CME Japanese Yen Future March 2017
| Trading Metrics calculated at close of trading on 08-Dec-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2016 |
08-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8816 |
0.8840 |
0.0025 |
0.3% |
0.8905 |
| High |
0.8857 |
0.8882 |
0.0025 |
0.3% |
0.9028 |
| Low |
0.8783 |
0.8781 |
-0.0002 |
0.0% |
0.8753 |
| Close |
0.8823 |
0.8808 |
-0.0015 |
-0.2% |
0.8839 |
| Range |
0.0075 |
0.0101 |
0.0027 |
35.6% |
0.0275 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
4,624 |
16,994 |
12,370 |
267.5% |
24,152 |
|
| Daily Pivots for day following 08-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9126 |
0.9068 |
0.8864 |
|
| R3 |
0.9025 |
0.8967 |
0.8836 |
|
| R2 |
0.8924 |
0.8924 |
0.8827 |
|
| R1 |
0.8866 |
0.8866 |
0.8817 |
0.8845 |
| PP |
0.8823 |
0.8823 |
0.8823 |
0.8813 |
| S1 |
0.8765 |
0.8765 |
0.8799 |
0.8744 |
| S2 |
0.8722 |
0.8722 |
0.8789 |
|
| S3 |
0.8621 |
0.8664 |
0.8780 |
|
| S4 |
0.8520 |
0.8563 |
0.8752 |
|
|
| 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 |
0.8755 |
0.0138 |
1.6% |
0.0086 |
1.0% |
39% |
False |
False |
7,555 |
| 10 |
0.9028 |
0.8753 |
0.0275 |
3.1% |
0.0108 |
1.2% |
20% |
False |
False |
5,709 |
| 20 |
0.9576 |
0.8753 |
0.0824 |
9.4% |
0.0113 |
1.3% |
7% |
False |
False |
3,219 |
| 40 |
0.9937 |
0.8753 |
0.1185 |
13.4% |
0.0103 |
1.2% |
5% |
False |
False |
1,877 |
| 60 |
1.0066 |
0.8753 |
0.1314 |
14.9% |
0.0098 |
1.1% |
4% |
False |
False |
1,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9311 |
|
2.618 |
0.9146 |
|
1.618 |
0.9045 |
|
1.000 |
0.8983 |
|
0.618 |
0.8944 |
|
HIGH |
0.8882 |
|
0.618 |
0.8843 |
|
0.500 |
0.8831 |
|
0.382 |
0.8819 |
|
LOW |
0.8781 |
|
0.618 |
0.8718 |
|
1.000 |
0.8680 |
|
1.618 |
0.8617 |
|
2.618 |
0.8516 |
|
4.250 |
0.8351 |
|
|
| Fisher Pivots for day following 08-Dec-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8831 |
0.8831 |
| PP |
0.8823 |
0.8823 |
| S1 |
0.8816 |
0.8816 |
|