CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9852 |
0.9758 |
-0.0094 |
-1.0% |
0.9989 |
| High |
0.9874 |
0.9767 |
-0.0107 |
-1.1% |
1.0055 |
| Low |
0.9742 |
0.9705 |
-0.0038 |
-0.4% |
0.9857 |
| Close |
0.9757 |
0.9714 |
-0.0043 |
-0.4% |
0.9863 |
| Range |
0.0132 |
0.0062 |
-0.0070 |
-52.7% |
0.0198 |
| ATR |
0.0100 |
0.0098 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
1,970 |
2,769 |
799 |
40.6% |
4,028 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9916 |
0.9877 |
0.9748 |
|
| R3 |
0.9853 |
0.9815 |
0.9731 |
|
| R2 |
0.9791 |
0.9791 |
0.9725 |
|
| R1 |
0.9752 |
0.9752 |
0.9720 |
0.9740 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9722 |
| S1 |
0.9690 |
0.9690 |
0.9708 |
0.9678 |
| S2 |
0.9666 |
0.9666 |
0.9703 |
|
| S3 |
0.9604 |
0.9628 |
0.9697 |
|
| S4 |
0.9541 |
0.9565 |
0.9680 |
|
|
| 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 |
0.9705 |
0.0336 |
3.5% |
0.0092 |
0.9% |
3% |
False |
True |
1,679 |
| 10 |
1.0085 |
0.9705 |
0.0380 |
3.9% |
0.0077 |
0.8% |
3% |
False |
True |
1,194 |
| 20 |
1.0098 |
0.9705 |
0.0393 |
4.0% |
0.0088 |
0.9% |
2% |
False |
True |
805 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0112 |
1.2% |
48% |
False |
False |
609 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0112 |
1.1% |
47% |
False |
False |
443 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0093 |
1.0% |
62% |
False |
False |
343 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0083 |
0.9% |
63% |
False |
False |
275 |
| 120 |
1.0117 |
0.8878 |
0.1239 |
12.7% |
0.0071 |
0.7% |
68% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0033 |
|
2.618 |
0.9931 |
|
1.618 |
0.9868 |
|
1.000 |
0.9829 |
|
0.618 |
0.9806 |
|
HIGH |
0.9767 |
|
0.618 |
0.9743 |
|
0.500 |
0.9736 |
|
0.382 |
0.9728 |
|
LOW |
0.9705 |
|
0.618 |
0.9666 |
|
1.000 |
0.9642 |
|
1.618 |
0.9603 |
|
2.618 |
0.9541 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9789 |
| PP |
0.9728 |
0.9764 |
| S1 |
0.9721 |
0.9739 |
|