CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 27-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2016 |
27-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9931 |
1.0004 |
0.0073 |
0.7% |
0.9818 |
| High |
1.0011 |
1.0027 |
0.0016 |
0.2% |
1.0028 |
| Low |
0.9928 |
0.9937 |
0.0009 |
0.1% |
0.9765 |
| Close |
1.0000 |
1.0008 |
0.0008 |
0.1% |
0.9928 |
| Range |
0.0083 |
0.0090 |
0.0007 |
8.4% |
0.0263 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
94,291 |
129,195 |
34,904 |
37.0% |
609,792 |
|
| Daily Pivots for day following 27-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0260 |
1.0224 |
1.0057 |
|
| R3 |
1.0170 |
1.0134 |
1.0032 |
|
| R2 |
1.0080 |
1.0080 |
1.0024 |
|
| R1 |
1.0044 |
1.0044 |
1.0016 |
1.0062 |
| PP |
0.9990 |
0.9990 |
0.9990 |
0.9999 |
| S1 |
0.9954 |
0.9954 |
0.9999 |
0.9972 |
| S2 |
0.9900 |
0.9900 |
0.9991 |
|
| S3 |
0.9810 |
0.9864 |
0.9983 |
|
| S4 |
0.9720 |
0.9774 |
0.9958 |
|
|
| 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% |
0.0111 |
1.1% |
92% |
False |
False |
136,128 |
| 10 |
1.0028 |
0.9716 |
0.0312 |
3.1% |
0.0096 |
1.0% |
94% |
False |
False |
109,049 |
| 20 |
1.0028 |
0.9630 |
0.0398 |
4.0% |
0.0107 |
1.1% |
95% |
False |
False |
63,342 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0100 |
1.0% |
81% |
False |
False |
31,963 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0111 |
1.1% |
88% |
False |
False |
21,445 |
| 80 |
1.0117 |
0.9345 |
0.0772 |
7.7% |
0.0109 |
1.1% |
86% |
False |
False |
16,110 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0095 |
1.0% |
90% |
False |
False |
12,896 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0086 |
0.9% |
90% |
False |
False |
10,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0409 |
|
2.618 |
1.0262 |
|
1.618 |
1.0172 |
|
1.000 |
1.0117 |
|
0.618 |
1.0082 |
|
HIGH |
1.0027 |
|
0.618 |
0.9992 |
|
0.500 |
0.9982 |
|
0.382 |
0.9971 |
|
LOW |
0.9937 |
|
0.618 |
0.9881 |
|
1.000 |
0.9847 |
|
1.618 |
0.9791 |
|
2.618 |
0.9701 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 27-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9999 |
0.9995 |
| PP |
0.9990 |
0.9982 |
| S1 |
0.9982 |
0.9970 |
|