CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 05-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2016 |
05-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8823 |
0.8888 |
0.0065 |
0.7% |
0.8905 |
| High |
0.8867 |
0.8893 |
0.0026 |
0.3% |
0.9028 |
| Low |
0.8800 |
0.8755 |
-0.0045 |
-0.5% |
0.8753 |
| Close |
0.8839 |
0.8833 |
-0.0006 |
-0.1% |
0.8839 |
| Range |
0.0067 |
0.0138 |
0.0071 |
106.8% |
0.0275 |
| ATR |
0.0116 |
0.0117 |
0.0002 |
1.3% |
0.0000 |
| Volume |
6,381 |
6,025 |
-356 |
-5.6% |
24,152 |
|
| Daily Pivots for day following 05-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9239 |
0.9174 |
0.8909 |
|
| R3 |
0.9102 |
0.9036 |
0.8871 |
|
| R2 |
0.8964 |
0.8964 |
0.8858 |
|
| R1 |
0.8899 |
0.8899 |
0.8846 |
0.8863 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8809 |
| S1 |
0.8761 |
0.8761 |
0.8820 |
0.8725 |
| S2 |
0.8689 |
0.8689 |
0.8808 |
|
| S3 |
0.8552 |
0.8624 |
0.8795 |
|
| S4 |
0.8414 |
0.8486 |
0.8757 |
|
|
| 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 |
0.9005 |
0.8753 |
0.0253 |
2.9% |
0.0122 |
1.4% |
32% |
False |
False |
5,648 |
| 10 |
0.9116 |
0.8753 |
0.0363 |
4.1% |
0.0118 |
1.3% |
22% |
False |
False |
3,425 |
| 20 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0131 |
1.5% |
7% |
False |
False |
2,102 |
| 40 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0105 |
1.2% |
7% |
False |
False |
1,268 |
| 60 |
1.0066 |
0.8753 |
0.1314 |
14.9% |
0.0099 |
1.1% |
6% |
False |
False |
884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9477 |
|
2.618 |
0.9252 |
|
1.618 |
0.9115 |
|
1.000 |
0.9030 |
|
0.618 |
0.8977 |
|
HIGH |
0.8893 |
|
0.618 |
0.8840 |
|
0.500 |
0.8824 |
|
0.382 |
0.8808 |
|
LOW |
0.8755 |
|
0.618 |
0.8670 |
|
1.000 |
0.8618 |
|
1.618 |
0.8533 |
|
2.618 |
0.8395 |
|
4.250 |
0.8171 |
|
|
| Fisher Pivots for day following 05-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8830 |
0.8830 |
| PP |
0.8827 |
0.8826 |
| S1 |
0.8824 |
0.8823 |
|