CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 16-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2016 |
16-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9889 |
0.0001 |
0.0% |
0.9824 |
| High |
0.9926 |
1.0058 |
0.0132 |
1.3% |
0.9932 |
| Low |
0.9869 |
0.9884 |
0.0016 |
0.2% |
0.9757 |
| Close |
0.9888 |
0.9985 |
0.0097 |
1.0% |
0.9889 |
| Range |
0.0058 |
0.0174 |
0.0117 |
202.6% |
0.0175 |
| ATR |
0.0120 |
0.0124 |
0.0004 |
3.2% |
0.0000 |
| Volume |
59,951 |
132,124 |
72,173 |
120.4% |
392,280 |
|
| Daily Pivots for day following 16-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0415 |
1.0080 |
|
| R3 |
1.0324 |
1.0241 |
1.0032 |
|
| R2 |
1.0150 |
1.0150 |
1.0016 |
|
| R1 |
1.0067 |
1.0067 |
1.0000 |
1.0108 |
| PP |
0.9976 |
0.9976 |
0.9976 |
0.9996 |
| S1 |
0.9893 |
0.9893 |
0.9969 |
0.9934 |
| S2 |
0.9802 |
0.9802 |
0.9953 |
|
| S3 |
0.9628 |
0.9719 |
0.9937 |
|
| S4 |
0.9454 |
0.9545 |
0.9889 |
|
|
| 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 |
1.0058 |
0.9790 |
0.0268 |
2.7% |
0.0114 |
1.1% |
73% |
True |
False |
89,849 |
| 10 |
1.0058 |
0.9757 |
0.0302 |
3.0% |
0.0099 |
1.0% |
76% |
True |
False |
86,497 |
| 20 |
1.0058 |
0.9323 |
0.0735 |
7.4% |
0.0124 |
1.2% |
90% |
True |
False |
109,725 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.1% |
0.0141 |
1.4% |
82% |
False |
False |
119,954 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.2% |
0.0126 |
1.3% |
87% |
False |
False |
102,045 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0116 |
1.2% |
87% |
False |
False |
76,636 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
12.9% |
0.0108 |
1.1% |
89% |
False |
False |
61,334 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.3% |
0.0102 |
1.0% |
89% |
False |
False |
51,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0798 |
|
2.618 |
1.0514 |
|
1.618 |
1.0340 |
|
1.000 |
1.0232 |
|
0.618 |
1.0166 |
|
HIGH |
1.0058 |
|
0.618 |
0.9992 |
|
0.500 |
0.9971 |
|
0.382 |
0.9950 |
|
LOW |
0.9884 |
|
0.618 |
0.9776 |
|
1.000 |
0.9710 |
|
1.618 |
0.9602 |
|
2.618 |
0.9428 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 16-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9980 |
0.9964 |
| PP |
0.9976 |
0.9944 |
| S1 |
0.9971 |
0.9924 |
|