CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 27-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9612 |
0.9584 |
-0.0028 |
-0.3% |
0.9606 |
| High |
0.9631 |
0.9604 |
-0.0027 |
-0.3% |
0.9713 |
| Low |
0.9575 |
0.9508 |
-0.0068 |
-0.7% |
0.9602 |
| Close |
0.9582 |
0.9513 |
-0.0069 |
-0.7% |
0.9648 |
| Range |
0.0056 |
0.0097 |
0.0041 |
72.3% |
0.0111 |
| ATR |
0.0083 |
0.0084 |
0.0001 |
1.2% |
0.0000 |
| Volume |
88,018 |
112,525 |
24,507 |
27.8% |
453,691 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9769 |
0.9566 |
|
| R3 |
0.9735 |
0.9672 |
0.9540 |
|
| R2 |
0.9638 |
0.9638 |
0.9531 |
|
| R1 |
0.9576 |
0.9576 |
0.9522 |
0.9559 |
| PP |
0.9542 |
0.9542 |
0.9542 |
0.9533 |
| S1 |
0.9479 |
0.9479 |
0.9504 |
0.9462 |
| S2 |
0.9445 |
0.9445 |
0.9495 |
|
| S3 |
0.9349 |
0.9383 |
0.9486 |
|
| S4 |
0.9252 |
0.9286 |
0.9460 |
|
|
| 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 |
0.9678 |
0.9508 |
0.0170 |
1.8% |
0.0069 |
0.7% |
3% |
False |
True |
99,851 |
| 10 |
0.9713 |
0.9508 |
0.0205 |
2.2% |
0.0067 |
0.7% |
3% |
False |
True |
98,997 |
| 20 |
0.9957 |
0.9508 |
0.0450 |
4.7% |
0.0083 |
0.9% |
1% |
False |
True |
112,058 |
| 40 |
1.0028 |
0.9508 |
0.0520 |
5.5% |
0.0094 |
1.0% |
1% |
False |
True |
93,742 |
| 60 |
1.0098 |
0.9508 |
0.0590 |
6.2% |
0.0092 |
1.0% |
1% |
False |
True |
62,763 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.8% |
0.0103 |
1.1% |
21% |
False |
False |
47,176 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
8.0% |
0.0105 |
1.1% |
20% |
False |
False |
37,763 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0094 |
1.0% |
43% |
False |
False |
31,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9857 |
|
1.618 |
0.9760 |
|
1.000 |
0.9701 |
|
0.618 |
0.9664 |
|
HIGH |
0.9604 |
|
0.618 |
0.9567 |
|
0.500 |
0.9556 |
|
0.382 |
0.9544 |
|
LOW |
0.9508 |
|
0.618 |
0.9448 |
|
1.000 |
0.9411 |
|
1.618 |
0.9351 |
|
2.618 |
0.9255 |
|
4.250 |
0.9097 |
|
|
| Fisher Pivots for day following 27-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9569 |
| PP |
0.9542 |
0.9551 |
| S1 |
0.9527 |
0.9532 |
|