CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 26-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9959 |
0.9931 |
-0.0028 |
-0.3% |
0.9818 |
| High |
0.9968 |
1.0011 |
0.0043 |
0.4% |
1.0028 |
| Low |
0.9913 |
0.9928 |
0.0015 |
0.2% |
0.9765 |
| Close |
0.9928 |
1.0000 |
0.0072 |
0.7% |
0.9928 |
| Range |
0.0055 |
0.0083 |
0.0028 |
49.6% |
0.0263 |
| ATR |
0.0104 |
0.0103 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
102,299 |
94,291 |
-8,008 |
-7.8% |
609,792 |
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0197 |
1.0045 |
|
| R3 |
1.0145 |
1.0114 |
1.0022 |
|
| R2 |
1.0062 |
1.0062 |
1.0015 |
|
| R1 |
1.0031 |
1.0031 |
1.0007 |
1.0047 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9987 |
| S1 |
0.9948 |
0.9948 |
0.9992 |
0.9964 |
| S2 |
0.9896 |
0.9896 |
0.9984 |
|
| S3 |
0.9813 |
0.9865 |
0.9977 |
|
| S4 |
0.9730 |
0.9782 |
0.9954 |
|
|
| 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% |
89% |
False |
False |
124,645 |
| 10 |
1.0028 |
0.9716 |
0.0312 |
3.1% |
0.0100 |
1.0% |
91% |
False |
False |
102,333 |
| 20 |
1.0028 |
0.9630 |
0.0398 |
4.0% |
0.0105 |
1.0% |
93% |
False |
False |
56,975 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0099 |
1.0% |
79% |
False |
False |
28,734 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0110 |
1.1% |
87% |
False |
False |
19,293 |
| 80 |
1.0117 |
0.9278 |
0.0839 |
8.4% |
0.0111 |
1.1% |
86% |
False |
False |
14,497 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0094 |
0.9% |
89% |
False |
False |
11,604 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0086 |
0.9% |
89% |
False |
False |
9,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0363 |
|
2.618 |
1.0228 |
|
1.618 |
1.0145 |
|
1.000 |
1.0094 |
|
0.618 |
1.0062 |
|
HIGH |
1.0011 |
|
0.618 |
0.9979 |
|
0.500 |
0.9969 |
|
0.382 |
0.9959 |
|
LOW |
0.9928 |
|
0.618 |
0.9876 |
|
1.000 |
0.9845 |
|
1.618 |
0.9793 |
|
2.618 |
0.9710 |
|
4.250 |
0.9575 |
|
|
| Fisher Pivots for day following 26-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9989 |
0.9990 |
| PP |
0.9979 |
0.9980 |
| S1 |
0.9969 |
0.9970 |
|