CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 12-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2016 |
12-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9894 |
0.9822 |
-0.0072 |
-0.7% |
0.9824 |
| High |
0.9912 |
0.9932 |
0.0020 |
0.2% |
0.9932 |
| Low |
0.9811 |
0.9790 |
-0.0021 |
-0.2% |
0.9757 |
| Close |
0.9824 |
0.9889 |
0.0065 |
0.7% |
0.9889 |
| Range |
0.0101 |
0.0142 |
0.0041 |
40.1% |
0.0175 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
1.0% |
0.0000 |
| Volume |
59,764 |
110,741 |
50,977 |
85.3% |
392,280 |
|
| Daily Pivots for day following 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0233 |
0.9967 |
|
| R3 |
1.0153 |
1.0092 |
0.9928 |
|
| R2 |
1.0012 |
1.0012 |
0.9915 |
|
| R1 |
0.9950 |
0.9950 |
0.9902 |
0.9981 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9886 |
| S1 |
0.9809 |
0.9809 |
0.9876 |
0.9840 |
| S2 |
0.9729 |
0.9729 |
0.9863 |
|
| S3 |
0.9587 |
0.9667 |
0.9850 |
|
| S4 |
0.9446 |
0.9526 |
0.9811 |
|
|
| Weekly Pivots for week ending 12-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0312 |
0.9985 |
|
| R3 |
1.0209 |
1.0137 |
0.9937 |
|
| R2 |
1.0034 |
1.0034 |
0.9921 |
|
| R1 |
0.9962 |
0.9962 |
0.9905 |
0.9998 |
| PP |
0.9859 |
0.9859 |
0.9859 |
0.9877 |
| S1 |
0.9787 |
0.9787 |
0.9873 |
0.9823 |
| S2 |
0.9684 |
0.9684 |
0.9857 |
|
| S3 |
0.9509 |
0.9612 |
0.9841 |
|
| S4 |
0.9334 |
0.9437 |
0.9793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9932 |
0.9757 |
0.0175 |
1.8% |
0.0097 |
1.0% |
76% |
True |
False |
78,456 |
| 10 |
0.9949 |
0.9740 |
0.0209 |
2.1% |
0.0102 |
1.0% |
71% |
False |
False |
90,857 |
| 20 |
0.9949 |
0.9323 |
0.0626 |
6.3% |
0.0121 |
1.2% |
90% |
False |
False |
109,729 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0139 |
1.4% |
70% |
False |
False |
121,232 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0124 |
1.3% |
78% |
False |
False |
98,872 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0116 |
1.2% |
79% |
False |
False |
74,241 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
13.1% |
0.0107 |
1.1% |
81% |
False |
False |
59,415 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.4% |
0.0100 |
1.0% |
82% |
False |
False |
49,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0533 |
|
2.618 |
1.0302 |
|
1.618 |
1.0160 |
|
1.000 |
1.0073 |
|
0.618 |
1.0019 |
|
HIGH |
0.9932 |
|
0.618 |
0.9877 |
|
0.500 |
0.9861 |
|
0.382 |
0.9844 |
|
LOW |
0.9790 |
|
0.618 |
0.9703 |
|
1.000 |
0.9649 |
|
1.618 |
0.9561 |
|
2.618 |
0.9420 |
|
4.250 |
0.9189 |
|
|
| Fisher Pivots for day following 12-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9880 |
0.9880 |
| PP |
0.9870 |
0.9870 |
| S1 |
0.9861 |
0.9861 |
|