CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 15-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2016 |
15-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9863 |
0.9960 |
0.0098 |
1.0% |
0.9833 |
| High |
0.9971 |
0.9966 |
-0.0005 |
0.0% |
0.9971 |
| Low |
0.9831 |
0.9910 |
0.0079 |
0.8% |
0.9795 |
| Close |
0.9930 |
0.9928 |
-0.0001 |
0.0% |
0.9930 |
| Range |
0.0140 |
0.0056 |
-0.0084 |
-59.9% |
0.0176 |
| ATR |
0.0119 |
0.0115 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
448 |
234 |
-214 |
-47.8% |
1,225 |
|
| Daily Pivots for day following 15-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0103 |
1.0072 |
0.9959 |
|
| R3 |
1.0047 |
1.0016 |
0.9944 |
|
| R2 |
0.9991 |
0.9991 |
0.9939 |
|
| R1 |
0.9960 |
0.9960 |
0.9934 |
0.9947 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9929 |
| S1 |
0.9904 |
0.9904 |
0.9923 |
0.9891 |
| S2 |
0.9879 |
0.9879 |
0.9918 |
|
| S3 |
0.9823 |
0.9848 |
0.9913 |
|
| S4 |
0.9767 |
0.9792 |
0.9898 |
|
|
| 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 |
0.9806 |
0.0164 |
1.7% |
0.0092 |
0.9% |
74% |
False |
False |
263 |
| 10 |
0.9985 |
0.9778 |
0.0207 |
2.1% |
0.0101 |
1.0% |
73% |
False |
False |
227 |
| 20 |
0.9985 |
0.9360 |
0.0625 |
6.3% |
0.0116 |
1.2% |
91% |
False |
False |
362 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.6% |
0.0126 |
1.3% |
75% |
False |
False |
294 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0103 |
1.0% |
82% |
False |
False |
219 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0089 |
0.9% |
83% |
False |
False |
167 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.1% |
0.0074 |
0.7% |
84% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0204 |
|
2.618 |
1.0113 |
|
1.618 |
1.0057 |
|
1.000 |
1.0022 |
|
0.618 |
1.0001 |
|
HIGH |
0.9966 |
|
0.618 |
0.9945 |
|
0.500 |
0.9938 |
|
0.382 |
0.9931 |
|
LOW |
0.9910 |
|
0.618 |
0.9875 |
|
1.000 |
0.9854 |
|
1.618 |
0.9819 |
|
2.618 |
0.9763 |
|
4.250 |
0.9672 |
|
|
| Fisher Pivots for day following 15-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9919 |
| PP |
0.9935 |
0.9910 |
| S1 |
0.9932 |
0.9901 |
|