CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 02-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2016 |
02-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8786 |
0.8823 |
0.0037 |
0.4% |
0.8905 |
| High |
0.8828 |
0.8867 |
0.0039 |
0.4% |
0.9028 |
| Low |
0.8753 |
0.8800 |
0.0048 |
0.5% |
0.8753 |
| Close |
0.8813 |
0.8839 |
0.0026 |
0.3% |
0.8839 |
| Range |
0.0075 |
0.0067 |
-0.0009 |
-11.3% |
0.0275 |
| ATR |
0.0120 |
0.0116 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
5,295 |
6,381 |
1,086 |
20.5% |
24,152 |
|
| Daily Pivots for day following 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9035 |
0.9003 |
0.8875 |
|
| R3 |
0.8968 |
0.8937 |
0.8857 |
|
| R2 |
0.8902 |
0.8902 |
0.8851 |
|
| R1 |
0.8870 |
0.8870 |
0.8845 |
0.8886 |
| PP |
0.8835 |
0.8835 |
0.8835 |
0.8843 |
| S1 |
0.8804 |
0.8804 |
0.8832 |
0.8819 |
| S2 |
0.8769 |
0.8769 |
0.8826 |
|
| S3 |
0.8702 |
0.8737 |
0.8820 |
|
| S4 |
0.8636 |
0.8671 |
0.8802 |
|
|
| Weekly Pivots for week ending 02-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9698 |
0.9543 |
0.8990 |
|
| R3 |
0.9423 |
0.9268 |
0.8914 |
|
| R2 |
0.9148 |
0.9148 |
0.8889 |
|
| R1 |
0.8993 |
0.8993 |
0.8864 |
0.8933 |
| PP |
0.8873 |
0.8873 |
0.8873 |
0.8843 |
| S1 |
0.8718 |
0.8718 |
0.8813 |
0.8658 |
| S2 |
0.8598 |
0.8598 |
0.8788 |
|
| S3 |
0.8323 |
0.8443 |
0.8763 |
|
| S4 |
0.8048 |
0.8168 |
0.8687 |
|
|
| 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% |
0.0120 |
1.4% |
31% |
False |
False |
4,830 |
| 10 |
0.9154 |
0.8753 |
0.0402 |
4.5% |
0.0114 |
1.3% |
21% |
False |
False |
2,907 |
| 20 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0127 |
1.4% |
7% |
False |
False |
1,884 |
| 40 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0104 |
1.2% |
7% |
False |
False |
1,127 |
| 60 |
1.0066 |
0.8753 |
0.1314 |
14.9% |
0.0098 |
1.1% |
7% |
False |
False |
784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9149 |
|
2.618 |
0.9041 |
|
1.618 |
0.8974 |
|
1.000 |
0.8933 |
|
0.618 |
0.8908 |
|
HIGH |
0.8867 |
|
0.618 |
0.8841 |
|
0.500 |
0.8833 |
|
0.382 |
0.8825 |
|
LOW |
0.8800 |
|
0.618 |
0.8759 |
|
1.000 |
0.8734 |
|
1.618 |
0.8692 |
|
2.618 |
0.8626 |
|
4.250 |
0.8517 |
|
|
| Fisher Pivots for day following 02-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8837 |
0.8862 |
| PP |
0.8835 |
0.8854 |
| S1 |
0.8833 |
0.8846 |
|