CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 23-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2016 |
23-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9942 |
0.9978 |
0.0037 |
0.4% |
0.9888 |
| High |
0.9988 |
1.0015 |
0.0028 |
0.3% |
1.0058 |
| Low |
0.9916 |
0.9970 |
0.0054 |
0.5% |
0.9869 |
| Close |
0.9982 |
0.9987 |
0.0005 |
0.1% |
0.9987 |
| Range |
0.0072 |
0.0046 |
-0.0026 |
-36.4% |
0.0190 |
| ATR |
0.0113 |
0.0108 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
83,114 |
76,057 |
-7,057 |
-8.5% |
503,272 |
|
| Daily Pivots for day following 23-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0102 |
1.0012 |
|
| R3 |
1.0081 |
1.0057 |
0.9999 |
|
| R2 |
1.0036 |
1.0036 |
0.9995 |
|
| R1 |
1.0011 |
1.0011 |
0.9991 |
1.0024 |
| PP |
0.9990 |
0.9990 |
0.9990 |
0.9997 |
| S1 |
0.9966 |
0.9966 |
0.9982 |
0.9978 |
| S2 |
0.9945 |
0.9945 |
0.9978 |
|
| S3 |
0.9899 |
0.9920 |
0.9974 |
|
| S4 |
0.9854 |
0.9875 |
0.9961 |
|
|
| 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 |
1.0046 |
0.9896 |
0.0151 |
1.5% |
0.0075 |
0.8% |
60% |
False |
False |
94,073 |
| 10 |
1.0058 |
0.9790 |
0.0268 |
2.7% |
0.0095 |
0.9% |
73% |
False |
False |
91,961 |
| 20 |
1.0058 |
0.9405 |
0.0654 |
6.5% |
0.0112 |
1.1% |
89% |
False |
False |
105,806 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.4% |
0.0120 |
1.2% |
90% |
False |
False |
112,510 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.2% |
0.0126 |
1.3% |
87% |
False |
False |
109,791 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.2% |
0.0113 |
1.1% |
87% |
False |
False |
82,498 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0109 |
1.1% |
87% |
False |
False |
66,035 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.3% |
0.0103 |
1.0% |
89% |
False |
False |
55,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0208 |
|
2.618 |
1.0134 |
|
1.618 |
1.0089 |
|
1.000 |
1.0061 |
|
0.618 |
1.0043 |
|
HIGH |
1.0015 |
|
0.618 |
0.9998 |
|
0.500 |
0.9992 |
|
0.382 |
0.9987 |
|
LOW |
0.9970 |
|
0.618 |
0.9941 |
|
1.000 |
0.9924 |
|
1.618 |
0.9896 |
|
2.618 |
0.9850 |
|
4.250 |
0.9776 |
|
|
| Fisher Pivots for day following 23-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
0.9981 |
| PP |
0.9990 |
0.9975 |
| S1 |
0.9988 |
0.9969 |
|