CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9986 |
1.0018 |
0.0032 |
0.3% |
0.9888 |
| High |
1.0046 |
1.0022 |
-0.0025 |
-0.2% |
1.0058 |
| Low |
0.9956 |
0.9964 |
0.0008 |
0.1% |
0.9869 |
| Close |
1.0018 |
0.9987 |
-0.0031 |
-0.3% |
0.9987 |
| Range |
0.0090 |
0.0058 |
-0.0033 |
-36.1% |
0.0190 |
| ATR |
0.0121 |
0.0116 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
120,571 |
74,595 |
-45,976 |
-38.1% |
503,272 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0132 |
1.0018 |
|
| R3 |
1.0106 |
1.0075 |
1.0002 |
|
| R2 |
1.0048 |
1.0048 |
0.9997 |
|
| R1 |
1.0017 |
1.0017 |
0.9992 |
1.0004 |
| PP |
0.9991 |
0.9991 |
0.9991 |
0.9984 |
| S1 |
0.9960 |
0.9960 |
0.9981 |
0.9947 |
| S2 |
0.9933 |
0.9933 |
0.9976 |
|
| S3 |
0.9876 |
0.9902 |
0.9971 |
|
| S4 |
0.9818 |
0.9845 |
0.9955 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0453 |
1.0091 |
|
| R3 |
1.0350 |
1.0263 |
1.0039 |
|
| R2 |
1.0161 |
1.0161 |
1.0021 |
|
| R1 |
1.0074 |
1.0074 |
1.0004 |
1.0117 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9993 |
| S1 |
0.9884 |
0.9884 |
0.9969 |
0.9928 |
| S2 |
0.9782 |
0.9782 |
0.9952 |
|
| S3 |
0.9592 |
0.9695 |
0.9934 |
|
| S4 |
0.9403 |
0.9505 |
0.9882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0058 |
0.9869 |
0.0190 |
1.9% |
0.0098 |
1.0% |
62% |
False |
False |
100,654 |
| 10 |
1.0058 |
0.9757 |
0.0302 |
3.0% |
0.0097 |
1.0% |
76% |
False |
False |
89,555 |
| 20 |
1.0058 |
0.9388 |
0.0671 |
6.7% |
0.0119 |
1.2% |
89% |
False |
False |
108,122 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.1% |
0.0138 |
1.4% |
82% |
False |
False |
119,456 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.2% |
0.0127 |
1.3% |
87% |
False |
False |
107,183 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0118 |
1.2% |
87% |
False |
False |
80,523 |
| 100 |
1.0131 |
0.8934 |
0.1197 |
12.0% |
0.0109 |
1.1% |
88% |
False |
False |
64,444 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.3% |
0.0103 |
1.0% |
89% |
False |
False |
53,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0172 |
|
1.618 |
1.0115 |
|
1.000 |
1.0079 |
|
0.618 |
1.0057 |
|
HIGH |
1.0022 |
|
0.618 |
1.0000 |
|
0.500 |
0.9993 |
|
0.382 |
0.9986 |
|
LOW |
0.9964 |
|
0.618 |
0.9928 |
|
1.000 |
0.9907 |
|
1.618 |
0.9871 |
|
2.618 |
0.9813 |
|
4.250 |
0.9720 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
0.9981 |
| PP |
0.9991 |
0.9976 |
| S1 |
0.9989 |
0.9971 |
|