CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 23-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2016 |
23-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9992 |
0.9959 |
-0.0034 |
-0.3% |
0.9818 |
| High |
1.0028 |
0.9968 |
-0.0060 |
-0.6% |
1.0028 |
| Low |
0.9944 |
0.9913 |
-0.0031 |
-0.3% |
0.9765 |
| Close |
0.9946 |
0.9928 |
-0.0018 |
-0.2% |
0.9928 |
| Range |
0.0084 |
0.0055 |
-0.0029 |
-33.9% |
0.0263 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
99,984 |
102,299 |
2,315 |
2.3% |
609,792 |
|
| Daily Pivots for day following 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0103 |
1.0071 |
0.9959 |
|
| R3 |
1.0047 |
1.0015 |
0.9943 |
|
| R2 |
0.9992 |
0.9992 |
0.9938 |
|
| R1 |
0.9960 |
0.9960 |
0.9933 |
0.9948 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9930 |
| S1 |
0.9904 |
0.9904 |
0.9923 |
0.9893 |
| S2 |
0.9881 |
0.9881 |
0.9918 |
|
| S3 |
0.9825 |
0.9849 |
0.9913 |
|
| S4 |
0.9770 |
0.9793 |
0.9897 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0696 |
1.0575 |
1.0073 |
|
| R3 |
1.0433 |
1.0312 |
1.0000 |
|
| R2 |
1.0170 |
1.0170 |
0.9976 |
|
| R1 |
1.0049 |
1.0049 |
0.9952 |
1.0109 |
| PP |
0.9907 |
0.9907 |
0.9907 |
0.9937 |
| S1 |
0.9786 |
0.9786 |
0.9904 |
0.9846 |
| S2 |
0.9644 |
0.9644 |
0.9880 |
|
| S3 |
0.9381 |
0.9523 |
0.9856 |
|
| S4 |
0.9118 |
0.9260 |
0.9783 |
|
|
| 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% |
0.0103 |
1.0% |
62% |
False |
False |
121,958 |
| 10 |
1.0028 |
0.9716 |
0.0312 |
3.1% |
0.0102 |
1.0% |
68% |
False |
False |
97,745 |
| 20 |
1.0040 |
0.9630 |
0.0410 |
4.1% |
0.0110 |
1.1% |
73% |
False |
False |
52,321 |
| 40 |
1.0098 |
0.9530 |
0.0568 |
5.7% |
0.0105 |
1.1% |
70% |
False |
False |
26,411 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0110 |
1.1% |
77% |
False |
False |
17,723 |
| 80 |
1.0117 |
0.9199 |
0.0918 |
9.2% |
0.0110 |
1.1% |
79% |
False |
False |
13,320 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0094 |
0.9% |
82% |
False |
False |
10,661 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0085 |
0.9% |
83% |
False |
False |
8,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0204 |
|
2.618 |
1.0113 |
|
1.618 |
1.0058 |
|
1.000 |
1.0023 |
|
0.618 |
1.0002 |
|
HIGH |
0.9968 |
|
0.618 |
0.9947 |
|
0.500 |
0.9940 |
|
0.382 |
0.9934 |
|
LOW |
0.9913 |
|
0.618 |
0.9878 |
|
1.000 |
0.9857 |
|
1.618 |
0.9823 |
|
2.618 |
0.9767 |
|
4.250 |
0.9677 |
|
|
| Fisher Pivots for day following 23-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9940 |
0.9917 |
| PP |
0.9936 |
0.9907 |
| S1 |
0.9932 |
0.9896 |
|