CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 26-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2016 |
26-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0002 |
0.9989 |
-0.0013 |
-0.1% |
0.9989 |
| High |
1.0015 |
1.0040 |
0.0025 |
0.2% |
1.0055 |
| Low |
0.9985 |
0.9857 |
-0.0129 |
-1.3% |
0.9857 |
| Close |
0.9991 |
0.9863 |
-0.0128 |
-1.3% |
0.9863 |
| Range |
0.0030 |
0.0184 |
0.0154 |
511.7% |
0.0198 |
| ATR |
0.0095 |
0.0102 |
0.0006 |
6.6% |
0.0000 |
| Volume |
577 |
1,227 |
650 |
112.7% |
4,028 |
|
| Daily Pivots for day following 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0470 |
1.0350 |
0.9964 |
|
| R3 |
1.0287 |
1.0167 |
0.9913 |
|
| R2 |
1.0103 |
1.0103 |
0.9897 |
|
| R1 |
0.9983 |
0.9983 |
0.9880 |
0.9952 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9904 |
| S1 |
0.9800 |
0.9800 |
0.9846 |
0.9768 |
| S2 |
0.9736 |
0.9736 |
0.9829 |
|
| S3 |
0.9553 |
0.9616 |
0.9813 |
|
| S4 |
0.9369 |
0.9433 |
0.9762 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0389 |
0.9972 |
|
| R3 |
1.0321 |
1.0191 |
0.9917 |
|
| R2 |
1.0123 |
1.0123 |
0.9899 |
|
| R1 |
0.9993 |
0.9993 |
0.9881 |
0.9959 |
| PP |
0.9925 |
0.9925 |
0.9925 |
0.9908 |
| S1 |
0.9795 |
0.9795 |
0.9845 |
0.9761 |
| S2 |
0.9727 |
0.9727 |
0.9827 |
|
| S3 |
0.9529 |
0.9597 |
0.9809 |
|
| S4 |
0.9331 |
0.9399 |
0.9754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0055 |
0.9857 |
0.0198 |
2.0% |
0.0076 |
0.8% |
3% |
False |
True |
805 |
| 10 |
1.0098 |
0.9857 |
0.0241 |
2.4% |
0.0086 |
0.9% |
3% |
False |
True |
779 |
| 20 |
1.0098 |
0.9778 |
0.0320 |
3.2% |
0.0093 |
0.9% |
27% |
False |
False |
494 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0113 |
1.1% |
68% |
False |
False |
452 |
| 60 |
1.0117 |
0.9278 |
0.0839 |
8.5% |
0.0112 |
1.1% |
70% |
False |
False |
338 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0092 |
0.9% |
76% |
False |
False |
261 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0082 |
0.8% |
77% |
False |
False |
210 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0071 |
0.7% |
80% |
False |
False |
175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0820 |
|
2.618 |
1.0520 |
|
1.618 |
1.0337 |
|
1.000 |
1.0224 |
|
0.618 |
1.0153 |
|
HIGH |
1.0040 |
|
0.618 |
0.9970 |
|
0.500 |
0.9948 |
|
0.382 |
0.9927 |
|
LOW |
0.9857 |
|
0.618 |
0.9743 |
|
1.000 |
0.9673 |
|
1.618 |
0.9560 |
|
2.618 |
0.9376 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 26-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9948 |
0.9948 |
| PP |
0.9920 |
0.9920 |
| S1 |
0.9891 |
0.9891 |
|