CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9824 |
0.0224 |
2.3% |
0.9470 |
| High |
0.9857 |
0.9843 |
-0.0014 |
-0.1% |
0.9857 |
| Low |
0.9530 |
0.9793 |
0.0263 |
2.8% |
0.9427 |
| Close |
0.9855 |
0.9822 |
-0.0033 |
-0.3% |
0.9855 |
| Range |
0.0327 |
0.0050 |
-0.0277 |
-84.7% |
0.0430 |
| ATR |
0.0137 |
0.0132 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
1,334 |
56 |
-1,278 |
-95.8% |
2,949 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9946 |
0.9850 |
|
| R3 |
0.9919 |
0.9896 |
0.9836 |
|
| R2 |
0.9869 |
0.9869 |
0.9831 |
|
| R1 |
0.9846 |
0.9846 |
0.9827 |
0.9833 |
| PP |
0.9819 |
0.9819 |
0.9819 |
0.9813 |
| S1 |
0.9796 |
0.9796 |
0.9817 |
0.9783 |
| S2 |
0.9769 |
0.9769 |
0.9813 |
|
| S3 |
0.9719 |
0.9746 |
0.9808 |
|
| S4 |
0.9669 |
0.9696 |
0.9795 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0859 |
1.0092 |
|
| R3 |
1.0573 |
1.0429 |
0.9973 |
|
| R2 |
1.0143 |
1.0143 |
0.9934 |
|
| R1 |
0.9999 |
0.9999 |
0.9894 |
1.0071 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9749 |
| S1 |
0.9569 |
0.9569 |
0.9816 |
0.9641 |
| S2 |
0.9283 |
0.9283 |
0.9776 |
|
| S3 |
0.8853 |
0.9139 |
0.9737 |
|
| S4 |
0.8423 |
0.8709 |
0.9619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9857 |
0.9445 |
0.0412 |
4.2% |
0.0160 |
1.6% |
92% |
False |
False |
539 |
| 10 |
0.9857 |
0.9360 |
0.0497 |
5.1% |
0.0131 |
1.3% |
93% |
False |
False |
497 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
7.0% |
0.0132 |
1.3% |
67% |
False |
False |
408 |
| 40 |
1.0117 |
0.9345 |
0.0772 |
7.9% |
0.0119 |
1.2% |
62% |
False |
False |
257 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0092 |
0.9% |
72% |
False |
False |
184 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0078 |
0.8% |
73% |
False |
False |
139 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0066 |
0.7% |
77% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
0.9974 |
|
1.618 |
0.9924 |
|
1.000 |
0.9893 |
|
0.618 |
0.9874 |
|
HIGH |
0.9843 |
|
0.618 |
0.9824 |
|
0.500 |
0.9818 |
|
0.382 |
0.9812 |
|
LOW |
0.9793 |
|
0.618 |
0.9762 |
|
1.000 |
0.9743 |
|
1.618 |
0.9712 |
|
2.618 |
0.9662 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9779 |
| PP |
0.9819 |
0.9736 |
| S1 |
0.9818 |
0.9693 |
|