CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
1.0037 |
0.0018 |
0.2% |
0.9833 |
| High |
1.0045 |
1.0085 |
0.0040 |
0.4% |
0.9971 |
| Low |
0.9936 |
0.9998 |
0.0062 |
0.6% |
0.9795 |
| Close |
1.0031 |
1.0058 |
0.0027 |
0.3% |
0.9930 |
| Range |
0.0109 |
0.0087 |
-0.0023 |
-20.6% |
0.0176 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
1,329 |
771 |
-558 |
-42.0% |
1,225 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0268 |
1.0105 |
|
| R3 |
1.0220 |
1.0182 |
1.0081 |
|
| R2 |
1.0133 |
1.0133 |
1.0073 |
|
| R1 |
1.0095 |
1.0095 |
1.0065 |
1.0114 |
| PP |
1.0047 |
1.0047 |
1.0047 |
1.0056 |
| S1 |
1.0009 |
1.0009 |
1.0050 |
1.0028 |
| S2 |
0.9960 |
0.9960 |
1.0042 |
|
| S3 |
0.9874 |
0.9922 |
1.0034 |
|
| S4 |
0.9787 |
0.9836 |
1.0010 |
|
|
| 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 |
2.6% |
0.0113 |
1.1% |
85% |
False |
False |
734 |
| 10 |
1.0098 |
0.9795 |
0.0303 |
3.0% |
0.0101 |
1.0% |
87% |
False |
False |
486 |
| 20 |
1.0098 |
0.9427 |
0.0671 |
6.7% |
0.0117 |
1.2% |
94% |
False |
False |
425 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.5% |
0.0130 |
1.3% |
92% |
False |
False |
364 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0108 |
1.1% |
94% |
False |
False |
268 |
| 80 |
1.0117 |
0.9043 |
0.1074 |
10.7% |
0.0092 |
0.9% |
95% |
False |
False |
204 |
| 100 |
1.0117 |
0.8952 |
0.1165 |
11.6% |
0.0078 |
0.8% |
95% |
False |
False |
164 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
12.8% |
0.0068 |
0.7% |
95% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0311 |
|
1.618 |
1.0224 |
|
1.000 |
1.0171 |
|
0.618 |
1.0138 |
|
HIGH |
1.0085 |
|
0.618 |
1.0051 |
|
0.500 |
1.0041 |
|
0.382 |
1.0031 |
|
LOW |
0.9998 |
|
0.618 |
0.9945 |
|
1.000 |
0.9912 |
|
1.618 |
0.9858 |
|
2.618 |
0.9772 |
|
4.250 |
0.9630 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0052 |
1.0042 |
| PP |
1.0047 |
1.0027 |
| S1 |
1.0041 |
1.0011 |
|