CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 28-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2016 |
28-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0004 |
0.9996 |
-0.0008 |
-0.1% |
0.9818 |
| High |
1.0027 |
1.0010 |
-0.0017 |
-0.2% |
1.0028 |
| Low |
0.9937 |
0.9954 |
0.0017 |
0.2% |
0.9765 |
| Close |
1.0008 |
0.9961 |
-0.0047 |
-0.5% |
0.9928 |
| Range |
0.0090 |
0.0056 |
-0.0034 |
-37.8% |
0.0263 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
129,195 |
93,506 |
-35,689 |
-27.6% |
609,792 |
|
| Daily Pivots for day following 28-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0108 |
0.9991 |
|
| R3 |
1.0087 |
1.0052 |
0.9976 |
|
| R2 |
1.0031 |
1.0031 |
0.9971 |
|
| R1 |
0.9996 |
0.9996 |
0.9966 |
0.9985 |
| PP |
0.9975 |
0.9975 |
0.9975 |
0.9969 |
| S1 |
0.9940 |
0.9940 |
0.9955 |
0.9929 |
| S2 |
0.9919 |
0.9919 |
0.9950 |
|
| S3 |
0.9863 |
0.9884 |
0.9945 |
|
| S4 |
0.9807 |
0.9828 |
0.9930 |
|
|
| 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 |
0.9913 |
0.0115 |
1.2% |
0.0074 |
0.7% |
42% |
False |
False |
103,855 |
| 10 |
1.0028 |
0.9765 |
0.0263 |
2.6% |
0.0091 |
0.9% |
75% |
False |
False |
109,991 |
| 20 |
1.0028 |
0.9630 |
0.0398 |
4.0% |
0.0103 |
1.0% |
83% |
False |
False |
67,918 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0096 |
1.0% |
71% |
False |
False |
34,295 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0110 |
1.1% |
81% |
False |
False |
23,002 |
| 80 |
1.0117 |
0.9345 |
0.0772 |
7.7% |
0.0109 |
1.1% |
80% |
False |
False |
17,279 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0096 |
1.0% |
85% |
False |
False |
13,831 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0086 |
0.9% |
86% |
False |
False |
11,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0248 |
|
2.618 |
1.0156 |
|
1.618 |
1.0100 |
|
1.000 |
1.0066 |
|
0.618 |
1.0044 |
|
HIGH |
1.0010 |
|
0.618 |
0.9988 |
|
0.500 |
0.9982 |
|
0.382 |
0.9975 |
|
LOW |
0.9954 |
|
0.618 |
0.9919 |
|
1.000 |
0.9898 |
|
1.618 |
0.9863 |
|
2.618 |
0.9807 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 28-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9982 |
0.9977 |
| PP |
0.9975 |
0.9972 |
| S1 |
0.9968 |
0.9966 |
|