CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0018 |
1.0002 |
-0.0016 |
-0.2% |
0.9960 |
| High |
1.0038 |
1.0015 |
-0.0023 |
-0.2% |
1.0098 |
| Low |
0.9987 |
0.9985 |
-0.0002 |
0.0% |
0.9910 |
| Close |
1.0002 |
0.9991 |
-0.0011 |
-0.1% |
1.0027 |
| Range |
0.0052 |
0.0030 |
-0.0022 |
-41.7% |
0.0188 |
| ATR |
0.0100 |
0.0095 |
-0.0005 |
-5.0% |
0.0000 |
| Volume |
817 |
577 |
-240 |
-29.4% |
3,769 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0087 |
1.0069 |
1.0007 |
|
| R3 |
1.0057 |
1.0039 |
0.9999 |
|
| R2 |
1.0027 |
1.0027 |
0.9996 |
|
| R1 |
1.0009 |
1.0009 |
0.9993 |
1.0003 |
| PP |
0.9997 |
0.9997 |
0.9997 |
0.9994 |
| S1 |
0.9979 |
0.9979 |
0.9988 |
0.9973 |
| S2 |
0.9967 |
0.9967 |
0.9985 |
|
| S3 |
0.9937 |
0.9949 |
0.9982 |
|
| S4 |
0.9907 |
0.9919 |
0.9974 |
|
|
| 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 |
1.0058 |
0.9956 |
0.0103 |
1.0% |
0.0050 |
0.5% |
34% |
False |
False |
669 |
| 10 |
1.0098 |
0.9831 |
0.0267 |
2.7% |
0.0081 |
0.8% |
60% |
False |
False |
701 |
| 20 |
1.0098 |
0.9530 |
0.0568 |
5.7% |
0.0100 |
1.0% |
81% |
False |
False |
500 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0111 |
1.1% |
85% |
False |
False |
424 |
| 60 |
1.0117 |
0.9199 |
0.0918 |
9.2% |
0.0110 |
1.1% |
86% |
False |
False |
319 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0089 |
0.9% |
88% |
False |
False |
246 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0080 |
0.8% |
88% |
False |
False |
197 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
12.9% |
0.0070 |
0.7% |
90% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
1.0094 |
|
1.618 |
1.0064 |
|
1.000 |
1.0045 |
|
0.618 |
1.0034 |
|
HIGH |
1.0015 |
|
0.618 |
1.0004 |
|
0.500 |
1.0000 |
|
0.382 |
0.9996 |
|
LOW |
0.9985 |
|
0.618 |
0.9966 |
|
1.000 |
0.9955 |
|
1.618 |
0.9936 |
|
2.618 |
0.9906 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0020 |
| PP |
0.9997 |
1.0010 |
| S1 |
0.9994 |
1.0000 |
|