CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 07-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2016 |
07-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8831 |
0.8816 |
-0.0016 |
-0.2% |
0.8905 |
| High |
0.8852 |
0.8857 |
0.0005 |
0.1% |
0.9028 |
| Low |
0.8800 |
0.8783 |
-0.0017 |
-0.2% |
0.8753 |
| Close |
0.8806 |
0.8823 |
0.0017 |
0.2% |
0.8839 |
| Range |
0.0053 |
0.0075 |
0.0022 |
41.9% |
0.0275 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
3,751 |
4,624 |
873 |
23.3% |
24,152 |
|
| Daily Pivots for day following 07-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9008 |
0.8863 |
|
| R3 |
0.8970 |
0.8933 |
0.8843 |
|
| R2 |
0.8895 |
0.8895 |
0.8836 |
|
| R1 |
0.8859 |
0.8859 |
0.8829 |
0.8877 |
| PP |
0.8821 |
0.8821 |
0.8821 |
0.8830 |
| S1 |
0.8784 |
0.8784 |
0.8816 |
0.8803 |
| S2 |
0.8746 |
0.8746 |
0.8809 |
|
| S3 |
0.8672 |
0.8710 |
0.8802 |
|
| S4 |
0.8597 |
0.8635 |
0.8782 |
|
|
| 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 |
0.8893 |
0.8753 |
0.0140 |
1.6% |
0.0081 |
0.9% |
50% |
False |
False |
5,215 |
| 10 |
0.9068 |
0.8753 |
0.0316 |
3.6% |
0.0115 |
1.3% |
22% |
False |
False |
4,120 |
| 20 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0130 |
1.5% |
6% |
False |
False |
2,469 |
| 40 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0104 |
1.2% |
6% |
False |
False |
1,459 |
| 60 |
1.0066 |
0.8753 |
0.1314 |
14.9% |
0.0098 |
1.1% |
5% |
False |
False |
1,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9052 |
|
1.618 |
0.8978 |
|
1.000 |
0.8932 |
|
0.618 |
0.8903 |
|
HIGH |
0.8857 |
|
0.618 |
0.8829 |
|
0.500 |
0.8820 |
|
0.382 |
0.8811 |
|
LOW |
0.8783 |
|
0.618 |
0.8736 |
|
1.000 |
0.8708 |
|
1.618 |
0.8662 |
|
2.618 |
0.8587 |
|
4.250 |
0.8466 |
|
|
| Fisher Pivots for day following 07-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8822 |
0.8824 |
| PP |
0.8821 |
0.8823 |
| S1 |
0.8820 |
0.8823 |
|