CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 03-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9923 |
0.9903 |
-0.0019 |
-0.2% |
0.9931 |
| High |
0.9957 |
0.9910 |
-0.0047 |
-0.5% |
1.0027 |
| Low |
0.9850 |
0.9864 |
0.0014 |
0.1% |
0.9849 |
| Close |
0.9891 |
0.9874 |
-0.0017 |
-0.2% |
0.9891 |
| Range |
0.0107 |
0.0047 |
-0.0061 |
-56.5% |
0.0178 |
| ATR |
0.0100 |
0.0097 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
144,728 |
83,079 |
-61,649 |
-42.6% |
614,654 |
|
| Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
0.9995 |
0.9900 |
|
| R3 |
0.9976 |
0.9948 |
0.9887 |
|
| R2 |
0.9929 |
0.9929 |
0.9883 |
|
| R1 |
0.9902 |
0.9902 |
0.9878 |
0.9892 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9878 |
| S1 |
0.9855 |
0.9855 |
0.9870 |
0.9846 |
| S2 |
0.9836 |
0.9836 |
0.9865 |
|
| S3 |
0.9790 |
0.9809 |
0.9861 |
|
| S4 |
0.9743 |
0.9762 |
0.9848 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0351 |
0.9988 |
|
| R3 |
1.0278 |
1.0173 |
0.9939 |
|
| R2 |
1.0100 |
1.0100 |
0.9923 |
|
| R1 |
0.9995 |
0.9995 |
0.9907 |
0.9959 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9904 |
| S1 |
0.9817 |
0.9817 |
0.9874 |
0.9781 |
| S2 |
0.9744 |
0.9744 |
0.9858 |
|
| S3 |
0.9566 |
0.9639 |
0.9842 |
|
| S4 |
0.9388 |
0.9461 |
0.9793 |
|
|
| 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% |
0.0083 |
0.8% |
14% |
False |
False |
120,688 |
| 10 |
1.0028 |
0.9765 |
0.0263 |
2.7% |
0.0093 |
0.9% |
42% |
False |
False |
122,667 |
| 20 |
1.0028 |
0.9645 |
0.0383 |
3.9% |
0.0102 |
1.0% |
60% |
False |
False |
86,401 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0096 |
1.0% |
52% |
False |
False |
43,799 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0110 |
1.1% |
70% |
False |
False |
29,334 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0110 |
1.1% |
68% |
False |
False |
22,036 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0097 |
1.0% |
77% |
False |
False |
17,638 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0088 |
0.9% |
78% |
False |
False |
14,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0108 |
|
2.618 |
1.0032 |
|
1.618 |
0.9985 |
|
1.000 |
0.9957 |
|
0.618 |
0.9939 |
|
HIGH |
0.9910 |
|
0.618 |
0.9892 |
|
0.500 |
0.9887 |
|
0.382 |
0.9881 |
|
LOW |
0.9864 |
|
0.618 |
0.9835 |
|
1.000 |
0.9817 |
|
1.618 |
0.9788 |
|
2.618 |
0.9742 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 03-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9906 |
| PP |
0.9883 |
0.9896 |
| S1 |
0.9878 |
0.9885 |
|