CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9962 |
0.9952 |
-0.0010 |
-0.1% |
0.9942 |
| High |
0.9977 |
1.0001 |
0.0025 |
0.2% |
1.0015 |
| Low |
0.9942 |
0.9816 |
-0.0127 |
-1.3% |
0.9816 |
| Close |
0.9951 |
0.9823 |
-0.0129 |
-1.3% |
0.9823 |
| Range |
0.0035 |
0.0186 |
0.0151 |
437.7% |
0.0200 |
| ATR |
0.0099 |
0.0106 |
0.0006 |
6.2% |
0.0000 |
| Volume |
57,541 |
175,843 |
118,302 |
205.6% |
470,295 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0436 |
1.0315 |
0.9925 |
|
| R3 |
1.0251 |
1.0129 |
0.9874 |
|
| R2 |
1.0065 |
1.0065 |
0.9857 |
|
| R1 |
0.9944 |
0.9944 |
0.9840 |
0.9912 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9864 |
| S1 |
0.9758 |
0.9758 |
0.9805 |
0.9726 |
| S2 |
0.9694 |
0.9694 |
0.9788 |
|
| S3 |
0.9509 |
0.9573 |
0.9771 |
|
| S4 |
0.9323 |
0.9387 |
0.9720 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0483 |
1.0352 |
0.9932 |
|
| R3 |
1.0283 |
1.0153 |
0.9877 |
|
| R2 |
1.0084 |
1.0084 |
0.9859 |
|
| R1 |
0.9953 |
0.9953 |
0.9841 |
0.9919 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9867 |
| S1 |
0.9754 |
0.9754 |
0.9804 |
0.9719 |
| S2 |
0.9685 |
0.9685 |
0.9786 |
|
| S3 |
0.9485 |
0.9554 |
0.9768 |
|
| S4 |
0.9286 |
0.9355 |
0.9713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0015 |
0.9816 |
0.0200 |
2.0% |
0.0078 |
0.8% |
4% |
False |
True |
94,059 |
| 10 |
1.0058 |
0.9816 |
0.0243 |
2.5% |
0.0088 |
0.9% |
3% |
False |
True |
97,356 |
| 20 |
1.0058 |
0.9740 |
0.0318 |
3.2% |
0.0095 |
1.0% |
26% |
False |
False |
94,107 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0119 |
1.2% |
68% |
False |
False |
112,663 |
| 60 |
1.0131 |
0.9197 |
0.0934 |
9.5% |
0.0126 |
1.3% |
67% |
False |
False |
114,786 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0114 |
1.2% |
73% |
False |
False |
86,381 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0110 |
1.1% |
73% |
False |
False |
69,143 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.5% |
0.0104 |
1.1% |
77% |
False |
False |
57,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0789 |
|
2.618 |
1.0487 |
|
1.618 |
1.0301 |
|
1.000 |
1.0187 |
|
0.618 |
1.0116 |
|
HIGH |
1.0001 |
|
0.618 |
0.9930 |
|
0.500 |
0.9908 |
|
0.382 |
0.9886 |
|
LOW |
0.9816 |
|
0.618 |
0.9701 |
|
1.000 |
0.9630 |
|
1.618 |
0.9515 |
|
2.618 |
0.9330 |
|
4.250 |
0.9027 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9908 |
0.9908 |
| PP |
0.9880 |
0.9880 |
| S1 |
0.9851 |
0.9851 |
|