CME Japanese Yen Future March 2017
| 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 |
0.8936 |
0.8786 |
-0.0150 |
-1.7% |
0.9052 |
| High |
0.8971 |
0.8828 |
-0.0144 |
-1.6% |
0.9116 |
| Low |
0.8776 |
0.8753 |
-0.0023 |
-0.3% |
0.8827 |
| Close |
0.8792 |
0.8813 |
0.0021 |
0.2% |
0.8882 |
| Range |
0.0196 |
0.0075 |
-0.0121 |
-61.6% |
0.0289 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
7,024 |
5,295 |
-1,729 |
-24.6% |
4,076 |
|
| Daily Pivots for day following 01-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9023 |
0.8993 |
0.8854 |
|
| R3 |
0.8948 |
0.8918 |
0.8834 |
|
| R2 |
0.8873 |
0.8873 |
0.8827 |
|
| R1 |
0.8843 |
0.8843 |
0.8820 |
0.8858 |
| PP |
0.8798 |
0.8798 |
0.8798 |
0.8805 |
| S1 |
0.8768 |
0.8768 |
0.8806 |
0.8783 |
| S2 |
0.8723 |
0.8723 |
0.8799 |
|
| S3 |
0.8648 |
0.8693 |
0.8792 |
|
| S4 |
0.8573 |
0.8618 |
0.8772 |
|
|
| 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 |
0.9028 |
0.8753 |
0.0275 |
3.1% |
0.0130 |
1.5% |
22% |
False |
True |
3,863 |
| 10 |
0.9260 |
0.8753 |
0.0508 |
5.8% |
0.0121 |
1.4% |
12% |
False |
True |
2,342 |
| 20 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0128 |
1.4% |
5% |
False |
True |
1,599 |
| 40 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0104 |
1.2% |
5% |
False |
True |
971 |
| 60 |
1.0066 |
0.8753 |
0.1314 |
14.9% |
0.0099 |
1.1% |
5% |
False |
True |
678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9146 |
|
2.618 |
0.9024 |
|
1.618 |
0.8949 |
|
1.000 |
0.8903 |
|
0.618 |
0.8874 |
|
HIGH |
0.8828 |
|
0.618 |
0.8799 |
|
0.500 |
0.8790 |
|
0.382 |
0.8781 |
|
LOW |
0.8753 |
|
0.618 |
0.8706 |
|
1.000 |
0.8678 |
|
1.618 |
0.8631 |
|
2.618 |
0.8556 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 01-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8805 |
0.8879 |
| PP |
0.8798 |
0.8857 |
| S1 |
0.8790 |
0.8835 |
|