CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9953 |
1.0020 |
0.0067 |
0.7% |
0.9833 |
| High |
1.0098 |
1.0045 |
-0.0053 |
-0.5% |
0.9971 |
| Low |
0.9925 |
0.9936 |
0.0011 |
0.1% |
0.9795 |
| Close |
1.0025 |
1.0031 |
0.0006 |
0.1% |
0.9930 |
| Range |
0.0173 |
0.0109 |
-0.0064 |
-36.8% |
0.0176 |
| ATR |
0.0119 |
0.0118 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
889 |
1,329 |
440 |
49.5% |
1,225 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0290 |
1.0091 |
|
| R3 |
1.0222 |
1.0181 |
1.0061 |
|
| R2 |
1.0113 |
1.0113 |
1.0051 |
|
| R1 |
1.0072 |
1.0072 |
1.0041 |
1.0093 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0014 |
| S1 |
0.9963 |
0.9963 |
1.0021 |
0.9984 |
| S2 |
0.9895 |
0.9895 |
1.0011 |
|
| S3 |
0.9786 |
0.9854 |
1.0001 |
|
| S4 |
0.9677 |
0.9745 |
0.9971 |
|
|
| 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 |
1.0098 |
0.9831 |
0.0267 |
2.7% |
0.0115 |
1.1% |
75% |
False |
False |
608 |
| 10 |
1.0098 |
0.9795 |
0.0303 |
3.0% |
0.0100 |
1.0% |
78% |
False |
False |
416 |
| 20 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0121 |
1.2% |
91% |
False |
False |
438 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.5% |
0.0129 |
1.3% |
89% |
False |
False |
345 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0107 |
1.1% |
92% |
False |
False |
256 |
| 80 |
1.0117 |
0.9043 |
0.1074 |
10.7% |
0.0092 |
0.9% |
92% |
False |
False |
195 |
| 100 |
1.0117 |
0.8951 |
0.1166 |
11.6% |
0.0077 |
0.8% |
93% |
False |
False |
157 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0330 |
|
1.618 |
1.0221 |
|
1.000 |
1.0154 |
|
0.618 |
1.0112 |
|
HIGH |
1.0045 |
|
0.618 |
1.0003 |
|
0.500 |
0.9991 |
|
0.382 |
0.9978 |
|
LOW |
0.9936 |
|
0.618 |
0.9869 |
|
1.000 |
0.9827 |
|
1.618 |
0.9760 |
|
2.618 |
0.9651 |
|
4.250 |
0.9473 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0018 |
1.0022 |
| PP |
1.0004 |
1.0013 |
| S1 |
0.9991 |
1.0004 |
|