 |
|
| R2 |
0.9666 |
0.9666 |
0.9624 |
|
| R1 |
0.9639 |
0.9639 |
0.9618 |
0.9617 |
| PP |
0.9595 |
0.9595 |
0.9595 |
0.9584 |
| S1 |
0.9567 |
0.9567 |
0.9604 |
0.9545 |
| S2 |
0.9523 |
0.9523 |
0.9598 |
|
| S3 |
0.9452 |
0.9496 |
0.9591 |
|
| S4 |
0.9380 |
0.9424 |
0.9572 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9928 |
0.9709 |
|
| R3 |
0.9875 |
0.9817 |
0.9679 |
|
| R2 |
0.9765 |
0.9765 |
0.9669 |
|
| R1 |
0.9707 |
0.9707 |
0.9659 |
0.9736 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9669 |
| S1 |
0.9596 |
0.9596 |
0.9638 |
0.9625 |
| S2 |
0.9544 |
0.9544 |
0.9628 |
|
| S3 |
0.9433 |
0.9486 |
0.9618 |
|
| S4 |
0.9323 |
0.9375 |
0.9588 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9713 |
0.9551 |
0.0162 |
1.7% |
0.0067 |
0.7% |
37% |
False |
True |
95,659 |
| 10 |
0.9713 |
0.9551 |
0.0162 |
1.7% |
0.0075 |
0.8% |
37% |
False |
True |
104,126 |
| 20 |
1.0010 |
0.9551 |
0.0459 |
4.8% |
0.0084 |
0.9% |
13% |
False |
True |
114,353 |
| 40 |
1.0028 |
0.9551 |
0.0477 |
5.0% |
0.0095 |
1.0% |
13% |
False |
True |
88,847 |
| 60 |
1.0098 |
0.9551 |
0.0547 |
5.7% |
0.0094 |
1.0% |
11% |
False |
True |
59,426 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0104 |
1.1% |
34% |
False |
False |
44,672 |
| 100 |
1.0117 |
0.9345 |
0.0772 |
8.0% |
0.0104 |
1.1% |
34% |
False |
False |
35,759 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0093 |
1.0% |
52% |
False |
False |
29,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9926 |
|
2.618 |
0.9809 |
|
1.618 |
0.9738 |
|
1.000 |
0.9694 |
|
0.618 |
0.9666 |
|
HIGH |
0.9622 |
|
0.618 |
0.9595 |
|
0.500 |
0.9586 |
|
0.382 |
0.9578 |
|
LOW |
0.9551 |
|
0.618 |
0.9506 |
|
1.000 |
0.9479 |
|
1.618 |
0.9435 |
|
2.618 |
0.9363 |
|
4.250 |
0.9247 |
|
|
| Fisher Pivots for day following 25-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9603 |
0.9614 |
| PP |
0.9595 |
0.9613 |
| S1 |
0.9586 |
0.9612 |
|