CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 28-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2016 |
28-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8891 |
0.8861 |
-0.0030 |
-0.3% |
0.9023 |
| High |
0.8903 |
0.8987 |
0.0084 |
0.9% |
0.9077 |
| Low |
0.8786 |
0.8858 |
0.0072 |
0.8% |
0.8786 |
| Close |
0.8841 |
0.8913 |
0.0072 |
0.8% |
0.8841 |
| Range |
0.0117 |
0.0130 |
0.0013 |
10.7% |
0.0291 |
| ATR |
0.0116 |
0.0118 |
0.0002 |
1.8% |
0.0000 |
| Volume |
229,195 |
196,857 |
-32,338 |
-14.1% |
691,472 |
|
| Daily Pivots for day following 28-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9240 |
0.8984 |
|
| R3 |
0.9178 |
0.9110 |
0.8949 |
|
| R2 |
0.9049 |
0.9049 |
0.8937 |
|
| R1 |
0.8981 |
0.8981 |
0.8925 |
0.9015 |
| PP |
0.8919 |
0.8919 |
0.8919 |
0.8936 |
| S1 |
0.8851 |
0.8851 |
0.8901 |
0.8885 |
| S2 |
0.8790 |
0.8790 |
0.8889 |
|
| S3 |
0.8660 |
0.8722 |
0.8877 |
|
| S4 |
0.8531 |
0.8592 |
0.8842 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9773 |
0.9597 |
0.9001 |
|
| R3 |
0.9482 |
0.9307 |
0.8921 |
|
| R2 |
0.9192 |
0.9192 |
0.8894 |
|
| R1 |
0.9016 |
0.9016 |
0.8868 |
0.8959 |
| PP |
0.8901 |
0.8901 |
0.8901 |
0.8872 |
| S1 |
0.8726 |
0.8726 |
0.8814 |
0.8668 |
| S2 |
0.8611 |
0.8611 |
0.8788 |
|
| S3 |
0.8320 |
0.8435 |
0.8761 |
|
| S4 |
0.8030 |
0.8145 |
0.8681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9077 |
0.8786 |
0.0291 |
3.3% |
0.0116 |
1.3% |
44% |
False |
False |
177,665 |
| 10 |
0.9380 |
0.8786 |
0.0594 |
6.7% |
0.0119 |
1.3% |
21% |
False |
False |
170,198 |
| 20 |
0.9897 |
0.8786 |
0.1111 |
12.5% |
0.0124 |
1.4% |
11% |
False |
False |
178,388 |
| 40 |
0.9910 |
0.8786 |
0.1124 |
12.6% |
0.0103 |
1.2% |
11% |
False |
False |
145,424 |
| 60 |
1.0028 |
0.8786 |
0.1242 |
13.9% |
0.0104 |
1.2% |
10% |
False |
False |
124,436 |
| 80 |
1.0098 |
0.8786 |
0.1312 |
14.7% |
0.0100 |
1.1% |
10% |
False |
False |
93,578 |
| 100 |
1.0098 |
0.8786 |
0.1312 |
14.7% |
0.0108 |
1.2% |
10% |
False |
False |
74,942 |
| 120 |
1.0117 |
0.8786 |
0.1331 |
14.9% |
0.0108 |
1.2% |
10% |
False |
False |
62,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9537 |
|
2.618 |
0.9326 |
|
1.618 |
0.9197 |
|
1.000 |
0.9117 |
|
0.618 |
0.9067 |
|
HIGH |
0.8987 |
|
0.618 |
0.8938 |
|
0.500 |
0.8922 |
|
0.382 |
0.8907 |
|
LOW |
0.8858 |
|
0.618 |
0.8777 |
|
1.000 |
0.8728 |
|
1.618 |
0.8648 |
|
2.618 |
0.8518 |
|
4.250 |
0.8307 |
|
|
| Fisher Pivots for day following 28-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8922 |
0.8911 |
| PP |
0.8919 |
0.8909 |
| S1 |
0.8916 |
0.8907 |
|