CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9787 |
-0.0019 |
-0.2% |
0.9438 |
| High |
0.9809 |
0.9949 |
0.0140 |
1.4% |
0.9823 |
| Low |
0.9755 |
0.9740 |
-0.0015 |
-0.2% |
0.9388 |
| Close |
0.9786 |
0.9927 |
0.0142 |
1.4% |
0.9820 |
| Range |
0.0054 |
0.0209 |
0.0155 |
287.0% |
0.0436 |
| ATR |
0.0142 |
0.0147 |
0.0005 |
3.4% |
0.0000 |
| Volume |
89,855 |
145,818 |
55,963 |
62.3% |
750,596 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0499 |
1.0422 |
1.0042 |
|
| R3 |
1.0290 |
1.0213 |
0.9984 |
|
| R2 |
1.0081 |
1.0081 |
0.9965 |
|
| R1 |
1.0004 |
1.0004 |
0.9946 |
1.0043 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9891 |
| S1 |
0.9795 |
0.9795 |
0.9908 |
0.9834 |
| S2 |
0.9663 |
0.9663 |
0.9889 |
|
| S3 |
0.9454 |
0.9586 |
0.9870 |
|
| S4 |
0.9245 |
0.9377 |
0.9812 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0837 |
1.0059 |
|
| R3 |
1.0548 |
1.0401 |
0.9939 |
|
| R2 |
1.0112 |
1.0112 |
0.9899 |
|
| R1 |
0.9966 |
0.9966 |
0.9859 |
1.0039 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9713 |
| S1 |
0.9530 |
0.9530 |
0.9780 |
0.9604 |
| S2 |
0.9241 |
0.9241 |
0.9740 |
|
| S3 |
0.8806 |
0.9095 |
0.9700 |
|
| S4 |
0.8370 |
0.8659 |
0.9580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9949 |
0.9405 |
0.0545 |
5.5% |
0.0174 |
1.7% |
96% |
True |
False |
156,156 |
| 10 |
0.9949 |
0.9323 |
0.0626 |
6.3% |
0.0149 |
1.5% |
96% |
True |
False |
132,953 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.1% |
0.0146 |
1.5% |
86% |
False |
False |
133,373 |
| 40 |
1.0131 |
0.9298 |
0.0833 |
8.4% |
0.0139 |
1.4% |
76% |
False |
False |
129,543 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0122 |
1.2% |
82% |
False |
False |
87,728 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0114 |
1.1% |
82% |
False |
False |
65,844 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.4% |
0.0106 |
1.1% |
85% |
False |
False |
52,689 |
| 120 |
1.0131 |
0.8796 |
0.1336 |
13.5% |
0.0096 |
1.0% |
85% |
False |
False |
43,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0837 |
|
2.618 |
1.0496 |
|
1.618 |
1.0287 |
|
1.000 |
1.0158 |
|
0.618 |
1.0078 |
|
HIGH |
0.9949 |
|
0.618 |
0.9869 |
|
0.500 |
0.9845 |
|
0.382 |
0.9820 |
|
LOW |
0.9740 |
|
0.618 |
0.9611 |
|
1.000 |
0.9531 |
|
1.618 |
0.9402 |
|
2.618 |
0.9193 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9900 |
0.9856 |
| PP |
0.9872 |
0.9785 |
| S1 |
0.9845 |
0.9714 |
|