CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9834 |
0.9766 |
-0.0068 |
-0.7% |
0.9612 |
| High |
0.9863 |
0.9809 |
-0.0054 |
-0.5% |
0.9885 |
| Low |
0.9748 |
0.9705 |
-0.0044 |
-0.4% |
0.9604 |
| Close |
0.9760 |
0.9739 |
-0.0021 |
-0.2% |
0.9739 |
| Range |
0.0115 |
0.0105 |
-0.0010 |
-8.7% |
0.0281 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
139,384 |
143,815 |
4,431 |
3.2% |
634,654 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0064 |
1.0006 |
0.9796 |
|
| R3 |
0.9960 |
0.9902 |
0.9768 |
|
| R2 |
0.9855 |
0.9855 |
0.9758 |
|
| R1 |
0.9797 |
0.9797 |
0.9749 |
0.9774 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9739 |
| S1 |
0.9693 |
0.9693 |
0.9729 |
0.9670 |
| S2 |
0.9646 |
0.9646 |
0.9720 |
|
| S3 |
0.9542 |
0.9588 |
0.9710 |
|
| S4 |
0.9437 |
0.9484 |
0.9682 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0442 |
0.9893 |
|
| R3 |
1.0304 |
1.0162 |
0.9816 |
|
| R2 |
1.0023 |
1.0023 |
0.9790 |
|
| R1 |
0.9881 |
0.9881 |
0.9765 |
0.9952 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9778 |
| S1 |
0.9601 |
0.9601 |
0.9713 |
0.9672 |
| S2 |
0.9462 |
0.9462 |
0.9688 |
|
| S3 |
0.9182 |
0.9320 |
0.9662 |
|
| S4 |
0.8901 |
0.9040 |
0.9585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9885 |
0.9590 |
0.0295 |
3.0% |
0.0134 |
1.4% |
51% |
False |
False |
161,853 |
| 10 |
1.0001 |
0.9590 |
0.0412 |
4.2% |
0.0119 |
1.2% |
36% |
False |
False |
144,142 |
| 20 |
1.0058 |
0.9590 |
0.0469 |
4.8% |
0.0101 |
1.0% |
32% |
False |
False |
117,494 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0112 |
1.1% |
57% |
False |
False |
114,714 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0128 |
1.3% |
51% |
False |
False |
122,485 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0118 |
1.2% |
65% |
False |
False |
102,162 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.8% |
0.0113 |
1.2% |
66% |
False |
False |
81,784 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.3% |
0.0106 |
1.1% |
70% |
False |
False |
68,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0253 |
|
2.618 |
1.0083 |
|
1.618 |
0.9978 |
|
1.000 |
0.9914 |
|
0.618 |
0.9874 |
|
HIGH |
0.9809 |
|
0.618 |
0.9769 |
|
0.500 |
0.9757 |
|
0.382 |
0.9744 |
|
LOW |
0.9705 |
|
0.618 |
0.9640 |
|
1.000 |
0.9600 |
|
1.618 |
0.9535 |
|
2.618 |
0.9431 |
|
4.250 |
0.9260 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9757 |
0.9795 |
| PP |
0.9751 |
0.9776 |
| S1 |
0.9745 |
0.9758 |
|