CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9824 |
-0.0074 |
-0.7% |
0.9805 |
| High |
0.9929 |
0.9830 |
-0.0099 |
-1.0% |
0.9949 |
| Low |
0.9813 |
0.9757 |
-0.0057 |
-0.6% |
0.9740 |
| Close |
0.9846 |
0.9773 |
-0.0073 |
-0.7% |
0.9846 |
| Range |
0.0116 |
0.0073 |
-0.0043 |
-36.8% |
0.0209 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
112,558 |
74,465 |
-38,093 |
-33.8% |
516,294 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
0.9962 |
0.9813 |
|
| R3 |
0.9932 |
0.9889 |
0.9793 |
|
| R2 |
0.9859 |
0.9859 |
0.9786 |
|
| R1 |
0.9816 |
0.9816 |
0.9780 |
0.9801 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9779 |
| S1 |
0.9743 |
0.9743 |
0.9766 |
0.9728 |
| S2 |
0.9713 |
0.9713 |
0.9760 |
|
| S3 |
0.9640 |
0.9670 |
0.9753 |
|
| S4 |
0.9567 |
0.9597 |
0.9733 |
|
|
| 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% |
0.0112 |
1.1% |
16% |
False |
False |
100,180 |
| 10 |
0.9949 |
0.9405 |
0.0545 |
5.6% |
0.0139 |
1.4% |
68% |
False |
False |
126,240 |
| 20 |
0.9949 |
0.9323 |
0.0626 |
6.4% |
0.0134 |
1.4% |
72% |
False |
False |
126,622 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0141 |
1.4% |
56% |
False |
False |
130,272 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0122 |
1.3% |
68% |
False |
False |
93,621 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0115 |
1.2% |
69% |
False |
False |
70,273 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
13.2% |
0.0106 |
1.1% |
72% |
False |
False |
56,238 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.6% |
0.0097 |
1.0% |
73% |
False |
False |
46,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0140 |
|
2.618 |
1.0021 |
|
1.618 |
0.9948 |
|
1.000 |
0.9903 |
|
0.618 |
0.9875 |
|
HIGH |
0.9830 |
|
0.618 |
0.9802 |
|
0.500 |
0.9793 |
|
0.382 |
0.9784 |
|
LOW |
0.9757 |
|
0.618 |
0.9711 |
|
1.000 |
0.9684 |
|
1.618 |
0.9638 |
|
2.618 |
0.9565 |
|
4.250 |
0.9446 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9793 |
0.9843 |
| PP |
0.9786 |
0.9820 |
| S1 |
0.9780 |
0.9796 |
|