CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 22-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2016 |
22-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9869 |
0.9992 |
0.0123 |
1.2% |
0.9789 |
| High |
1.0008 |
1.0028 |
0.0020 |
0.2% |
0.9901 |
| Low |
0.9765 |
0.9944 |
0.0179 |
1.8% |
0.9716 |
| Close |
0.9984 |
0.9946 |
-0.0038 |
-0.4% |
0.9802 |
| Range |
0.0243 |
0.0084 |
-0.0159 |
-65.4% |
0.0186 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
254,875 |
99,984 |
-154,891 |
-60.8% |
367,658 |
|
| Daily Pivots for day following 22-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0224 |
1.0169 |
0.9992 |
|
| R3 |
1.0140 |
1.0085 |
0.9969 |
|
| R2 |
1.0056 |
1.0056 |
0.9961 |
|
| R1 |
1.0001 |
1.0001 |
0.9954 |
0.9987 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9965 |
| S1 |
0.9917 |
0.9917 |
0.9938 |
0.9903 |
| S2 |
0.9888 |
0.9888 |
0.9931 |
|
| S3 |
0.9804 |
0.9833 |
0.9923 |
|
| S4 |
0.9720 |
0.9749 |
0.9900 |
|
|
| 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 |
1.0028 |
0.9765 |
0.0263 |
2.6% |
0.0107 |
1.1% |
69% |
True |
False |
121,677 |
| 10 |
1.0028 |
0.9716 |
0.0312 |
3.1% |
0.0107 |
1.1% |
74% |
True |
False |
88,894 |
| 20 |
1.0040 |
0.9630 |
0.0410 |
4.1% |
0.0109 |
1.1% |
77% |
False |
False |
47,235 |
| 40 |
1.0098 |
0.9530 |
0.0568 |
5.7% |
0.0106 |
1.1% |
73% |
False |
False |
23,857 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0111 |
1.1% |
79% |
False |
False |
16,019 |
| 80 |
1.0117 |
0.9158 |
0.0959 |
9.6% |
0.0110 |
1.1% |
82% |
False |
False |
12,042 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0094 |
0.9% |
84% |
False |
False |
9,638 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0085 |
0.9% |
84% |
False |
False |
8,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0247 |
|
1.618 |
1.0163 |
|
1.000 |
1.0112 |
|
0.618 |
1.0079 |
|
HIGH |
1.0028 |
|
0.618 |
0.9995 |
|
0.500 |
0.9986 |
|
0.382 |
0.9976 |
|
LOW |
0.9944 |
|
0.618 |
0.9892 |
|
1.000 |
0.9860 |
|
1.618 |
0.9808 |
|
2.618 |
0.9724 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 22-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9986 |
0.9929 |
| PP |
0.9972 |
0.9913 |
| S1 |
0.9959 |
0.9896 |
|