CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9947 |
0.9863 |
-0.0085 |
-0.8% |
0.9833 |
| High |
0.9951 |
0.9971 |
0.0020 |
0.2% |
0.9971 |
| Low |
0.9853 |
0.9831 |
-0.0022 |
-0.2% |
0.9795 |
| Close |
0.9865 |
0.9930 |
0.0065 |
0.7% |
0.9930 |
| Range |
0.0099 |
0.0140 |
0.0041 |
41.6% |
0.0176 |
| ATR |
0.0118 |
0.0119 |
0.0002 |
1.3% |
0.0000 |
| Volume |
141 |
448 |
307 |
217.7% |
1,225 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0269 |
1.0006 |
|
| R3 |
1.0189 |
1.0129 |
0.9968 |
|
| R2 |
1.0050 |
1.0050 |
0.9955 |
|
| R1 |
0.9990 |
0.9990 |
0.9942 |
1.0020 |
| PP |
0.9910 |
0.9910 |
0.9910 |
0.9925 |
| S1 |
0.9850 |
0.9850 |
0.9917 |
0.9880 |
| S2 |
0.9771 |
0.9771 |
0.9904 |
|
| S3 |
0.9631 |
0.9711 |
0.9891 |
|
| S4 |
0.9492 |
0.9571 |
0.9853 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0425 |
1.0353 |
1.0026 |
|
| R3 |
1.0249 |
1.0177 |
0.9978 |
|
| R2 |
1.0074 |
1.0074 |
0.9962 |
|
| R1 |
1.0002 |
1.0002 |
0.9946 |
1.0038 |
| PP |
0.9898 |
0.9898 |
0.9898 |
0.9916 |
| S1 |
0.9826 |
0.9826 |
0.9913 |
0.9862 |
| S2 |
0.9723 |
0.9723 |
0.9897 |
|
| S3 |
0.9547 |
0.9651 |
0.9881 |
|
| S4 |
0.9372 |
0.9475 |
0.9833 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9971 |
0.9795 |
0.0176 |
1.8% |
0.0095 |
1.0% |
77% |
True |
False |
245 |
| 10 |
0.9985 |
0.9778 |
0.0207 |
2.1% |
0.0100 |
1.0% |
73% |
False |
False |
210 |
| 20 |
0.9985 |
0.9360 |
0.0625 |
6.3% |
0.0117 |
1.2% |
91% |
False |
False |
354 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.6% |
0.0126 |
1.3% |
75% |
False |
False |
289 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0103 |
1.0% |
82% |
False |
False |
218 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0089 |
0.9% |
83% |
False |
False |
164 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.1% |
0.0074 |
0.7% |
84% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0563 |
|
2.618 |
1.0336 |
|
1.618 |
1.0196 |
|
1.000 |
1.0110 |
|
0.618 |
1.0057 |
|
HIGH |
0.9971 |
|
0.618 |
0.9917 |
|
0.500 |
0.9901 |
|
0.382 |
0.9884 |
|
LOW |
0.9831 |
|
0.618 |
0.9745 |
|
1.000 |
0.9692 |
|
1.618 |
0.9605 |
|
2.618 |
0.9466 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9920 |
0.9920 |
| PP |
0.9910 |
0.9910 |
| S1 |
0.9901 |
0.9901 |
|