CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 19-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2016 |
19-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9837 |
0.9818 |
-0.0020 |
-0.2% |
0.9789 |
| High |
0.9871 |
0.9885 |
0.0015 |
0.1% |
0.9901 |
| Low |
0.9799 |
0.9803 |
0.0004 |
0.0% |
0.9716 |
| Close |
0.9802 |
0.9862 |
0.0060 |
0.6% |
0.9802 |
| Range |
0.0072 |
0.0082 |
0.0010 |
13.9% |
0.0186 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
100,892 |
80,855 |
-20,037 |
-19.9% |
367,658 |
|
| Daily Pivots for day following 19-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0061 |
0.9907 |
|
| R3 |
1.0014 |
0.9979 |
0.9884 |
|
| R2 |
0.9932 |
0.9932 |
0.9877 |
|
| R1 |
0.9897 |
0.9897 |
0.9869 |
0.9914 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9859 |
| S1 |
0.9815 |
0.9815 |
0.9854 |
0.9832 |
| S2 |
0.9768 |
0.9768 |
0.9846 |
|
| S3 |
0.9686 |
0.9733 |
0.9839 |
|
| S4 |
0.9604 |
0.9651 |
0.9816 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0268 |
0.9904 |
|
| R3 |
1.0177 |
1.0082 |
0.9853 |
|
| R2 |
0.9992 |
0.9992 |
0.9836 |
|
| R1 |
0.9897 |
0.9897 |
0.9819 |
0.9944 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9830 |
| S1 |
0.9711 |
0.9711 |
0.9784 |
0.9759 |
| S2 |
0.9621 |
0.9621 |
0.9767 |
|
| S3 |
0.9435 |
0.9526 |
0.9750 |
|
| S4 |
0.9250 |
0.9340 |
0.9699 |
|
|
| 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% |
0.0097 |
1.0% |
79% |
False |
False |
80,020 |
| 10 |
0.9924 |
0.9645 |
0.0279 |
2.8% |
0.0111 |
1.1% |
78% |
False |
False |
50,136 |
| 20 |
1.0055 |
0.9630 |
0.0425 |
4.3% |
0.0098 |
1.0% |
55% |
False |
False |
26,015 |
| 40 |
1.0098 |
0.9427 |
0.0671 |
6.8% |
0.0107 |
1.1% |
65% |
False |
False |
13,228 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0118 |
1.2% |
66% |
False |
False |
8,923 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0107 |
1.1% |
76% |
False |
False |
6,712 |
| 100 |
1.0117 |
0.9043 |
0.1074 |
10.9% |
0.0094 |
1.0% |
76% |
False |
False |
5,372 |
| 120 |
1.0117 |
0.8971 |
0.1146 |
11.6% |
0.0082 |
0.8% |
78% |
False |
False |
4,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0234 |
|
2.618 |
1.0100 |
|
1.618 |
1.0018 |
|
1.000 |
0.9967 |
|
0.618 |
0.9936 |
|
HIGH |
0.9885 |
|
0.618 |
0.9854 |
|
0.500 |
0.9844 |
|
0.382 |
0.9834 |
|
LOW |
0.9803 |
|
0.618 |
0.9752 |
|
1.000 |
0.9721 |
|
1.618 |
0.9670 |
|
2.618 |
0.9588 |
|
4.250 |
0.9454 |
|
|
| Fisher Pivots for day following 19-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9850 |
| PP |
0.9850 |
0.9839 |
| S1 |
0.9844 |
0.9828 |
|