CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 09-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9872 |
0.9805 |
-0.0067 |
-0.7% |
0.9657 |
| High |
0.9903 |
0.9848 |
-0.0055 |
-0.6% |
0.9924 |
| Low |
0.9788 |
0.9744 |
-0.0044 |
-0.4% |
0.9645 |
| Close |
0.9799 |
0.9779 |
-0.0021 |
-0.2% |
0.9779 |
| Range |
0.0115 |
0.0104 |
-0.0011 |
-9.6% |
0.0279 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
22,353 |
13,793 |
-8,560 |
-38.3% |
52,847 |
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
1.0044 |
0.9836 |
|
| R3 |
0.9998 |
0.9940 |
0.9807 |
|
| R2 |
0.9894 |
0.9894 |
0.9798 |
|
| R1 |
0.9836 |
0.9836 |
0.9788 |
0.9813 |
| PP |
0.9790 |
0.9790 |
0.9790 |
0.9779 |
| S1 |
0.9732 |
0.9732 |
0.9769 |
0.9709 |
| S2 |
0.9686 |
0.9686 |
0.9759 |
|
| S3 |
0.9582 |
0.9628 |
0.9750 |
|
| S4 |
0.9478 |
0.9524 |
0.9721 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0478 |
0.9932 |
|
| R3 |
1.0340 |
1.0199 |
0.9855 |
|
| R2 |
1.0061 |
1.0061 |
0.9830 |
|
| R1 |
0.9920 |
0.9920 |
0.9804 |
0.9991 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9818 |
| S1 |
0.9641 |
0.9641 |
0.9753 |
0.9712 |
| S2 |
0.9503 |
0.9503 |
0.9727 |
|
| S3 |
0.9224 |
0.9362 |
0.9702 |
|
| S4 |
0.8945 |
0.9083 |
0.9625 |
|
|
| 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% |
0.0132 |
1.3% |
51% |
False |
False |
11,416 |
| 10 |
1.0040 |
0.9630 |
0.0410 |
4.2% |
0.0118 |
1.2% |
36% |
False |
False |
6,898 |
| 20 |
1.0098 |
0.9630 |
0.0468 |
4.8% |
0.0100 |
1.0% |
32% |
False |
False |
3,800 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0109 |
1.1% |
57% |
False |
False |
2,072 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0118 |
1.2% |
55% |
False |
False |
1,455 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0101 |
1.0% |
68% |
False |
False |
1,108 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0089 |
0.9% |
69% |
False |
False |
887 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.3% |
0.0077 |
0.8% |
72% |
False |
False |
740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0120 |
|
1.618 |
1.0016 |
|
1.000 |
0.9952 |
|
0.618 |
0.9912 |
|
HIGH |
0.9848 |
|
0.618 |
0.9808 |
|
0.500 |
0.9796 |
|
0.382 |
0.9784 |
|
LOW |
0.9744 |
|
0.618 |
0.9680 |
|
1.000 |
0.9640 |
|
1.618 |
0.9576 |
|
2.618 |
0.9472 |
|
4.250 |
0.9302 |
|
|
| Fisher Pivots for day following 09-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9834 |
| PP |
0.9790 |
0.9815 |
| S1 |
0.9784 |
0.9797 |
|