CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 21-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2016 |
21-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9856 |
0.9869 |
0.0013 |
0.1% |
0.9789 |
| High |
0.9888 |
1.0008 |
0.0120 |
1.2% |
0.9901 |
| Low |
0.9837 |
0.9765 |
-0.0072 |
-0.7% |
0.9716 |
| Close |
0.9856 |
0.9984 |
0.0128 |
1.3% |
0.9802 |
| Range |
0.0052 |
0.0243 |
0.0192 |
371.8% |
0.0186 |
| ATR |
0.0100 |
0.0110 |
0.0010 |
10.3% |
0.0000 |
| Volume |
71,779 |
254,875 |
183,096 |
255.1% |
367,658 |
|
| Daily Pivots for day following 21-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0559 |
1.0118 |
|
| R3 |
1.0405 |
1.0316 |
1.0051 |
|
| R2 |
1.0162 |
1.0162 |
1.0029 |
|
| R1 |
1.0073 |
1.0073 |
1.0006 |
1.0117 |
| PP |
0.9919 |
0.9919 |
0.9919 |
0.9941 |
| S1 |
0.9830 |
0.9830 |
0.9962 |
0.9874 |
| S2 |
0.9676 |
0.9676 |
0.9939 |
|
| S3 |
0.9433 |
0.9587 |
0.9917 |
|
| S4 |
0.9190 |
0.9344 |
0.9850 |
|
|
| 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 |
1.0008 |
0.9765 |
0.0243 |
2.4% |
0.0109 |
1.1% |
90% |
True |
True |
116,128 |
| 10 |
1.0008 |
0.9716 |
0.0292 |
2.9% |
0.0110 |
1.1% |
92% |
True |
False |
81,131 |
| 20 |
1.0040 |
0.9630 |
0.0410 |
4.1% |
0.0107 |
1.1% |
86% |
False |
False |
42,277 |
| 40 |
1.0098 |
0.9445 |
0.0653 |
6.5% |
0.0108 |
1.1% |
83% |
False |
False |
21,375 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0111 |
1.1% |
85% |
False |
False |
14,353 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0110 |
1.1% |
88% |
False |
False |
10,795 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0093 |
0.9% |
88% |
False |
False |
8,638 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0084 |
0.8% |
88% |
False |
False |
7,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1040 |
|
2.618 |
1.0644 |
|
1.618 |
1.0401 |
|
1.000 |
1.0251 |
|
0.618 |
1.0158 |
|
HIGH |
1.0008 |
|
0.618 |
0.9915 |
|
0.500 |
0.9886 |
|
0.382 |
0.9857 |
|
LOW |
0.9765 |
|
0.618 |
0.9614 |
|
1.000 |
0.9522 |
|
1.618 |
0.9371 |
|
2.618 |
0.9128 |
|
4.250 |
0.8732 |
|
|
| Fisher Pivots for day following 21-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9951 |
0.9951 |
| PP |
0.9919 |
0.9919 |
| S1 |
0.9886 |
0.9886 |
|