CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9766 |
0.9750 |
-0.0017 |
-0.2% |
0.9612 |
| High |
0.9809 |
0.9848 |
0.0039 |
0.4% |
0.9885 |
| Low |
0.9705 |
0.9742 |
0.0037 |
0.4% |
0.9604 |
| Close |
0.9739 |
0.9822 |
0.0083 |
0.8% |
0.9739 |
| Range |
0.0105 |
0.0106 |
0.0002 |
1.4% |
0.0281 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
143,815 |
150,199 |
6,384 |
4.4% |
634,654 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0122 |
1.0078 |
0.9880 |
|
| R3 |
1.0016 |
0.9972 |
0.9851 |
|
| R2 |
0.9910 |
0.9910 |
0.9841 |
|
| R1 |
0.9866 |
0.9866 |
0.9831 |
0.9888 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9815 |
| S1 |
0.9760 |
0.9760 |
0.9812 |
0.9782 |
| S2 |
0.9698 |
0.9698 |
0.9802 |
|
| S3 |
0.9592 |
0.9654 |
0.9792 |
|
| S4 |
0.9486 |
0.9548 |
0.9763 |
|
|
| 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 |
0.9604 |
0.0281 |
2.9% |
0.0125 |
1.3% |
78% |
False |
False |
156,970 |
| 10 |
0.9885 |
0.9590 |
0.0295 |
3.0% |
0.0111 |
1.1% |
79% |
False |
False |
141,577 |
| 20 |
1.0058 |
0.9590 |
0.0469 |
4.8% |
0.0100 |
1.0% |
50% |
False |
False |
119,467 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0110 |
1.1% |
68% |
False |
False |
114,598 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0126 |
1.3% |
62% |
False |
False |
120,644 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0118 |
1.2% |
72% |
False |
False |
104,021 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0113 |
1.2% |
73% |
False |
False |
83,286 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.1% |
0.0106 |
1.1% |
76% |
False |
False |
69,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0298 |
|
2.618 |
1.0125 |
|
1.618 |
1.0019 |
|
1.000 |
0.9954 |
|
0.618 |
0.9913 |
|
HIGH |
0.9848 |
|
0.618 |
0.9807 |
|
0.500 |
0.9795 |
|
0.382 |
0.9782 |
|
LOW |
0.9742 |
|
0.618 |
0.9676 |
|
1.000 |
0.9636 |
|
1.618 |
0.9570 |
|
2.618 |
0.9464 |
|
4.250 |
0.9291 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9813 |
0.9809 |
| PP |
0.9804 |
0.9796 |
| S1 |
0.9795 |
0.9784 |
|