CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 28-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9514 |
-0.0070 |
-0.7% |
0.9643 |
| High |
0.9604 |
0.9590 |
-0.0015 |
-0.2% |
0.9659 |
| Low |
0.9508 |
0.9491 |
-0.0017 |
-0.2% |
0.9491 |
| Close |
0.9513 |
0.9564 |
0.0051 |
0.5% |
0.9564 |
| Range |
0.0097 |
0.0099 |
0.0002 |
2.1% |
0.0168 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.3% |
0.0000 |
| Volume |
112,525 |
152,799 |
40,274 |
35.8% |
562,849 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9844 |
0.9802 |
0.9618 |
|
| R3 |
0.9745 |
0.9704 |
0.9591 |
|
| R2 |
0.9647 |
0.9647 |
0.9582 |
|
| R1 |
0.9605 |
0.9605 |
0.9573 |
0.9626 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9558 |
| S1 |
0.9507 |
0.9507 |
0.9554 |
0.9527 |
| S2 |
0.9450 |
0.9450 |
0.9545 |
|
| S3 |
0.9351 |
0.9408 |
0.9536 |
|
| S4 |
0.9253 |
0.9310 |
0.9509 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0074 |
0.9986 |
0.9656 |
|
| R3 |
0.9906 |
0.9819 |
0.9610 |
|
| R2 |
0.9739 |
0.9739 |
0.9594 |
|
| R1 |
0.9651 |
0.9651 |
0.9579 |
0.9611 |
| PP |
0.9571 |
0.9571 |
0.9571 |
0.9551 |
| S1 |
0.9484 |
0.9484 |
0.9548 |
0.9444 |
| S2 |
0.9404 |
0.9404 |
0.9533 |
|
| S3 |
0.9236 |
0.9316 |
0.9517 |
|
| S4 |
0.9069 |
0.9149 |
0.9471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9659 |
0.9491 |
0.0168 |
1.8% |
0.0076 |
0.8% |
43% |
False |
True |
112,569 |
| 10 |
0.9713 |
0.9491 |
0.0222 |
2.3% |
0.0069 |
0.7% |
33% |
False |
True |
101,654 |
| 20 |
0.9910 |
0.9491 |
0.0419 |
4.4% |
0.0082 |
0.9% |
17% |
False |
True |
112,461 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.6% |
0.0094 |
1.0% |
14% |
False |
True |
97,460 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.3% |
0.0093 |
1.0% |
12% |
False |
True |
65,308 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0104 |
1.1% |
28% |
False |
False |
49,081 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0105 |
1.1% |
27% |
False |
False |
39,291 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0094 |
1.0% |
48% |
False |
False |
32,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0008 |
|
2.618 |
0.9847 |
|
1.618 |
0.9749 |
|
1.000 |
0.9688 |
|
0.618 |
0.9650 |
|
HIGH |
0.9590 |
|
0.618 |
0.9552 |
|
0.500 |
0.9540 |
|
0.382 |
0.9529 |
|
LOW |
0.9491 |
|
0.618 |
0.9430 |
|
1.000 |
0.9393 |
|
1.618 |
0.9332 |
|
2.618 |
0.9233 |
|
4.250 |
0.9072 |
|
|
| Fisher Pivots for day following 28-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9563 |
| PP |
0.9548 |
0.9562 |
| S1 |
0.9540 |
0.9561 |
|