CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0013 |
1.0018 |
0.0006 |
0.1% |
0.9960 |
| High |
1.0055 |
1.0038 |
-0.0017 |
-0.2% |
1.0098 |
| Low |
1.0010 |
0.9987 |
-0.0024 |
-0.2% |
0.9910 |
| Close |
1.0026 |
1.0002 |
-0.0025 |
-0.2% |
1.0027 |
| Range |
0.0045 |
0.0052 |
0.0007 |
15.7% |
0.0188 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
581 |
817 |
236 |
40.6% |
3,769 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0134 |
1.0030 |
|
| R3 |
1.0112 |
1.0082 |
1.0016 |
|
| R2 |
1.0060 |
1.0060 |
1.0011 |
|
| R1 |
1.0031 |
1.0031 |
1.0006 |
1.0020 |
| PP |
1.0009 |
1.0009 |
1.0009 |
1.0003 |
| S1 |
0.9979 |
0.9979 |
0.9997 |
0.9968 |
| S2 |
0.9957 |
0.9957 |
0.9992 |
|
| S3 |
0.9906 |
0.9928 |
0.9987 |
|
| S4 |
0.9854 |
0.9876 |
0.9973 |
|
|
| 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 |
0.9956 |
0.0129 |
1.3% |
0.0062 |
0.6% |
36% |
False |
False |
708 |
| 10 |
1.0098 |
0.9831 |
0.0267 |
2.7% |
0.0088 |
0.9% |
64% |
False |
False |
658 |
| 20 |
1.0098 |
0.9530 |
0.0568 |
5.7% |
0.0103 |
1.0% |
83% |
False |
False |
480 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0112 |
1.1% |
87% |
False |
False |
411 |
| 60 |
1.0117 |
0.9158 |
0.0959 |
9.6% |
0.0111 |
1.1% |
88% |
False |
False |
311 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0090 |
0.9% |
89% |
False |
False |
239 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0080 |
0.8% |
89% |
False |
False |
192 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
12.9% |
0.0070 |
0.7% |
91% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0257 |
|
2.618 |
1.0173 |
|
1.618 |
1.0121 |
|
1.000 |
1.0090 |
|
0.618 |
1.0070 |
|
HIGH |
1.0038 |
|
0.618 |
1.0018 |
|
0.500 |
1.0012 |
|
0.382 |
1.0006 |
|
LOW |
0.9987 |
|
0.618 |
0.9955 |
|
1.000 |
0.9935 |
|
1.618 |
0.9903 |
|
2.618 |
0.9852 |
|
4.250 |
0.9768 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0012 |
1.0005 |
| PP |
1.0009 |
1.0004 |
| S1 |
1.0005 |
1.0003 |
|