CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9927 |
0.0140 |
1.4% |
0.9438 |
| High |
0.9949 |
0.9942 |
-0.0007 |
-0.1% |
0.9823 |
| Low |
0.9740 |
0.9861 |
0.0121 |
1.2% |
0.9388 |
| Close |
0.9927 |
0.9903 |
-0.0025 |
-0.2% |
0.9820 |
| Range |
0.0209 |
0.0081 |
-0.0128 |
-61.2% |
0.0436 |
| ATR |
0.0147 |
0.0142 |
-0.0005 |
-3.2% |
0.0000 |
| Volume |
145,818 |
92,193 |
-53,625 |
-36.8% |
750,596 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0145 |
1.0105 |
0.9947 |
|
| R3 |
1.0064 |
1.0024 |
0.9925 |
|
| R2 |
0.9983 |
0.9983 |
0.9917 |
|
| R1 |
0.9943 |
0.9943 |
0.9910 |
0.9922 |
| PP |
0.9902 |
0.9902 |
0.9902 |
0.9892 |
| S1 |
0.9862 |
0.9862 |
0.9895 |
0.9841 |
| S2 |
0.9821 |
0.9821 |
0.9888 |
|
| S3 |
0.9740 |
0.9781 |
0.9880 |
|
| S4 |
0.9659 |
0.9700 |
0.9858 |
|
|
| 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 |
0.9479 |
0.0470 |
4.7% |
0.0156 |
1.6% |
90% |
False |
False |
143,212 |
| 10 |
0.9949 |
0.9323 |
0.0626 |
6.3% |
0.0147 |
1.5% |
93% |
False |
False |
133,001 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.1% |
0.0142 |
1.4% |
83% |
False |
False |
131,116 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0140 |
1.4% |
72% |
False |
False |
130,812 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0122 |
1.2% |
80% |
False |
False |
89,258 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0114 |
1.2% |
80% |
False |
False |
66,994 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.4% |
0.0106 |
1.1% |
83% |
False |
False |
53,610 |
| 120 |
1.0131 |
0.8796 |
0.1336 |
13.5% |
0.0096 |
1.0% |
83% |
False |
False |
44,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0154 |
|
1.618 |
1.0073 |
|
1.000 |
1.0023 |
|
0.618 |
0.9992 |
|
HIGH |
0.9942 |
|
0.618 |
0.9911 |
|
0.500 |
0.9902 |
|
0.382 |
0.9892 |
|
LOW |
0.9861 |
|
0.618 |
0.9811 |
|
1.000 |
0.9780 |
|
1.618 |
0.9730 |
|
2.618 |
0.9649 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9902 |
0.9883 |
| PP |
0.9902 |
0.9864 |
| S1 |
0.9902 |
0.9845 |
|