CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 03-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9621 |
0.9692 |
0.0071 |
0.7% |
0.9643 |
| High |
0.9722 |
0.9767 |
0.0045 |
0.5% |
0.9659 |
| Low |
0.9614 |
0.9681 |
0.0067 |
0.7% |
0.9491 |
| Close |
0.9692 |
0.9724 |
0.0032 |
0.3% |
0.9564 |
| Range |
0.0108 |
0.0086 |
-0.0023 |
-20.8% |
0.0168 |
| ATR |
0.0088 |
0.0088 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
147,380 |
122,459 |
-24,921 |
-16.9% |
562,849 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9980 |
0.9937 |
0.9771 |
|
| R3 |
0.9895 |
0.9852 |
0.9747 |
|
| R2 |
0.9809 |
0.9809 |
0.9739 |
|
| R1 |
0.9766 |
0.9766 |
0.9731 |
0.9788 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9734 |
| S1 |
0.9681 |
0.9681 |
0.9716 |
0.9702 |
| S2 |
0.9638 |
0.9638 |
0.9708 |
|
| S3 |
0.9553 |
0.9595 |
0.9700 |
|
| S4 |
0.9467 |
0.9510 |
0.9676 |
|
|
| 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 |
0.9767 |
0.9491 |
0.0276 |
2.8% |
0.0096 |
1.0% |
84% |
True |
False |
130,499 |
| 10 |
0.9767 |
0.9491 |
0.0276 |
2.8% |
0.0083 |
0.8% |
84% |
True |
False |
115,175 |
| 20 |
0.9767 |
0.9491 |
0.0276 |
2.8% |
0.0084 |
0.9% |
84% |
True |
False |
112,799 |
| 40 |
1.0028 |
0.9491 |
0.0537 |
5.5% |
0.0090 |
0.9% |
43% |
False |
False |
108,870 |
| 60 |
1.0098 |
0.9491 |
0.0607 |
6.2% |
0.0093 |
1.0% |
38% |
False |
False |
73,619 |
| 80 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0100 |
1.0% |
49% |
False |
False |
55,309 |
| 100 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0107 |
1.1% |
48% |
False |
False |
44,284 |
| 120 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0097 |
1.0% |
63% |
False |
False |
36,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0130 |
|
2.618 |
0.9990 |
|
1.618 |
0.9905 |
|
1.000 |
0.9852 |
|
0.618 |
0.9819 |
|
HIGH |
0.9767 |
|
0.618 |
0.9734 |
|
0.500 |
0.9724 |
|
0.382 |
0.9714 |
|
LOW |
0.9681 |
|
0.618 |
0.9628 |
|
1.000 |
0.9596 |
|
1.618 |
0.9543 |
|
2.618 |
0.9457 |
|
4.250 |
0.9318 |
|
|
| Fisher Pivots for day following 03-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9724 |
0.9698 |
| PP |
0.9724 |
0.9673 |
| S1 |
0.9724 |
0.9647 |
|