CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
0.9857 |
-0.0132 |
-1.3% |
0.9989 |
| High |
1.0040 |
0.9865 |
-0.0175 |
-1.7% |
1.0055 |
| Low |
0.9857 |
0.9814 |
-0.0043 |
-0.4% |
0.9857 |
| Close |
0.9863 |
0.9854 |
-0.0010 |
-0.1% |
0.9863 |
| Range |
0.0184 |
0.0052 |
-0.0132 |
-71.9% |
0.0198 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
1,227 |
1,856 |
629 |
51.3% |
4,028 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9978 |
0.9882 |
|
| R3 |
0.9947 |
0.9926 |
0.9868 |
|
| R2 |
0.9896 |
0.9896 |
0.9863 |
|
| R1 |
0.9875 |
0.9875 |
0.9858 |
0.9859 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9836 |
| S1 |
0.9823 |
0.9823 |
0.9849 |
0.9808 |
| S2 |
0.9793 |
0.9793 |
0.9844 |
|
| S3 |
0.9741 |
0.9772 |
0.9839 |
|
| S4 |
0.9690 |
0.9720 |
0.9825 |
|
|
| 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 |
0.9814 |
0.0241 |
2.4% |
0.0072 |
0.7% |
17% |
False |
True |
1,011 |
| 10 |
1.0098 |
0.9814 |
0.0284 |
2.9% |
0.0085 |
0.9% |
14% |
False |
True |
941 |
| 20 |
1.0098 |
0.9778 |
0.0320 |
3.2% |
0.0093 |
0.9% |
24% |
False |
False |
584 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0113 |
1.1% |
67% |
False |
False |
496 |
| 60 |
1.0117 |
0.9345 |
0.0772 |
7.8% |
0.0110 |
1.1% |
66% |
False |
False |
366 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0092 |
0.9% |
75% |
False |
False |
284 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0081 |
0.8% |
76% |
False |
False |
228 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0071 |
0.7% |
80% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0084 |
|
2.618 |
1.0000 |
|
1.618 |
0.9948 |
|
1.000 |
0.9917 |
|
0.618 |
0.9897 |
|
HIGH |
0.9865 |
|
0.618 |
0.9845 |
|
0.500 |
0.9839 |
|
0.382 |
0.9833 |
|
LOW |
0.9814 |
|
0.618 |
0.9782 |
|
1.000 |
0.9762 |
|
1.618 |
0.9730 |
|
2.618 |
0.9679 |
|
4.250 |
0.9595 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9849 |
0.9927 |
| PP |
0.9844 |
0.9902 |
| S1 |
0.9839 |
0.9878 |
|