CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 04-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2016 |
04-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9927 |
0.9891 |
-0.0036 |
-0.4% |
0.9438 |
| High |
0.9942 |
0.9930 |
-0.0012 |
-0.1% |
0.9823 |
| Low |
0.9861 |
0.9850 |
-0.0011 |
-0.1% |
0.9388 |
| Close |
0.9903 |
0.9900 |
-0.0003 |
0.0% |
0.9820 |
| Range |
0.0081 |
0.0080 |
-0.0001 |
-1.2% |
0.0436 |
| ATR |
0.0142 |
0.0137 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
92,193 |
75,870 |
-16,323 |
-17.7% |
750,596 |
|
| Daily Pivots for day following 04-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0096 |
0.9944 |
|
| R3 |
1.0053 |
1.0016 |
0.9922 |
|
| R2 |
0.9973 |
0.9973 |
0.9914 |
|
| R1 |
0.9936 |
0.9936 |
0.9907 |
0.9955 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9902 |
| S1 |
0.9856 |
0.9856 |
0.9892 |
0.9875 |
| S2 |
0.9813 |
0.9813 |
0.9885 |
|
| S3 |
0.9733 |
0.9776 |
0.9878 |
|
| S4 |
0.9653 |
0.9696 |
0.9856 |
|
|
| 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 |
0.9949 |
0.9479 |
0.0470 |
4.7% |
0.0154 |
1.6% |
89% |
False |
False |
137,432 |
| 10 |
0.9949 |
0.9388 |
0.0562 |
5.7% |
0.0137 |
1.4% |
91% |
False |
False |
124,351 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.1% |
0.0142 |
1.4% |
82% |
False |
False |
130,515 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0140 |
1.4% |
71% |
False |
False |
130,833 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0122 |
1.2% |
79% |
False |
False |
90,515 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0114 |
1.2% |
80% |
False |
False |
67,940 |
| 100 |
1.0131 |
0.8818 |
0.1313 |
13.3% |
0.0107 |
1.1% |
82% |
False |
False |
54,369 |
| 120 |
1.0131 |
0.8796 |
0.1336 |
13.5% |
0.0096 |
1.0% |
83% |
False |
False |
45,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0270 |
|
2.618 |
1.0139 |
|
1.618 |
1.0059 |
|
1.000 |
1.0010 |
|
0.618 |
0.9979 |
|
HIGH |
0.9930 |
|
0.618 |
0.9899 |
|
0.500 |
0.9890 |
|
0.382 |
0.9881 |
|
LOW |
0.9850 |
|
0.618 |
0.9801 |
|
1.000 |
0.9770 |
|
1.618 |
0.9721 |
|
2.618 |
0.9641 |
|
4.250 |
0.9510 |
|
|
| Fisher Pivots for day following 04-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9896 |
0.9881 |
| PP |
0.9893 |
0.9863 |
| S1 |
0.9890 |
0.9845 |
|