CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 10-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2016 |
10-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9777 |
0.9832 |
0.0055 |
0.6% |
0.9805 |
| High |
0.9839 |
0.9918 |
0.0079 |
0.8% |
0.9949 |
| Low |
0.9768 |
0.9822 |
0.0055 |
0.6% |
0.9740 |
| Close |
0.9830 |
0.9885 |
0.0055 |
0.6% |
0.9846 |
| Range |
0.0072 |
0.0096 |
0.0024 |
33.6% |
0.0209 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
60,641 |
86,669 |
26,028 |
42.9% |
516,294 |
|
| Daily Pivots for day following 10-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0118 |
0.9937 |
|
| R3 |
1.0066 |
1.0023 |
0.9911 |
|
| R2 |
0.9970 |
0.9970 |
0.9902 |
|
| R1 |
0.9927 |
0.9927 |
0.9893 |
0.9949 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9885 |
| S1 |
0.9832 |
0.9832 |
0.9876 |
0.9853 |
| S2 |
0.9779 |
0.9779 |
0.9867 |
|
| S3 |
0.9684 |
0.9736 |
0.9858 |
|
| S4 |
0.9588 |
0.9641 |
0.9832 |
|
|
| 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 |
0.9930 |
0.9757 |
0.0174 |
1.8% |
0.0087 |
0.9% |
74% |
False |
False |
82,040 |
| 10 |
0.9949 |
0.9479 |
0.0470 |
4.8% |
0.0122 |
1.2% |
86% |
False |
False |
112,626 |
| 20 |
0.9949 |
0.9323 |
0.0626 |
6.3% |
0.0126 |
1.3% |
90% |
False |
False |
117,449 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0141 |
1.4% |
69% |
False |
False |
126,552 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0123 |
1.2% |
78% |
False |
False |
96,065 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0115 |
1.2% |
78% |
False |
False |
72,111 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
13.1% |
0.0106 |
1.1% |
81% |
False |
False |
57,710 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.4% |
0.0098 |
1.0% |
81% |
False |
False |
48,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0323 |
|
2.618 |
1.0168 |
|
1.618 |
1.0072 |
|
1.000 |
1.0013 |
|
0.618 |
0.9977 |
|
HIGH |
0.9918 |
|
0.618 |
0.9881 |
|
0.500 |
0.9870 |
|
0.382 |
0.9858 |
|
LOW |
0.9822 |
|
0.618 |
0.9763 |
|
1.000 |
0.9727 |
|
1.618 |
0.9667 |
|
2.618 |
0.9572 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 10-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9880 |
0.9869 |
| PP |
0.9875 |
0.9853 |
| S1 |
0.9870 |
0.9837 |
|