CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 15-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2016 |
15-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9809 |
0.0018 |
0.2% |
0.9657 |
| High |
0.9822 |
0.9865 |
0.0044 |
0.4% |
0.9924 |
| Low |
0.9716 |
0.9770 |
0.0055 |
0.6% |
0.9645 |
| Close |
0.9806 |
0.9827 |
0.0021 |
0.2% |
0.9779 |
| Range |
0.0106 |
0.0095 |
-0.0011 |
-10.4% |
0.0279 |
| ATR |
0.0108 |
0.0108 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
84,081 |
72,243 |
-11,838 |
-14.1% |
52,847 |
|
| Daily Pivots for day following 15-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0106 |
1.0061 |
0.9879 |
|
| R3 |
1.0011 |
0.9966 |
0.9853 |
|
| R2 |
0.9916 |
0.9916 |
0.9844 |
|
| R1 |
0.9871 |
0.9871 |
0.9835 |
0.9893 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9832 |
| S1 |
0.9776 |
0.9776 |
0.9818 |
0.9798 |
| S2 |
0.9726 |
0.9726 |
0.9809 |
|
| S3 |
0.9631 |
0.9681 |
0.9800 |
|
| S4 |
0.9536 |
0.9586 |
0.9774 |
|
|
| 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 |
0.9901 |
0.9716 |
0.0186 |
1.9% |
0.0108 |
1.1% |
60% |
False |
False |
56,111 |
| 10 |
0.9924 |
0.9630 |
0.0294 |
3.0% |
0.0118 |
1.2% |
67% |
False |
False |
32,793 |
| 20 |
1.0085 |
0.9630 |
0.0455 |
4.6% |
0.0097 |
1.0% |
43% |
False |
False |
16,993 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0109 |
1.1% |
63% |
False |
False |
8,716 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0118 |
1.2% |
62% |
False |
False |
5,895 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0105 |
1.1% |
73% |
False |
False |
4,440 |
| 100 |
1.0117 |
0.9043 |
0.1074 |
10.9% |
0.0093 |
0.9% |
73% |
False |
False |
3,554 |
| 120 |
1.0117 |
0.8951 |
0.1166 |
11.9% |
0.0081 |
0.8% |
75% |
False |
False |
2,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0269 |
|
2.618 |
1.0114 |
|
1.618 |
1.0019 |
|
1.000 |
0.9960 |
|
0.618 |
0.9924 |
|
HIGH |
0.9865 |
|
0.618 |
0.9829 |
|
0.500 |
0.9818 |
|
0.382 |
0.9806 |
|
LOW |
0.9770 |
|
0.618 |
0.9711 |
|
1.000 |
0.9675 |
|
1.618 |
0.9616 |
|
2.618 |
0.9521 |
|
4.250 |
0.9366 |
|
|
| Fisher Pivots for day following 15-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9824 |
0.9820 |
| PP |
0.9821 |
0.9814 |
| S1 |
0.9818 |
0.9808 |
|