CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9720 |
0.9730 |
0.0010 |
0.1% |
0.9857 |
| High |
0.9747 |
0.9770 |
0.0023 |
0.2% |
0.9874 |
| Low |
0.9660 |
0.9630 |
-0.0030 |
-0.3% |
0.9630 |
| Close |
0.9722 |
0.9665 |
-0.0057 |
-0.6% |
0.9665 |
| Range |
0.0088 |
0.0140 |
0.0053 |
60.6% |
0.0244 |
| ATR |
0.0097 |
0.0100 |
0.0003 |
3.2% |
0.0000 |
| Volume |
4,082 |
4,236 |
154 |
3.8% |
14,913 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0110 |
1.0028 |
0.9742 |
|
| R3 |
0.9969 |
0.9887 |
0.9703 |
|
| R2 |
0.9829 |
0.9829 |
0.9690 |
|
| R1 |
0.9747 |
0.9747 |
0.9677 |
0.9717 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9674 |
| S1 |
0.9606 |
0.9606 |
0.9652 |
0.9577 |
| S2 |
0.9548 |
0.9548 |
0.9639 |
|
| S3 |
0.9407 |
0.9466 |
0.9626 |
|
| S4 |
0.9267 |
0.9325 |
0.9587 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0455 |
1.0304 |
0.9799 |
|
| R3 |
1.0211 |
1.0060 |
0.9732 |
|
| R2 |
0.9967 |
0.9967 |
0.9709 |
|
| R1 |
0.9816 |
0.9816 |
0.9687 |
0.9769 |
| PP |
0.9723 |
0.9723 |
0.9723 |
0.9700 |
| S1 |
0.9572 |
0.9572 |
0.9642 |
0.9525 |
| S2 |
0.9479 |
0.9479 |
0.9620 |
|
| S3 |
0.9235 |
0.9328 |
0.9597 |
|
| S4 |
0.8991 |
0.9084 |
0.9530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9874 |
0.9630 |
0.0244 |
2.5% |
0.0095 |
1.0% |
14% |
False |
True |
2,982 |
| 10 |
1.0055 |
0.9630 |
0.0425 |
4.4% |
0.0085 |
0.9% |
8% |
False |
True |
1,894 |
| 20 |
1.0098 |
0.9630 |
0.0468 |
4.8% |
0.0090 |
0.9% |
7% |
False |
True |
1,196 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0113 |
1.2% |
41% |
False |
False |
800 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0113 |
1.2% |
40% |
False |
False |
581 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0095 |
1.0% |
57% |
False |
False |
447 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.2% |
0.0085 |
0.9% |
58% |
False |
False |
358 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.5% |
0.0073 |
0.8% |
62% |
False |
False |
299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0368 |
|
2.618 |
1.0138 |
|
1.618 |
0.9998 |
|
1.000 |
0.9911 |
|
0.618 |
0.9857 |
|
HIGH |
0.9770 |
|
0.618 |
0.9717 |
|
0.500 |
0.9700 |
|
0.382 |
0.9684 |
|
LOW |
0.9630 |
|
0.618 |
0.9543 |
|
1.000 |
0.9490 |
|
1.618 |
0.9403 |
|
2.618 |
0.9262 |
|
4.250 |
0.9033 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9700 |
0.9700 |
| PP |
0.9688 |
0.9688 |
| S1 |
0.9676 |
0.9676 |
|