CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9891 |
0.9898 |
0.0007 |
0.1% |
0.9805 |
| High |
0.9930 |
0.9929 |
-0.0002 |
0.0% |
0.9949 |
| Low |
0.9850 |
0.9813 |
-0.0037 |
-0.4% |
0.9740 |
| Close |
0.9900 |
0.9846 |
-0.0054 |
-0.5% |
0.9846 |
| Range |
0.0080 |
0.0116 |
0.0036 |
44.4% |
0.0209 |
| ATR |
0.0137 |
0.0136 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
75,870 |
112,558 |
36,688 |
48.4% |
516,294 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0143 |
0.9910 |
|
| R3 |
1.0094 |
1.0028 |
0.9878 |
|
| R2 |
0.9978 |
0.9978 |
0.9867 |
|
| R1 |
0.9912 |
0.9912 |
0.9857 |
0.9887 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9850 |
| S1 |
0.9797 |
0.9797 |
0.9835 |
0.9772 |
| S2 |
0.9747 |
0.9747 |
0.9825 |
|
| S3 |
0.9632 |
0.9681 |
0.9814 |
|
| S4 |
0.9516 |
0.9566 |
0.9782 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0368 |
0.9961 |
|
| R3 |
1.0263 |
1.0159 |
0.9903 |
|
| R2 |
1.0054 |
1.0054 |
0.9884 |
|
| R1 |
0.9950 |
0.9950 |
0.9865 |
1.0002 |
| PP |
0.9845 |
0.9845 |
0.9845 |
0.9871 |
| S1 |
0.9741 |
0.9741 |
0.9827 |
0.9793 |
| S2 |
0.9636 |
0.9636 |
0.9808 |
|
| S3 |
0.9427 |
0.9532 |
0.9789 |
|
| S4 |
0.9218 |
0.9323 |
0.9731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9949 |
0.9740 |
0.0209 |
2.1% |
0.0108 |
1.1% |
51% |
False |
False |
103,258 |
| 10 |
0.9949 |
0.9388 |
0.0562 |
5.7% |
0.0141 |
1.4% |
82% |
False |
False |
126,689 |
| 20 |
0.9971 |
0.9323 |
0.0648 |
6.6% |
0.0142 |
1.4% |
81% |
False |
False |
129,199 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0141 |
1.4% |
65% |
False |
False |
131,529 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0123 |
1.2% |
75% |
False |
False |
92,383 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0115 |
1.2% |
75% |
False |
False |
69,345 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
13.1% |
0.0107 |
1.1% |
78% |
False |
False |
55,494 |
| 120 |
1.0131 |
0.8796 |
0.1336 |
13.6% |
0.0097 |
1.0% |
79% |
False |
False |
46,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0231 |
|
1.618 |
1.0115 |
|
1.000 |
1.0044 |
|
0.618 |
1.0000 |
|
HIGH |
0.9929 |
|
0.618 |
0.9884 |
|
0.500 |
0.9871 |
|
0.382 |
0.9857 |
|
LOW |
0.9813 |
|
0.618 |
0.9742 |
|
1.000 |
0.9698 |
|
1.618 |
0.9626 |
|
2.618 |
0.9511 |
|
4.250 |
0.9322 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9871 |
0.9878 |
| PP |
0.9863 |
0.9867 |
| S1 |
0.9854 |
0.9857 |
|