CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 18-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2016 |
18-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9984 |
0.9986 |
0.0002 |
0.0% |
0.9824 |
| High |
1.0008 |
1.0046 |
0.0039 |
0.4% |
0.9932 |
| Low |
0.9896 |
0.9956 |
0.0061 |
0.6% |
0.9757 |
| Close |
0.9992 |
1.0018 |
0.0026 |
0.3% |
0.9889 |
| Range |
0.0112 |
0.0090 |
-0.0022 |
-19.6% |
0.0175 |
| ATR |
0.0123 |
0.0121 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
116,031 |
120,571 |
4,540 |
3.9% |
392,280 |
|
| Daily Pivots for day following 18-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0237 |
1.0067 |
|
| R3 |
1.0187 |
1.0147 |
1.0042 |
|
| R2 |
1.0097 |
1.0097 |
1.0034 |
|
| R1 |
1.0057 |
1.0057 |
1.0026 |
1.0077 |
| PP |
1.0007 |
1.0007 |
1.0007 |
1.0016 |
| S1 |
0.9967 |
0.9967 |
1.0009 |
0.9987 |
| S2 |
0.9917 |
0.9917 |
1.0001 |
|
| S3 |
0.9827 |
0.9877 |
0.9993 |
|
| S4 |
0.9737 |
0.9787 |
0.9968 |
|
|
| 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% |
0.0115 |
1.1% |
85% |
False |
False |
107,883 |
| 10 |
1.0058 |
0.9757 |
0.0302 |
3.0% |
0.0103 |
1.0% |
87% |
False |
False |
93,351 |
| 20 |
1.0058 |
0.9388 |
0.0671 |
6.7% |
0.0120 |
1.2% |
94% |
False |
False |
108,851 |
| 40 |
1.0131 |
0.9323 |
0.0808 |
8.1% |
0.0141 |
1.4% |
86% |
False |
False |
120,928 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.2% |
0.0127 |
1.3% |
90% |
False |
False |
105,950 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.4% |
0.0117 |
1.2% |
90% |
False |
False |
79,591 |
| 100 |
1.0131 |
0.8918 |
0.1214 |
12.1% |
0.0109 |
1.1% |
91% |
False |
False |
63,699 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.2% |
0.0103 |
1.0% |
91% |
False |
False |
53,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0282 |
|
1.618 |
1.0192 |
|
1.000 |
1.0136 |
|
0.618 |
1.0102 |
|
HIGH |
1.0046 |
|
0.618 |
1.0012 |
|
0.500 |
1.0001 |
|
0.382 |
0.9990 |
|
LOW |
0.9956 |
|
0.618 |
0.9900 |
|
1.000 |
0.9866 |
|
1.618 |
0.9810 |
|
2.618 |
0.9720 |
|
4.250 |
0.9574 |
|
|
| Fisher Pivots for day following 18-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0012 |
1.0002 |
| PP |
1.0007 |
0.9987 |
| S1 |
1.0001 |
0.9971 |
|