CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
1.0013 |
0.0024 |
0.2% |
0.9960 |
| High |
1.0027 |
1.0055 |
0.0028 |
0.3% |
1.0098 |
| Low |
0.9956 |
1.0010 |
0.0055 |
0.5% |
0.9910 |
| Close |
1.0021 |
1.0026 |
0.0005 |
0.0% |
1.0027 |
| Range |
0.0071 |
0.0045 |
-0.0027 |
-37.3% |
0.0188 |
| ATR |
0.0109 |
0.0104 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
826 |
581 |
-245 |
-29.7% |
3,769 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
1.0139 |
1.0050 |
|
| R3 |
1.0119 |
1.0095 |
1.0038 |
|
| R2 |
1.0075 |
1.0075 |
1.0034 |
|
| R1 |
1.0050 |
1.0050 |
1.0030 |
1.0063 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0036 |
| S1 |
1.0006 |
1.0006 |
1.0022 |
1.0018 |
| S2 |
0.9986 |
0.9986 |
1.0018 |
|
| S3 |
0.9941 |
0.9961 |
1.0014 |
|
| S4 |
0.9897 |
0.9917 |
1.0002 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0488 |
1.0130 |
|
| R3 |
1.0386 |
1.0300 |
1.0078 |
|
| R2 |
1.0199 |
1.0199 |
1.0061 |
|
| R1 |
1.0113 |
1.0113 |
1.0044 |
1.0156 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0033 |
| S1 |
0.9925 |
0.9925 |
1.0009 |
0.9968 |
| S2 |
0.9824 |
0.9824 |
0.9992 |
|
| S3 |
0.9636 |
0.9738 |
0.9975 |
|
| S4 |
0.9449 |
0.9550 |
0.9923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0085 |
0.9936 |
0.0149 |
1.5% |
0.0073 |
0.7% |
61% |
False |
False |
810 |
| 10 |
1.0098 |
0.9831 |
0.0267 |
2.7% |
0.0093 |
0.9% |
73% |
False |
False |
602 |
| 20 |
1.0098 |
0.9445 |
0.0653 |
6.5% |
0.0109 |
1.1% |
89% |
False |
False |
473 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0113 |
1.1% |
90% |
False |
False |
392 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0111 |
1.1% |
91% |
False |
False |
301 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0089 |
0.9% |
91% |
False |
False |
228 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0079 |
0.8% |
92% |
False |
False |
184 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
12.8% |
0.0070 |
0.7% |
93% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0244 |
|
2.618 |
1.0171 |
|
1.618 |
1.0127 |
|
1.000 |
1.0099 |
|
0.618 |
1.0082 |
|
HIGH |
1.0055 |
|
0.618 |
1.0038 |
|
0.500 |
1.0032 |
|
0.382 |
1.0027 |
|
LOW |
1.0010 |
|
0.618 |
0.9982 |
|
1.000 |
0.9966 |
|
1.618 |
0.9938 |
|
2.618 |
0.9893 |
|
4.250 |
0.9821 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0020 |
| PP |
1.0030 |
1.0013 |
| S1 |
1.0028 |
1.0007 |
|