CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 11-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2016 |
11-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9894 |
0.0062 |
0.6% |
0.9805 |
| High |
0.9918 |
0.9912 |
-0.0006 |
-0.1% |
0.9949 |
| Low |
0.9822 |
0.9811 |
-0.0011 |
-0.1% |
0.9740 |
| Close |
0.9885 |
0.9824 |
-0.0061 |
-0.6% |
0.9846 |
| Range |
0.0096 |
0.0101 |
0.0006 |
5.8% |
0.0209 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
86,669 |
59,764 |
-26,905 |
-31.0% |
516,294 |
|
| Daily Pivots for day following 11-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0089 |
0.9880 |
|
| R3 |
1.0051 |
0.9988 |
0.9852 |
|
| R2 |
0.9950 |
0.9950 |
0.9843 |
|
| R1 |
0.9887 |
0.9887 |
0.9833 |
0.9868 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9840 |
| S1 |
0.9786 |
0.9786 |
0.9815 |
0.9767 |
| S2 |
0.9748 |
0.9748 |
0.9805 |
|
| S3 |
0.9647 |
0.9685 |
0.9796 |
|
| S4 |
0.9546 |
0.9584 |
0.9768 |
|
|
| 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 |
0.9929 |
0.9757 |
0.0172 |
1.8% |
0.0091 |
0.9% |
39% |
False |
False |
78,819 |
| 10 |
0.9949 |
0.9479 |
0.0470 |
4.8% |
0.0122 |
1.2% |
73% |
False |
False |
108,125 |
| 20 |
0.9949 |
0.9323 |
0.0626 |
6.4% |
0.0122 |
1.2% |
80% |
False |
False |
111,934 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0141 |
1.4% |
62% |
False |
False |
124,980 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0124 |
1.3% |
73% |
False |
False |
97,052 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0116 |
1.2% |
73% |
False |
False |
72,857 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
13.1% |
0.0106 |
1.1% |
76% |
False |
False |
58,308 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.5% |
0.0099 |
1.0% |
77% |
False |
False |
48,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0341 |
|
2.618 |
1.0176 |
|
1.618 |
1.0075 |
|
1.000 |
1.0013 |
|
0.618 |
0.9974 |
|
HIGH |
0.9912 |
|
0.618 |
0.9873 |
|
0.500 |
0.9862 |
|
0.382 |
0.9850 |
|
LOW |
0.9811 |
|
0.618 |
0.9749 |
|
1.000 |
0.9710 |
|
1.618 |
0.9648 |
|
2.618 |
0.9547 |
|
4.250 |
0.9382 |
|
|
| Fisher Pivots for day following 11-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9862 |
0.9843 |
| PP |
0.9849 |
0.9836 |
| S1 |
0.9837 |
0.9830 |
|