CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 29-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2016 |
29-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8905 |
0.8989 |
0.0084 |
0.9% |
0.9052 |
| High |
0.9028 |
0.9005 |
-0.0023 |
-0.2% |
0.9116 |
| Low |
0.8899 |
0.8872 |
-0.0028 |
-0.3% |
0.8827 |
| Close |
0.8954 |
0.8953 |
-0.0002 |
0.0% |
0.8882 |
| Range |
0.0129 |
0.0134 |
0.0005 |
3.9% |
0.0289 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
1.1% |
0.0000 |
| Volume |
1,935 |
3,517 |
1,582 |
81.8% |
4,076 |
|
| Daily Pivots for day following 29-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9344 |
0.9282 |
0.9026 |
|
| R3 |
0.9210 |
0.9148 |
0.8989 |
|
| R2 |
0.9077 |
0.9077 |
0.8977 |
|
| R1 |
0.9015 |
0.9015 |
0.8965 |
0.8979 |
| PP |
0.8943 |
0.8943 |
0.8943 |
0.8925 |
| S1 |
0.8881 |
0.8881 |
0.8940 |
0.8845 |
| S2 |
0.8810 |
0.8810 |
0.8928 |
|
| S3 |
0.8676 |
0.8748 |
0.8916 |
|
| S4 |
0.8543 |
0.8614 |
0.8879 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9633 |
0.9040 |
|
| R3 |
0.9518 |
0.9344 |
0.8961 |
|
| R2 |
0.9230 |
0.9230 |
0.8934 |
|
| R1 |
0.9056 |
0.9056 |
0.8908 |
0.8999 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8913 |
| S1 |
0.8767 |
0.8767 |
0.8855 |
0.8710 |
| S2 |
0.8653 |
0.8653 |
0.8829 |
|
| S3 |
0.8364 |
0.8479 |
0.8802 |
|
| S4 |
0.8076 |
0.8190 |
0.8723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9116 |
0.8827 |
0.0289 |
3.2% |
0.0127 |
1.4% |
44% |
False |
False |
1,752 |
| 10 |
0.9329 |
0.8827 |
0.0502 |
5.6% |
0.0115 |
1.3% |
25% |
False |
False |
1,224 |
| 20 |
0.9937 |
0.8827 |
0.1110 |
12.4% |
0.0125 |
1.4% |
11% |
False |
False |
1,058 |
| 40 |
0.9937 |
0.8827 |
0.1110 |
12.4% |
0.0103 |
1.2% |
11% |
False |
False |
679 |
| 60 |
1.0066 |
0.8827 |
0.1239 |
13.8% |
0.0099 |
1.1% |
10% |
False |
False |
473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9572 |
|
2.618 |
0.9355 |
|
1.618 |
0.9221 |
|
1.000 |
0.9139 |
|
0.618 |
0.9088 |
|
HIGH |
0.9005 |
|
0.618 |
0.8954 |
|
0.500 |
0.8938 |
|
0.382 |
0.8922 |
|
LOW |
0.8872 |
|
0.618 |
0.8789 |
|
1.000 |
0.8738 |
|
1.618 |
0.8655 |
|
2.618 |
0.8522 |
|
4.250 |
0.8304 |
|
|
| Fisher Pivots for day following 29-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8948 |
0.8944 |
| PP |
0.8943 |
0.8936 |
| S1 |
0.8938 |
0.8927 |
|