CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 04-Oct-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9903 |
0.9867 |
-0.0037 |
-0.4% |
0.9931 |
| High |
0.9910 |
0.9871 |
-0.0039 |
-0.4% |
1.0027 |
| Low |
0.9864 |
0.9738 |
-0.0126 |
-1.3% |
0.9849 |
| Close |
0.9874 |
0.9755 |
-0.0120 |
-1.2% |
0.9891 |
| Range |
0.0047 |
0.0133 |
0.0086 |
186.0% |
0.0178 |
| ATR |
0.0097 |
0.0099 |
0.0003 |
2.9% |
0.0000 |
| Volume |
83,079 |
157,358 |
74,279 |
89.4% |
614,654 |
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0104 |
0.9828 |
|
| R3 |
1.0054 |
0.9971 |
0.9791 |
|
| R2 |
0.9921 |
0.9921 |
0.9779 |
|
| R1 |
0.9838 |
0.9838 |
0.9767 |
0.9813 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9775 |
| S1 |
0.9705 |
0.9705 |
0.9742 |
0.9680 |
| S2 |
0.9655 |
0.9655 |
0.9730 |
|
| S3 |
0.9522 |
0.9572 |
0.9718 |
|
| S4 |
0.9389 |
0.9439 |
0.9681 |
|
|
| 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 |
1.0010 |
0.9738 |
0.0272 |
2.8% |
0.0092 |
0.9% |
6% |
False |
True |
126,321 |
| 10 |
1.0028 |
0.9738 |
0.0290 |
3.0% |
0.0101 |
1.0% |
6% |
False |
True |
131,224 |
| 20 |
1.0028 |
0.9716 |
0.0312 |
3.2% |
0.0098 |
1.0% |
13% |
False |
False |
93,822 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.8% |
0.0098 |
1.0% |
27% |
False |
False |
47,729 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.6% |
0.0108 |
1.1% |
53% |
False |
False |
31,951 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.8% |
0.0112 |
1.1% |
52% |
False |
False |
24,003 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0098 |
1.0% |
66% |
False |
False |
19,212 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0089 |
0.9% |
67% |
False |
False |
16,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0436 |
|
2.618 |
1.0219 |
|
1.618 |
1.0086 |
|
1.000 |
1.0004 |
|
0.618 |
0.9953 |
|
HIGH |
0.9871 |
|
0.618 |
0.9820 |
|
0.500 |
0.9804 |
|
0.382 |
0.9789 |
|
LOW |
0.9738 |
|
0.618 |
0.9656 |
|
1.000 |
0.9605 |
|
1.618 |
0.9523 |
|
2.618 |
0.9390 |
|
4.250 |
0.9173 |
|
|
| Fisher Pivots for day following 04-Oct-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9848 |
| PP |
0.9788 |
0.9817 |
| S1 |
0.9771 |
0.9786 |
|