CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 30-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2016 |
30-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9857 |
0.9852 |
-0.0006 |
-0.1% |
0.9989 |
| High |
0.9865 |
0.9874 |
0.0009 |
0.1% |
1.0055 |
| Low |
0.9814 |
0.9742 |
-0.0072 |
-0.7% |
0.9857 |
| Close |
0.9854 |
0.9757 |
-0.0097 |
-1.0% |
0.9863 |
| Range |
0.0052 |
0.0132 |
0.0081 |
156.3% |
0.0198 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.5% |
0.0000 |
| Volume |
1,856 |
1,970 |
114 |
6.1% |
4,028 |
|
| Daily Pivots for day following 30-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0104 |
0.9829 |
|
| R3 |
1.0055 |
0.9972 |
0.9793 |
|
| R2 |
0.9923 |
0.9923 |
0.9781 |
|
| R1 |
0.9840 |
0.9840 |
0.9769 |
0.9815 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9779 |
| S1 |
0.9708 |
0.9708 |
0.9744 |
0.9683 |
| S2 |
0.9659 |
0.9659 |
0.9732 |
|
| S3 |
0.9527 |
0.9576 |
0.9720 |
|
| S4 |
0.9395 |
0.9444 |
0.9684 |
|
|
| 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 |
1.0040 |
0.9742 |
0.0298 |
3.1% |
0.0090 |
0.9% |
5% |
False |
True |
1,289 |
| 10 |
1.0085 |
0.9742 |
0.0343 |
3.5% |
0.0081 |
0.8% |
4% |
False |
True |
1,050 |
| 20 |
1.0098 |
0.9742 |
0.0356 |
3.6% |
0.0089 |
0.9% |
4% |
False |
True |
672 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0113 |
1.2% |
54% |
False |
False |
543 |
| 60 |
1.0117 |
0.9345 |
0.0772 |
7.9% |
0.0111 |
1.1% |
53% |
False |
False |
399 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0094 |
1.0% |
66% |
False |
False |
309 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0082 |
0.8% |
67% |
False |
False |
248 |
| 120 |
1.0117 |
0.8878 |
0.1239 |
12.7% |
0.0071 |
0.7% |
71% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0220 |
|
1.618 |
1.0088 |
|
1.000 |
1.0006 |
|
0.618 |
0.9956 |
|
HIGH |
0.9874 |
|
0.618 |
0.9824 |
|
0.500 |
0.9808 |
|
0.382 |
0.9792 |
|
LOW |
0.9742 |
|
0.618 |
0.9660 |
|
1.000 |
0.9610 |
|
1.618 |
0.9528 |
|
2.618 |
0.9396 |
|
4.250 |
0.9181 |
|
|
| Fisher Pivots for day following 30-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9891 |
| PP |
0.9791 |
0.9846 |
| S1 |
0.9774 |
0.9801 |
|