CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 26-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2016 |
26-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9612 |
0.9612 |
0.0001 |
0.0% |
0.9606 |
| High |
0.9622 |
0.9631 |
0.0009 |
0.1% |
0.9713 |
| Low |
0.9551 |
0.9575 |
0.0025 |
0.3% |
0.9602 |
| Close |
0.9611 |
0.9582 |
-0.0029 |
-0.3% |
0.9648 |
| Range |
0.0072 |
0.0056 |
-0.0016 |
-21.7% |
0.0111 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
125,682 |
88,018 |
-37,664 |
-30.0% |
453,691 |
|
| Daily Pivots for day following 26-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9764 |
0.9729 |
0.9613 |
|
| R3 |
0.9708 |
0.9673 |
0.9597 |
|
| R2 |
0.9652 |
0.9652 |
0.9592 |
|
| R1 |
0.9617 |
0.9617 |
0.9587 |
0.9607 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9591 |
| S1 |
0.9561 |
0.9561 |
0.9577 |
0.9551 |
| S2 |
0.9540 |
0.9540 |
0.9572 |
|
| S3 |
0.9484 |
0.9505 |
0.9567 |
|
| S4 |
0.9428 |
0.9449 |
0.9551 |
|
|
| 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 |
0.9694 |
0.9551 |
0.0144 |
1.5% |
0.0064 |
0.7% |
22% |
False |
False |
96,538 |
| 10 |
0.9713 |
0.9551 |
0.0162 |
1.7% |
0.0070 |
0.7% |
19% |
False |
False |
101,214 |
| 20 |
0.9964 |
0.9551 |
0.0414 |
4.3% |
0.0084 |
0.9% |
8% |
False |
False |
114,078 |
| 40 |
1.0028 |
0.9551 |
0.0477 |
5.0% |
0.0093 |
1.0% |
7% |
False |
False |
90,998 |
| 60 |
1.0098 |
0.9551 |
0.0547 |
5.7% |
0.0092 |
1.0% |
6% |
False |
False |
60,889 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0103 |
1.1% |
30% |
False |
False |
45,771 |
| 100 |
1.0117 |
0.9345 |
0.0772 |
8.1% |
0.0104 |
1.1% |
31% |
False |
False |
36,639 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0094 |
1.0% |
50% |
False |
False |
30,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9869 |
|
2.618 |
0.9778 |
|
1.618 |
0.9722 |
|
1.000 |
0.9687 |
|
0.618 |
0.9666 |
|
HIGH |
0.9631 |
|
0.618 |
0.9610 |
|
0.500 |
0.9603 |
|
0.382 |
0.9596 |
|
LOW |
0.9575 |
|
0.618 |
0.9540 |
|
1.000 |
0.9519 |
|
1.618 |
0.9484 |
|
2.618 |
0.9428 |
|
4.250 |
0.9337 |
|
|
| Fisher Pivots for day following 26-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9603 |
0.9605 |
| PP |
0.9596 |
0.9597 |
| S1 |
0.9589 |
0.9590 |
|