CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9720 |
-0.0038 |
-0.4% |
0.9989 |
| High |
0.9767 |
0.9747 |
-0.0020 |
-0.2% |
1.0055 |
| Low |
0.9705 |
0.9660 |
-0.0045 |
-0.5% |
0.9857 |
| Close |
0.9714 |
0.9722 |
0.0008 |
0.1% |
0.9863 |
| Range |
0.0062 |
0.0088 |
0.0025 |
40.0% |
0.0198 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
2,769 |
4,082 |
1,313 |
47.4% |
4,028 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9972 |
0.9934 |
0.9770 |
|
| R3 |
0.9884 |
0.9847 |
0.9746 |
|
| R2 |
0.9797 |
0.9797 |
0.9738 |
|
| R1 |
0.9759 |
0.9759 |
0.9730 |
0.9778 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9719 |
| S1 |
0.9672 |
0.9672 |
0.9713 |
0.9691 |
| S2 |
0.9622 |
0.9622 |
0.9705 |
|
| S3 |
0.9534 |
0.9584 |
0.9697 |
|
| S4 |
0.9447 |
0.9497 |
0.9673 |
|
|
| 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 |
0.9660 |
0.0381 |
3.9% |
0.0103 |
1.1% |
16% |
False |
True |
2,380 |
| 10 |
1.0058 |
0.9660 |
0.0399 |
4.1% |
0.0077 |
0.8% |
16% |
False |
True |
1,525 |
| 20 |
1.0098 |
0.9660 |
0.0438 |
4.5% |
0.0089 |
0.9% |
14% |
False |
True |
1,005 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0113 |
1.2% |
49% |
False |
False |
702 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0112 |
1.2% |
48% |
False |
False |
511 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0094 |
1.0% |
63% |
False |
False |
395 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0084 |
0.9% |
63% |
False |
False |
316 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.4% |
0.0072 |
0.7% |
67% |
False |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0119 |
|
2.618 |
0.9976 |
|
1.618 |
0.9889 |
|
1.000 |
0.9835 |
|
0.618 |
0.9801 |
|
HIGH |
0.9747 |
|
0.618 |
0.9714 |
|
0.500 |
0.9703 |
|
0.382 |
0.9693 |
|
LOW |
0.9660 |
|
0.618 |
0.9605 |
|
1.000 |
0.9572 |
|
1.618 |
0.9518 |
|
2.618 |
0.9430 |
|
4.250 |
0.9288 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9715 |
0.9767 |
| PP |
0.9709 |
0.9752 |
| S1 |
0.9703 |
0.9737 |
|