CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 29-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9996 |
0.9961 |
-0.0035 |
-0.4% |
0.9818 |
| High |
1.0010 |
0.9964 |
-0.0046 |
-0.5% |
1.0028 |
| Low |
0.9954 |
0.9849 |
-0.0105 |
-1.1% |
0.9765 |
| Close |
0.9961 |
0.9926 |
-0.0035 |
-0.4% |
0.9928 |
| Range |
0.0056 |
0.0116 |
0.0060 |
106.3% |
0.0263 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.2% |
0.0000 |
| Volume |
93,506 |
152,934 |
59,428 |
63.6% |
609,792 |
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0208 |
0.9989 |
|
| R3 |
1.0144 |
1.0092 |
0.9957 |
|
| R2 |
1.0028 |
1.0028 |
0.9947 |
|
| R1 |
0.9977 |
0.9977 |
0.9936 |
0.9945 |
| PP |
0.9913 |
0.9913 |
0.9913 |
0.9897 |
| S1 |
0.9861 |
0.9861 |
0.9915 |
0.9829 |
| S2 |
0.9797 |
0.9797 |
0.9904 |
|
| S3 |
0.9682 |
0.9746 |
0.9894 |
|
| S4 |
0.9566 |
0.9630 |
0.9862 |
|
|
| 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 |
1.0027 |
0.9849 |
0.0178 |
1.8% |
0.0080 |
0.8% |
43% |
False |
True |
114,445 |
| 10 |
1.0028 |
0.9765 |
0.0263 |
2.6% |
0.0093 |
0.9% |
61% |
False |
False |
118,061 |
| 20 |
1.0028 |
0.9630 |
0.0398 |
4.0% |
0.0106 |
1.1% |
74% |
False |
False |
75,427 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0097 |
1.0% |
63% |
False |
False |
38,116 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0110 |
1.1% |
77% |
False |
False |
25,548 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.6% |
0.0110 |
1.1% |
75% |
False |
False |
19,189 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0096 |
1.0% |
82% |
False |
False |
15,360 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0087 |
0.9% |
82% |
False |
False |
12,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0455 |
|
2.618 |
1.0266 |
|
1.618 |
1.0151 |
|
1.000 |
1.0080 |
|
0.618 |
1.0035 |
|
HIGH |
0.9964 |
|
0.618 |
0.9920 |
|
0.500 |
0.9906 |
|
0.382 |
0.9893 |
|
LOW |
0.9849 |
|
0.618 |
0.9777 |
|
1.000 |
0.9733 |
|
1.618 |
0.9662 |
|
2.618 |
0.9546 |
|
4.250 |
0.9358 |
|
|
| Fisher Pivots for day following 29-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9919 |
0.9938 |
| PP |
0.9913 |
0.9934 |
| S1 |
0.9906 |
0.9930 |
|