CME Japanese Yen Future December 2016

Trading Metrics calculated at close of trading on 01-Dec-2016

Day Change Summary
	Previous	Current
	30-Nov-2016	01-Dec-2016	Change	Change %	Previous Week
Open	0.8896	0.8745	-0.0151	-1.7%	0.9023
High	0.8930	0.8789	-0.0141	-1.6%	0.9077
Low	0.8736	0.8713	-0.0023	-0.3%	0.8786
Close	0.8754	0.8774	0.0021	0.2%	0.8841
Range	0.0195	0.0077	-0.0118	-60.7%	0.0291
ATR	0.0125	0.0121	-0.0003	-2.8%	0.0000
Volume	209,488	174,389	-35,099	-16.8%	691,472

Daily Pivots for day following 01-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.8988	0.8958	0.8816
R3	0.8912	0.8881	0.8795
R2	0.8835	0.8835	0.8788
R1	0.8805	0.8805	0.8781	0.8820
PP	0.8759	0.8759	0.8759	0.8766
S1	0.8728	0.8728	0.8767	0.8743
S2	0.8682	0.8682	0.8760
S3	0.8606	0.8652	0.8753
S4	0.8529	0.8575	0.8732

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	0.8987	0.8713	0.0275	3.1%	0.0131	1.5%	22%	False	True	196,245
10	0.9221	0.8713	0.0508	5.8%	0.0122	1.4%	12%	False	True	177,050
20	0.9897	0.8713	0.1184	13.5%	0.0129	1.5%	5%	False	True	187,285
40	0.9897	0.8713	0.1184	13.5%	0.0106	1.2%	5%	False	True	150,009
60	1.0028	0.8713	0.1315	15.0%	0.0104	1.2%	5%	False	True	133,340
80	1.0098	0.8713	0.1385	15.8%	0.0102	1.2%	4%	False	True	100,508
100	1.0098	0.8713	0.1385	15.8%	0.0106	1.2%	4%	False	True	80,485
120	1.0117	0.8713	0.1404	16.0%	0.0110	1.3%	4%	False	True	67,098

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.9114
2.618	0.8989
1.618	0.8913
1.000	0.8866
0.618	0.8836
HIGH	0.8789
0.618	0.8760
0.500	0.8751
0.382	0.8742
LOW	0.8713
0.618	0.8665
1.000	0.8636
1.618	0.8589
2.618	0.8512
4.250	0.8387

Fisher Pivots for day following 01-Dec-2016
Pivot	1 day	3 day
R1	0.8766	0.8839
PP	0.8759	0.8817
S1	0.8751	0.8796

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols