CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9872 |
0.0032 |
0.3% |
0.9857 |
| High |
0.9924 |
0.9903 |
-0.0021 |
-0.2% |
0.9874 |
| Low |
0.9832 |
0.9788 |
-0.0045 |
-0.5% |
0.9630 |
| Close |
0.9869 |
0.9799 |
-0.0070 |
-0.7% |
0.9665 |
| Range |
0.0092 |
0.0115 |
0.0024 |
25.7% |
0.0244 |
| ATR |
0.0107 |
0.0107 |
0.0001 |
0.6% |
0.0000 |
| Volume |
7,761 |
22,353 |
14,592 |
188.0% |
14,913 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0102 |
0.9862 |
|
| R3 |
1.0060 |
0.9987 |
0.9831 |
|
| R2 |
0.9945 |
0.9945 |
0.9820 |
|
| R1 |
0.9872 |
0.9872 |
0.9810 |
0.9851 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9819 |
| S1 |
0.9757 |
0.9757 |
0.9788 |
0.9736 |
| S2 |
0.9715 |
0.9715 |
0.9778 |
|
| S3 |
0.9600 |
0.9642 |
0.9767 |
|
| S4 |
0.9485 |
0.9527 |
0.9736 |
|
|
| 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 |
0.9924 |
0.9630 |
0.0294 |
3.0% |
0.0129 |
1.3% |
58% |
False |
False |
9,474 |
| 10 |
1.0040 |
0.9630 |
0.0410 |
4.2% |
0.0110 |
1.1% |
41% |
False |
False |
5,577 |
| 20 |
1.0098 |
0.9630 |
0.0468 |
4.8% |
0.0099 |
1.0% |
36% |
False |
False |
3,117 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0110 |
1.1% |
60% |
False |
False |
1,748 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0118 |
1.2% |
58% |
False |
False |
1,227 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0100 |
1.0% |
70% |
False |
False |
935 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0089 |
0.9% |
71% |
False |
False |
749 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.3% |
0.0076 |
0.8% |
74% |
False |
False |
625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0391 |
|
2.618 |
1.0204 |
|
1.618 |
1.0089 |
|
1.000 |
1.0018 |
|
0.618 |
0.9974 |
|
HIGH |
0.9903 |
|
0.618 |
0.9859 |
|
0.500 |
0.9845 |
|
0.382 |
0.9831 |
|
LOW |
0.9788 |
|
0.618 |
0.9716 |
|
1.000 |
0.9673 |
|
1.618 |
0.9601 |
|
2.618 |
0.9486 |
|
4.250 |
0.9299 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9794 |
| PP |
0.9830 |
0.9789 |
| S1 |
0.9814 |
0.9784 |
|