CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 01-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9575 |
0.9557 |
-0.0019 |
-0.2% |
0.9643 |
| High |
0.9585 |
0.9650 |
0.0065 |
0.7% |
0.9659 |
| Low |
0.9518 |
0.9528 |
0.0010 |
0.1% |
0.9491 |
| Close |
0.9546 |
0.9634 |
0.0088 |
0.9% |
0.9564 |
| Range |
0.0067 |
0.0123 |
0.0056 |
82.8% |
0.0168 |
| ATR |
0.0083 |
0.0086 |
0.0003 |
3.4% |
0.0000 |
| Volume |
87,672 |
142,185 |
54,513 |
62.2% |
562,849 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9971 |
0.9925 |
0.9701 |
|
| R3 |
0.9849 |
0.9802 |
0.9667 |
|
| R2 |
0.9726 |
0.9726 |
0.9656 |
|
| R1 |
0.9680 |
0.9680 |
0.9645 |
0.9703 |
| PP |
0.9604 |
0.9604 |
0.9604 |
0.9615 |
| S1 |
0.9557 |
0.9557 |
0.9622 |
0.9581 |
| S2 |
0.9481 |
0.9481 |
0.9611 |
|
| S3 |
0.9359 |
0.9435 |
0.9600 |
|
| S4 |
0.9236 |
0.9312 |
0.9566 |
|
|
| 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 |
0.9650 |
0.9491 |
0.0159 |
1.7% |
0.0088 |
0.9% |
90% |
True |
False |
116,639 |
| 10 |
0.9713 |
0.9491 |
0.0222 |
2.3% |
0.0078 |
0.8% |
64% |
False |
False |
106,149 |
| 20 |
0.9767 |
0.9491 |
0.0276 |
2.9% |
0.0083 |
0.9% |
52% |
False |
False |
111,932 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.6% |
0.0090 |
0.9% |
27% |
False |
False |
102,877 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.3% |
0.0093 |
1.0% |
23% |
False |
False |
69,130 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.7% |
0.0102 |
1.1% |
37% |
False |
False |
51,947 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.9% |
0.0106 |
1.1% |
36% |
False |
False |
41,589 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0095 |
1.0% |
54% |
False |
False |
34,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0171 |
|
2.618 |
0.9971 |
|
1.618 |
0.9848 |
|
1.000 |
0.9773 |
|
0.618 |
0.9726 |
|
HIGH |
0.9650 |
|
0.618 |
0.9603 |
|
0.500 |
0.9589 |
|
0.382 |
0.9574 |
|
LOW |
0.9528 |
|
0.618 |
0.9452 |
|
1.000 |
0.9405 |
|
1.618 |
0.9329 |
|
2.618 |
0.9207 |
|
4.250 |
0.9007 |
|
|
| Fisher Pivots for day following 01-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9619 |
0.9613 |
| PP |
0.9604 |
0.9592 |
| S1 |
0.9589 |
0.9571 |
|