CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0018 |
0.9942 |
-0.0076 |
-0.8% |
0.9888 |
| High |
1.0022 |
0.9988 |
-0.0034 |
-0.3% |
1.0058 |
| Low |
0.9964 |
0.9916 |
-0.0048 |
-0.5% |
0.9869 |
| Close |
0.9987 |
0.9982 |
-0.0005 |
-0.1% |
0.9987 |
| Range |
0.0058 |
0.0072 |
0.0014 |
24.3% |
0.0190 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
74,595 |
83,114 |
8,519 |
11.4% |
503,272 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0150 |
1.0021 |
|
| R3 |
1.0105 |
1.0079 |
1.0001 |
|
| R2 |
1.0033 |
1.0033 |
0.9995 |
|
| R1 |
1.0007 |
1.0007 |
0.9988 |
1.0020 |
| PP |
0.9962 |
0.9962 |
0.9962 |
0.9968 |
| S1 |
0.9936 |
0.9936 |
0.9975 |
0.9949 |
| S2 |
0.9890 |
0.9890 |
0.9968 |
|
| S3 |
0.9819 |
0.9864 |
0.9962 |
|
| S4 |
0.9747 |
0.9793 |
0.9942 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0453 |
1.0091 |
|
| R3 |
1.0350 |
1.0263 |
1.0039 |
|
| R2 |
1.0161 |
1.0161 |
1.0021 |
|
| R1 |
1.0074 |
1.0074 |
1.0004 |
1.0117 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9993 |
| S1 |
0.9884 |
0.9884 |
0.9969 |
0.9928 |
| S2 |
0.9782 |
0.9782 |
0.9952 |
|
| S3 |
0.9592 |
0.9695 |
0.9934 |
|
| S4 |
0.9403 |
0.9505 |
0.9882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0058 |
0.9884 |
0.0174 |
1.7% |
0.0101 |
1.0% |
56% |
False |
False |
105,287 |
| 10 |
1.0058 |
0.9768 |
0.0291 |
2.9% |
0.0097 |
1.0% |
74% |
False |
False |
90,420 |
| 20 |
1.0058 |
0.9405 |
0.0654 |
6.5% |
0.0118 |
1.2% |
88% |
False |
False |
108,330 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.4% |
0.0121 |
1.2% |
90% |
False |
False |
114,257 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0127 |
1.3% |
87% |
False |
False |
108,555 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0115 |
1.1% |
87% |
False |
False |
81,556 |
| 100 |
1.0131 |
0.8944 |
0.1188 |
11.9% |
0.0110 |
1.1% |
87% |
False |
False |
65,275 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.3% |
0.0103 |
1.0% |
89% |
False |
False |
54,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0291 |
|
2.618 |
1.0175 |
|
1.618 |
1.0103 |
|
1.000 |
1.0059 |
|
0.618 |
1.0032 |
|
HIGH |
0.9988 |
|
0.618 |
0.9960 |
|
0.500 |
0.9952 |
|
0.382 |
0.9943 |
|
LOW |
0.9916 |
|
0.618 |
0.9872 |
|
1.000 |
0.9845 |
|
1.618 |
0.9800 |
|
2.618 |
0.9729 |
|
4.250 |
0.9612 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9972 |
0.9981 |
| PP |
0.9962 |
0.9981 |
| S1 |
0.9952 |
0.9981 |
|