CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9816 |
0.9821 |
0.0005 |
0.1% |
0.9942 |
| High |
0.9826 |
0.9834 |
0.0008 |
0.1% |
1.0015 |
| Low |
0.9772 |
0.9702 |
-0.0071 |
-0.7% |
0.9816 |
| Close |
0.9813 |
0.9717 |
-0.0096 |
-1.0% |
0.9823 |
| Range |
0.0054 |
0.0133 |
0.0079 |
145.4% |
0.0200 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.1% |
0.0000 |
| Volume |
89,303 |
128,391 |
39,088 |
43.8% |
470,295 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0148 |
1.0065 |
0.9790 |
|
| R3 |
1.0016 |
0.9933 |
0.9753 |
|
| R2 |
0.9883 |
0.9883 |
0.9741 |
|
| R1 |
0.9800 |
0.9800 |
0.9729 |
0.9776 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9739 |
| S1 |
0.9668 |
0.9668 |
0.9705 |
0.9643 |
| S2 |
0.9618 |
0.9618 |
0.9693 |
|
| S3 |
0.9486 |
0.9535 |
0.9681 |
|
| S4 |
0.9353 |
0.9403 |
0.9644 |
|
|
| 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 |
1.0001 |
0.9702 |
0.0300 |
3.1% |
0.0092 |
0.9% |
5% |
False |
True |
105,763 |
| 10 |
1.0046 |
0.9702 |
0.0345 |
3.5% |
0.0084 |
0.9% |
4% |
False |
True |
99,918 |
| 20 |
1.0058 |
0.9702 |
0.0357 |
3.7% |
0.0091 |
0.9% |
4% |
False |
True |
93,208 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.6% |
0.0119 |
1.2% |
54% |
False |
False |
113,290 |
| 60 |
1.0131 |
0.9298 |
0.0833 |
8.6% |
0.0123 |
1.3% |
50% |
False |
False |
117,431 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.6% |
0.0115 |
1.2% |
63% |
False |
False |
89,098 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.8% |
0.0109 |
1.1% |
64% |
False |
False |
71,317 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.7% |
0.0104 |
1.1% |
69% |
False |
False |
59,442 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0181 |
|
1.618 |
1.0048 |
|
1.000 |
0.9967 |
|
0.618 |
0.9916 |
|
HIGH |
0.9834 |
|
0.618 |
0.9783 |
|
0.500 |
0.9768 |
|
0.382 |
0.9752 |
|
LOW |
0.9702 |
|
0.618 |
0.9620 |
|
1.000 |
0.9569 |
|
1.618 |
0.9487 |
|
2.618 |
0.9355 |
|
4.250 |
0.9138 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9851 |
| PP |
0.9751 |
0.9807 |
| S1 |
0.9734 |
0.9762 |
|