CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 01-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2016 |
01-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9517 |
0.9805 |
0.0288 |
3.0% |
0.9438 |
| High |
0.9823 |
0.9809 |
-0.0014 |
-0.1% |
0.9823 |
| Low |
0.9479 |
0.9755 |
0.0276 |
2.9% |
0.9388 |
| Close |
0.9820 |
0.9786 |
-0.0034 |
-0.3% |
0.9820 |
| Range |
0.0344 |
0.0054 |
-0.0290 |
-84.3% |
0.0436 |
| ATR |
0.0148 |
0.0142 |
-0.0006 |
-4.0% |
0.0000 |
| Volume |
283,426 |
89,855 |
-193,571 |
-68.3% |
750,596 |
|
| Daily Pivots for day following 01-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9945 |
0.9919 |
0.9815 |
|
| R3 |
0.9891 |
0.9865 |
0.9800 |
|
| R2 |
0.9837 |
0.9837 |
0.9795 |
|
| R1 |
0.9811 |
0.9811 |
0.9790 |
0.9797 |
| PP |
0.9783 |
0.9783 |
0.9783 |
0.9776 |
| S1 |
0.9757 |
0.9757 |
0.9781 |
0.9743 |
| S2 |
0.9729 |
0.9729 |
0.9776 |
|
| S3 |
0.9675 |
0.9703 |
0.9771 |
|
| S4 |
0.9621 |
0.9649 |
0.9756 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0837 |
1.0059 |
|
| R3 |
1.0548 |
1.0401 |
0.9939 |
|
| R2 |
1.0112 |
1.0112 |
0.9899 |
|
| R1 |
0.9966 |
0.9966 |
0.9859 |
1.0039 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9713 |
| S1 |
0.9530 |
0.9530 |
0.9780 |
0.9604 |
| S2 |
0.9241 |
0.9241 |
0.9740 |
|
| S3 |
0.8806 |
0.9095 |
0.9700 |
|
| S4 |
0.8370 |
0.8659 |
0.9580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9823 |
0.9405 |
0.0419 |
4.3% |
0.0167 |
1.7% |
91% |
False |
False |
152,300 |
| 10 |
0.9823 |
0.9323 |
0.0500 |
5.1% |
0.0137 |
1.4% |
93% |
False |
False |
128,384 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.2% |
0.0142 |
1.5% |
66% |
False |
False |
131,627 |
| 40 |
1.0131 |
0.9298 |
0.0833 |
8.5% |
0.0137 |
1.4% |
59% |
False |
False |
126,837 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0120 |
1.2% |
69% |
False |
False |
85,302 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0112 |
1.1% |
70% |
False |
False |
64,022 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.6% |
0.0105 |
1.1% |
74% |
False |
False |
51,231 |
| 120 |
1.0131 |
0.8762 |
0.1369 |
14.0% |
0.0095 |
1.0% |
75% |
False |
False |
42,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0039 |
|
2.618 |
0.9950 |
|
1.618 |
0.9896 |
|
1.000 |
0.9863 |
|
0.618 |
0.9842 |
|
HIGH |
0.9809 |
|
0.618 |
0.9788 |
|
0.500 |
0.9782 |
|
0.382 |
0.9776 |
|
LOW |
0.9755 |
|
0.618 |
0.9722 |
|
1.000 |
0.9701 |
|
1.618 |
0.9668 |
|
2.618 |
0.9614 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 01-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9784 |
0.9741 |
| PP |
0.9783 |
0.9696 |
| S1 |
0.9782 |
0.9651 |
|