CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 03-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2016 |
03-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9952 |
0.0134 |
1.4% |
0.9470 |
| High |
0.9985 |
0.9978 |
-0.0007 |
-0.1% |
0.9857 |
| Low |
0.9778 |
0.9899 |
0.0121 |
1.2% |
0.9427 |
| Close |
0.9964 |
0.9939 |
-0.0025 |
-0.3% |
0.9855 |
| Range |
0.0207 |
0.0080 |
-0.0128 |
-61.6% |
0.0430 |
| ATR |
0.0137 |
0.0133 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
228 |
101 |
-127 |
-55.7% |
2,949 |
|
| Daily Pivots for day following 03-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0138 |
0.9983 |
|
| R3 |
1.0098 |
1.0058 |
0.9961 |
|
| R2 |
1.0018 |
1.0018 |
0.9954 |
|
| R1 |
0.9979 |
0.9979 |
0.9947 |
0.9959 |
| PP |
0.9939 |
0.9939 |
0.9939 |
0.9929 |
| S1 |
0.9899 |
0.9899 |
0.9932 |
0.9879 |
| S2 |
0.9859 |
0.9859 |
0.9925 |
|
| S3 |
0.9780 |
0.9820 |
0.9918 |
|
| S4 |
0.9700 |
0.9740 |
0.9896 |
|
|
| 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 |
0.9530 |
0.0455 |
4.6% |
0.0151 |
1.5% |
90% |
False |
False |
378 |
| 10 |
0.9985 |
0.9360 |
0.0625 |
6.3% |
0.0143 |
1.4% |
93% |
False |
False |
460 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
6.9% |
0.0135 |
1.4% |
84% |
False |
False |
413 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.6% |
0.0123 |
1.2% |
77% |
False |
False |
263 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0095 |
1.0% |
83% |
False |
False |
190 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0082 |
0.8% |
84% |
False |
False |
143 |
| 100 |
1.0117 |
0.8878 |
0.1239 |
12.5% |
0.0068 |
0.7% |
86% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0316 |
|
2.618 |
1.0186 |
|
1.618 |
1.0107 |
|
1.000 |
1.0058 |
|
0.618 |
1.0027 |
|
HIGH |
0.9978 |
|
0.618 |
0.9948 |
|
0.500 |
0.9938 |
|
0.382 |
0.9929 |
|
LOW |
0.9899 |
|
0.618 |
0.9849 |
|
1.000 |
0.9819 |
|
1.618 |
0.9770 |
|
2.618 |
0.9690 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 03-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9920 |
| PP |
0.9939 |
0.9901 |
| S1 |
0.9938 |
0.9882 |
|