CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 06-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2016 |
06-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8888 |
0.8831 |
-0.0057 |
-0.6% |
0.8905 |
| High |
0.8893 |
0.8852 |
-0.0041 |
-0.5% |
0.9028 |
| Low |
0.8755 |
0.8800 |
0.0045 |
0.5% |
0.8753 |
| Close |
0.8833 |
0.8806 |
-0.0027 |
-0.3% |
0.8839 |
| Range |
0.0138 |
0.0053 |
-0.0085 |
-61.8% |
0.0275 |
| ATR |
0.0117 |
0.0113 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
6,025 |
3,751 |
-2,274 |
-37.7% |
24,152 |
|
| Daily Pivots for day following 06-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8977 |
0.8944 |
0.8835 |
|
| R3 |
0.8924 |
0.8891 |
0.8820 |
|
| R2 |
0.8872 |
0.8872 |
0.8816 |
|
| R1 |
0.8839 |
0.8839 |
0.8811 |
0.8829 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8814 |
| S1 |
0.8786 |
0.8786 |
0.8801 |
0.8777 |
| S2 |
0.8767 |
0.8767 |
0.8796 |
|
| S3 |
0.8714 |
0.8734 |
0.8792 |
|
| S4 |
0.8662 |
0.8681 |
0.8777 |
|
|
| 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 |
0.8971 |
0.8753 |
0.0219 |
2.5% |
0.0105 |
1.2% |
24% |
False |
False |
5,695 |
| 10 |
0.9116 |
0.8753 |
0.0363 |
4.1% |
0.0116 |
1.3% |
15% |
False |
False |
3,723 |
| 20 |
0.9937 |
0.8753 |
0.1185 |
13.5% |
0.0130 |
1.5% |
5% |
False |
False |
2,250 |
| 40 |
0.9937 |
0.8753 |
0.1185 |
13.5% |
0.0104 |
1.2% |
5% |
False |
False |
1,352 |
| 60 |
1.0066 |
0.8753 |
0.1314 |
14.9% |
0.0099 |
1.1% |
4% |
False |
False |
947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9075 |
|
2.618 |
0.8989 |
|
1.618 |
0.8937 |
|
1.000 |
0.8905 |
|
0.618 |
0.8884 |
|
HIGH |
0.8852 |
|
0.618 |
0.8832 |
|
0.500 |
0.8826 |
|
0.382 |
0.8820 |
|
LOW |
0.8800 |
|
0.618 |
0.8767 |
|
1.000 |
0.8747 |
|
1.618 |
0.8715 |
|
2.618 |
0.8662 |
|
4.250 |
0.8576 |
|
|
| Fisher Pivots for day following 06-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8826 |
0.8824 |
| PP |
0.8819 |
0.8818 |
| S1 |
0.8813 |
0.8812 |
|