CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 17-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2016 |
17-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9889 |
0.9984 |
0.0096 |
1.0% |
0.9824 |
| High |
1.0058 |
1.0008 |
-0.0051 |
-0.5% |
0.9932 |
| Low |
0.9884 |
0.9896 |
0.0012 |
0.1% |
0.9757 |
| Close |
0.9985 |
0.9992 |
0.0007 |
0.1% |
0.9889 |
| Range |
0.0174 |
0.0112 |
-0.0062 |
-35.6% |
0.0175 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
132,124 |
116,031 |
-16,093 |
-12.2% |
392,280 |
|
| Daily Pivots for day following 17-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0258 |
1.0053 |
|
| R3 |
1.0189 |
1.0146 |
1.0022 |
|
| R2 |
1.0077 |
1.0077 |
1.0012 |
|
| R1 |
1.0034 |
1.0034 |
1.0002 |
1.0056 |
| PP |
0.9965 |
0.9965 |
0.9965 |
0.9976 |
| S1 |
0.9922 |
0.9922 |
0.9981 |
0.9944 |
| S2 |
0.9853 |
0.9853 |
0.9971 |
|
| S3 |
0.9741 |
0.9810 |
0.9961 |
|
| S4 |
0.9629 |
0.9698 |
0.9930 |
|
|
| 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% |
0.0117 |
1.2% |
75% |
False |
False |
95,722 |
| 10 |
1.0058 |
0.9757 |
0.0302 |
3.0% |
0.0102 |
1.0% |
78% |
False |
False |
88,881 |
| 20 |
1.0058 |
0.9323 |
0.0735 |
7.4% |
0.0125 |
1.2% |
91% |
False |
False |
110,941 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.1% |
0.0140 |
1.4% |
83% |
False |
False |
119,809 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.2% |
0.0126 |
1.3% |
88% |
False |
False |
103,955 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0117 |
1.2% |
88% |
False |
False |
78,085 |
| 100 |
1.0131 |
0.8840 |
0.1291 |
12.9% |
0.0109 |
1.1% |
89% |
False |
False |
62,494 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.3% |
0.0103 |
1.0% |
89% |
False |
False |
52,083 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0484 |
|
2.618 |
1.0301 |
|
1.618 |
1.0189 |
|
1.000 |
1.0120 |
|
0.618 |
1.0077 |
|
HIGH |
1.0008 |
|
0.618 |
0.9965 |
|
0.500 |
0.9952 |
|
0.382 |
0.9938 |
|
LOW |
0.9896 |
|
0.618 |
0.9826 |
|
1.000 |
0.9784 |
|
1.618 |
0.9714 |
|
2.618 |
0.9602 |
|
4.250 |
0.9420 |
|
|
| Fisher Pivots for day following 17-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9978 |
0.9982 |
| PP |
0.9965 |
0.9973 |
| S1 |
0.9952 |
0.9963 |
|