CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9751 |
0.9770 |
0.0019 |
0.2% |
0.9612 |
| High |
0.9782 |
0.9820 |
0.0039 |
0.4% |
0.9885 |
| Low |
0.9676 |
0.9732 |
0.0056 |
0.6% |
0.9604 |
| Close |
0.9767 |
0.9788 |
0.0022 |
0.2% |
0.9739 |
| Range |
0.0106 |
0.0089 |
-0.0017 |
-16.1% |
0.0281 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
177,967 |
143,047 |
-34,920 |
-19.6% |
634,654 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0045 |
1.0005 |
0.9837 |
|
| R3 |
0.9957 |
0.9917 |
0.9812 |
|
| R2 |
0.9868 |
0.9868 |
0.9804 |
|
| R1 |
0.9828 |
0.9828 |
0.9796 |
0.9848 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9790 |
| S1 |
0.9740 |
0.9740 |
0.9780 |
0.9760 |
| S2 |
0.9691 |
0.9691 |
0.9772 |
|
| S3 |
0.9603 |
0.9651 |
0.9764 |
|
| S4 |
0.9514 |
0.9563 |
0.9739 |
|
|
| 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 |
0.9862 |
0.9676 |
0.0186 |
1.9% |
0.0107 |
1.1% |
60% |
False |
False |
156,109 |
| 10 |
0.9885 |
0.9590 |
0.0295 |
3.0% |
0.0119 |
1.2% |
67% |
False |
False |
157,520 |
| 20 |
1.0046 |
0.9590 |
0.0457 |
4.7% |
0.0099 |
1.0% |
43% |
False |
False |
128,388 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0112 |
1.1% |
63% |
False |
False |
119,664 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0126 |
1.3% |
58% |
False |
False |
122,669 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0119 |
1.2% |
69% |
False |
False |
110,064 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0113 |
1.2% |
70% |
False |
False |
88,146 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.2% |
0.0107 |
1.1% |
73% |
False |
False |
73,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0196 |
|
2.618 |
1.0052 |
|
1.618 |
0.9963 |
|
1.000 |
0.9909 |
|
0.618 |
0.9875 |
|
HIGH |
0.9820 |
|
0.618 |
0.9786 |
|
0.500 |
0.9776 |
|
0.382 |
0.9765 |
|
LOW |
0.9732 |
|
0.618 |
0.9677 |
|
1.000 |
0.9643 |
|
1.618 |
0.9588 |
|
2.618 |
0.9500 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9782 |
| PP |
0.9780 |
0.9775 |
| S1 |
0.9776 |
0.9769 |
|