CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9881 |
0.9947 |
0.0066 |
0.7% |
0.9824 |
| High |
0.9958 |
0.9951 |
-0.0007 |
-0.1% |
0.9985 |
| Low |
0.9862 |
0.9853 |
-0.0010 |
-0.1% |
0.9778 |
| Close |
0.9925 |
0.9865 |
-0.0060 |
-0.6% |
0.9884 |
| Range |
0.0096 |
0.0099 |
0.0003 |
3.1% |
0.0207 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
262 |
141 |
-121 |
-46.2% |
876 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0123 |
0.9919 |
|
| R3 |
1.0086 |
1.0025 |
0.9892 |
|
| R2 |
0.9988 |
0.9988 |
0.9883 |
|
| R1 |
0.9926 |
0.9926 |
0.9874 |
0.9908 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9880 |
| S1 |
0.9828 |
0.9828 |
0.9855 |
0.9809 |
| S2 |
0.9791 |
0.9791 |
0.9846 |
|
| S3 |
0.9692 |
0.9729 |
0.9837 |
|
| S4 |
0.9594 |
0.9631 |
0.9810 |
|
|
| 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% |
0.0090 |
0.9% |
41% |
False |
False |
238 |
| 10 |
0.9985 |
0.9530 |
0.0455 |
4.6% |
0.0119 |
1.2% |
74% |
False |
False |
298 |
| 20 |
0.9985 |
0.9360 |
0.0625 |
6.3% |
0.0118 |
1.2% |
81% |
False |
False |
344 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0128 |
1.3% |
67% |
False |
False |
283 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0101 |
1.0% |
76% |
False |
False |
210 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0087 |
0.9% |
77% |
False |
False |
159 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.2% |
0.0072 |
0.7% |
79% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0370 |
|
2.618 |
1.0209 |
|
1.618 |
1.0110 |
|
1.000 |
1.0050 |
|
0.618 |
1.0012 |
|
HIGH |
0.9951 |
|
0.618 |
0.9913 |
|
0.500 |
0.9902 |
|
0.382 |
0.9890 |
|
LOW |
0.9853 |
|
0.618 |
0.9792 |
|
1.000 |
0.9754 |
|
1.618 |
0.9693 |
|
2.618 |
0.9595 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9902 |
0.9882 |
| PP |
0.9889 |
0.9876 |
| S1 |
0.9877 |
0.9870 |
|