CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 05-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2016 |
05-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9930 |
0.0007 |
0.1% |
0.9824 |
| High |
0.9964 |
0.9965 |
0.0001 |
0.0% |
0.9985 |
| Low |
0.9888 |
0.9852 |
-0.0036 |
-0.4% |
0.9778 |
| Close |
0.9936 |
0.9884 |
-0.0052 |
-0.5% |
0.9884 |
| Range |
0.0077 |
0.0114 |
0.0037 |
48.4% |
0.0207 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
75 |
416 |
341 |
454.7% |
876 |
|
| Daily Pivots for day following 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0241 |
1.0176 |
0.9946 |
|
| R3 |
1.0127 |
1.0062 |
0.9915 |
|
| R2 |
1.0014 |
1.0014 |
0.9905 |
|
| R1 |
0.9949 |
0.9949 |
0.9894 |
0.9925 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9888 |
| S1 |
0.9835 |
0.9835 |
0.9874 |
0.9811 |
| S2 |
0.9787 |
0.9787 |
0.9863 |
|
| S3 |
0.9673 |
0.9722 |
0.9853 |
|
| S4 |
0.9560 |
0.9608 |
0.9822 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0401 |
0.9998 |
|
| R3 |
1.0296 |
1.0194 |
0.9941 |
|
| R2 |
1.0089 |
1.0089 |
0.9922 |
|
| R1 |
0.9987 |
0.9987 |
0.9903 |
1.0038 |
| PP |
0.9882 |
0.9882 |
0.9882 |
0.9908 |
| S1 |
0.9780 |
0.9780 |
0.9865 |
0.9831 |
| S2 |
0.9675 |
0.9675 |
0.9846 |
|
| S3 |
0.9468 |
0.9573 |
0.9827 |
|
| S4 |
0.9261 |
0.9366 |
0.9770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9985 |
0.9778 |
0.0207 |
2.1% |
0.0105 |
1.1% |
51% |
False |
False |
175 |
| 10 |
0.9985 |
0.9427 |
0.0559 |
5.7% |
0.0136 |
1.4% |
82% |
False |
False |
382 |
| 20 |
0.9991 |
0.9360 |
0.0631 |
6.4% |
0.0136 |
1.4% |
83% |
False |
False |
404 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0125 |
1.3% |
69% |
False |
False |
274 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0097 |
1.0% |
78% |
False |
False |
198 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0084 |
0.8% |
79% |
False |
False |
149 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.2% |
0.0070 |
0.7% |
81% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0262 |
|
1.618 |
1.0149 |
|
1.000 |
1.0079 |
|
0.618 |
1.0035 |
|
HIGH |
0.9965 |
|
0.618 |
0.9922 |
|
0.500 |
0.9908 |
|
0.382 |
0.9895 |
|
LOW |
0.9852 |
|
0.618 |
0.9781 |
|
1.000 |
0.9738 |
|
1.618 |
0.9668 |
|
2.618 |
0.9554 |
|
4.250 |
0.9369 |
|
|
| Fisher Pivots for day following 05-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9908 |
0.9915 |
| PP |
0.9900 |
0.9905 |
| S1 |
0.9892 |
0.9894 |
|