CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 20-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9856 |
0.0039 |
0.4% |
0.9789 |
| High |
0.9885 |
0.9888 |
0.0003 |
0.0% |
0.9901 |
| Low |
0.9803 |
0.9837 |
0.0034 |
0.3% |
0.9716 |
| Close |
0.9862 |
0.9856 |
-0.0006 |
-0.1% |
0.9802 |
| Range |
0.0082 |
0.0052 |
-0.0031 |
-37.2% |
0.0186 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
80,855 |
71,779 |
-9,076 |
-11.2% |
367,658 |
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0015 |
0.9987 |
0.9884 |
|
| R3 |
0.9963 |
0.9935 |
0.9870 |
|
| R2 |
0.9912 |
0.9912 |
0.9865 |
|
| R1 |
0.9884 |
0.9884 |
0.9861 |
0.9882 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9859 |
| S1 |
0.9832 |
0.9832 |
0.9851 |
0.9830 |
| S2 |
0.9809 |
0.9809 |
0.9847 |
|
| S3 |
0.9757 |
0.9781 |
0.9842 |
|
| S4 |
0.9706 |
0.9729 |
0.9828 |
|
|
| 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 |
0.9888 |
0.9716 |
0.0173 |
1.8% |
0.0081 |
0.8% |
81% |
True |
False |
81,970 |
| 10 |
0.9924 |
0.9716 |
0.0208 |
2.1% |
0.0095 |
1.0% |
68% |
False |
False |
56,419 |
| 20 |
1.0055 |
0.9630 |
0.0425 |
4.3% |
0.0097 |
1.0% |
53% |
False |
False |
29,562 |
| 40 |
1.0098 |
0.9445 |
0.0653 |
6.6% |
0.0106 |
1.1% |
63% |
False |
False |
15,014 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0108 |
1.1% |
67% |
False |
False |
10,106 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0107 |
1.1% |
75% |
False |
False |
7,609 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0092 |
0.9% |
75% |
False |
False |
6,090 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0082 |
0.8% |
76% |
False |
False |
5,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0107 |
|
2.618 |
1.0023 |
|
1.618 |
0.9971 |
|
1.000 |
0.9940 |
|
0.618 |
0.9920 |
|
HIGH |
0.9888 |
|
0.618 |
0.9868 |
|
0.500 |
0.9862 |
|
0.382 |
0.9856 |
|
LOW |
0.9837 |
|
0.618 |
0.9805 |
|
1.000 |
0.9785 |
|
1.618 |
0.9753 |
|
2.618 |
0.9702 |
|
4.250 |
0.9618 |
|
|
| Fisher Pivots for day following 20-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9852 |
| PP |
0.9860 |
0.9848 |
| S1 |
0.9858 |
0.9843 |
|