CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 02-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2016 |
02-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9824 |
0.9818 |
-0.0006 |
-0.1% |
0.9470 |
| High |
0.9843 |
0.9985 |
0.0142 |
1.4% |
0.9857 |
| Low |
0.9793 |
0.9778 |
-0.0015 |
-0.2% |
0.9427 |
| Close |
0.9822 |
0.9964 |
0.0142 |
1.5% |
0.9855 |
| Range |
0.0050 |
0.0207 |
0.0157 |
314.0% |
0.0430 |
| ATR |
0.0132 |
0.0137 |
0.0005 |
4.1% |
0.0000 |
| Volume |
56 |
228 |
172 |
307.1% |
2,949 |
|
| Daily Pivots for day following 02-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0530 |
1.0454 |
1.0078 |
|
| R3 |
1.0323 |
1.0247 |
1.0021 |
|
| R2 |
1.0116 |
1.0116 |
1.0002 |
|
| R1 |
1.0040 |
1.0040 |
0.9983 |
1.0078 |
| PP |
0.9909 |
0.9909 |
0.9909 |
0.9928 |
| S1 |
0.9833 |
0.9833 |
0.9946 |
0.9871 |
| S2 |
0.9702 |
0.9702 |
0.9927 |
|
| S3 |
0.9495 |
0.9626 |
0.9908 |
|
| S4 |
0.9288 |
0.9419 |
0.9851 |
|
|
| 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 |
0.9985 |
0.9445 |
0.0540 |
5.4% |
0.0167 |
1.7% |
96% |
True |
False |
494 |
| 10 |
0.9985 |
0.9360 |
0.0625 |
6.3% |
0.0145 |
1.5% |
97% |
True |
False |
502 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
6.9% |
0.0137 |
1.4% |
88% |
False |
False |
415 |
| 40 |
1.0117 |
0.9345 |
0.0772 |
7.7% |
0.0122 |
1.2% |
80% |
False |
False |
263 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0095 |
1.0% |
86% |
False |
False |
188 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0081 |
0.8% |
86% |
False |
False |
142 |
| 100 |
1.0117 |
0.8878 |
0.1239 |
12.4% |
0.0067 |
0.7% |
88% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0865 |
|
2.618 |
1.0527 |
|
1.618 |
1.0320 |
|
1.000 |
1.0192 |
|
0.618 |
1.0113 |
|
HIGH |
0.9985 |
|
0.618 |
0.9906 |
|
0.500 |
0.9882 |
|
0.382 |
0.9857 |
|
LOW |
0.9778 |
|
0.618 |
0.9650 |
|
1.000 |
0.9571 |
|
1.618 |
0.9443 |
|
2.618 |
0.9236 |
|
4.250 |
0.8898 |
|
|
| Fisher Pivots for day following 02-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9937 |
0.9895 |
| PP |
0.9909 |
0.9826 |
| S1 |
0.9882 |
0.9757 |
|