CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9815 |
0.9881 |
0.0066 |
0.7% |
0.9824 |
| High |
0.9878 |
0.9958 |
0.0080 |
0.8% |
0.9985 |
| Low |
0.9806 |
0.9862 |
0.0056 |
0.6% |
0.9778 |
| Close |
0.9870 |
0.9925 |
0.0055 |
0.6% |
0.9884 |
| Range |
0.0071 |
0.0096 |
0.0024 |
34.5% |
0.0207 |
| ATR |
0.0121 |
0.0119 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
232 |
262 |
30 |
12.9% |
876 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0159 |
0.9978 |
|
| R3 |
1.0106 |
1.0063 |
0.9951 |
|
| R2 |
1.0010 |
1.0010 |
0.9943 |
|
| R1 |
0.9968 |
0.9968 |
0.9934 |
0.9989 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9925 |
| S1 |
0.9872 |
0.9872 |
0.9916 |
0.9893 |
| S2 |
0.9819 |
0.9819 |
0.9907 |
|
| S3 |
0.9724 |
0.9777 |
0.9899 |
|
| S4 |
0.9628 |
0.9681 |
0.9872 |
|
|
| 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 |
0.9965 |
0.9795 |
0.0170 |
1.7% |
0.0085 |
0.9% |
76% |
False |
False |
225 |
| 10 |
0.9985 |
0.9530 |
0.0455 |
4.6% |
0.0118 |
1.2% |
87% |
False |
False |
302 |
| 20 |
0.9985 |
0.9360 |
0.0625 |
6.3% |
0.0122 |
1.2% |
90% |
False |
False |
380 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.6% |
0.0127 |
1.3% |
75% |
False |
False |
282 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0100 |
1.0% |
82% |
False |
False |
208 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0086 |
0.9% |
82% |
False |
False |
157 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.1% |
0.0071 |
0.7% |
84% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0363 |
|
2.618 |
1.0208 |
|
1.618 |
1.0112 |
|
1.000 |
1.0053 |
|
0.618 |
1.0017 |
|
HIGH |
0.9958 |
|
0.618 |
0.9921 |
|
0.500 |
0.9910 |
|
0.382 |
0.9898 |
|
LOW |
0.9862 |
|
0.618 |
0.9803 |
|
1.000 |
0.9767 |
|
1.618 |
0.9707 |
|
2.618 |
0.9612 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9920 |
0.9909 |
| PP |
0.9915 |
0.9892 |
| S1 |
0.9910 |
0.9876 |
|