CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9824 |
0.9777 |
-0.0047 |
-0.5% |
0.9805 |
| High |
0.9830 |
0.9839 |
0.0010 |
0.1% |
0.9949 |
| Low |
0.9757 |
0.9768 |
0.0011 |
0.1% |
0.9740 |
| Close |
0.9773 |
0.9830 |
0.0057 |
0.6% |
0.9846 |
| Range |
0.0073 |
0.0072 |
-0.0002 |
-2.1% |
0.0209 |
| ATR |
0.0133 |
0.0128 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
74,465 |
60,641 |
-13,824 |
-18.6% |
516,294 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0027 |
1.0000 |
0.9869 |
|
| R3 |
0.9955 |
0.9928 |
0.9849 |
|
| R2 |
0.9884 |
0.9884 |
0.9843 |
|
| R1 |
0.9857 |
0.9857 |
0.9836 |
0.9870 |
| PP |
0.9812 |
0.9812 |
0.9812 |
0.9819 |
| S1 |
0.9785 |
0.9785 |
0.9823 |
0.9799 |
| S2 |
0.9741 |
0.9741 |
0.9816 |
|
| S3 |
0.9669 |
0.9714 |
0.9810 |
|
| S4 |
0.9598 |
0.9642 |
0.9790 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0368 |
0.9961 |
|
| R3 |
1.0263 |
1.0159 |
0.9903 |
|
| R2 |
1.0054 |
1.0054 |
0.9884 |
|
| R1 |
0.9950 |
0.9950 |
0.9865 |
1.0002 |
| PP |
0.9845 |
0.9845 |
0.9845 |
0.9871 |
| S1 |
0.9741 |
0.9741 |
0.9827 |
0.9793 |
| S2 |
0.9636 |
0.9636 |
0.9808 |
|
| S3 |
0.9427 |
0.9532 |
0.9789 |
|
| S4 |
0.9218 |
0.9323 |
0.9731 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9942 |
0.9757 |
0.0186 |
1.9% |
0.0084 |
0.9% |
39% |
False |
False |
83,145 |
| 10 |
0.9949 |
0.9405 |
0.0545 |
5.5% |
0.0129 |
1.3% |
78% |
False |
False |
119,651 |
| 20 |
0.9949 |
0.9323 |
0.0626 |
6.4% |
0.0125 |
1.3% |
81% |
False |
False |
120,291 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0140 |
1.4% |
63% |
False |
False |
127,886 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0122 |
1.2% |
73% |
False |
False |
94,628 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0115 |
1.2% |
74% |
False |
False |
71,029 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
13.1% |
0.0105 |
1.1% |
77% |
False |
False |
56,844 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.5% |
0.0097 |
1.0% |
77% |
False |
False |
47,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
1.0026 |
|
1.618 |
0.9955 |
|
1.000 |
0.9911 |
|
0.618 |
0.9883 |
|
HIGH |
0.9839 |
|
0.618 |
0.9812 |
|
0.500 |
0.9803 |
|
0.382 |
0.9795 |
|
LOW |
0.9768 |
|
0.618 |
0.9723 |
|
1.000 |
0.9696 |
|
1.618 |
0.9652 |
|
2.618 |
0.9580 |
|
4.250 |
0.9464 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9843 |
| PP |
0.9812 |
0.9838 |
| S1 |
0.9803 |
0.9834 |
|