CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 24-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2016 |
24-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9978 |
0.9989 |
0.0011 |
0.1% |
0.9888 |
| High |
1.0015 |
0.9999 |
-0.0016 |
-0.2% |
1.0058 |
| Low |
0.9970 |
0.9947 |
-0.0023 |
-0.2% |
0.9869 |
| Close |
0.9987 |
0.9962 |
-0.0025 |
-0.2% |
0.9987 |
| Range |
0.0046 |
0.0052 |
0.0007 |
14.3% |
0.0190 |
| ATR |
0.0108 |
0.0104 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
76,057 |
77,740 |
1,683 |
2.2% |
503,272 |
|
| Daily Pivots for day following 24-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0125 |
1.0096 |
0.9991 |
|
| R3 |
1.0073 |
1.0044 |
0.9976 |
|
| R2 |
1.0021 |
1.0021 |
0.9972 |
|
| R1 |
0.9992 |
0.9992 |
0.9967 |
0.9981 |
| PP |
0.9969 |
0.9969 |
0.9969 |
0.9964 |
| S1 |
0.9940 |
0.9940 |
0.9957 |
0.9929 |
| S2 |
0.9917 |
0.9917 |
0.9952 |
|
| S3 |
0.9865 |
0.9888 |
0.9948 |
|
| S4 |
0.9813 |
0.9836 |
0.9933 |
|
|
| 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 |
0.9916 |
0.0130 |
1.3% |
0.0063 |
0.6% |
35% |
False |
False |
86,415 |
| 10 |
1.0058 |
0.9790 |
0.0268 |
2.7% |
0.0090 |
0.9% |
64% |
False |
False |
91,068 |
| 20 |
1.0058 |
0.9479 |
0.0579 |
5.8% |
0.0106 |
1.1% |
83% |
False |
False |
101,847 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.4% |
0.0118 |
1.2% |
87% |
False |
False |
111,854 |
| 60 |
1.0131 |
0.9057 |
0.1075 |
10.8% |
0.0126 |
1.3% |
84% |
False |
False |
110,989 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0113 |
1.1% |
85% |
False |
False |
83,467 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0110 |
1.1% |
85% |
False |
False |
66,812 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.3% |
0.0103 |
1.0% |
87% |
False |
False |
55,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
1.0135 |
|
1.618 |
1.0083 |
|
1.000 |
1.0051 |
|
0.618 |
1.0031 |
|
HIGH |
0.9999 |
|
0.618 |
0.9979 |
|
0.500 |
0.9973 |
|
0.382 |
0.9967 |
|
LOW |
0.9947 |
|
0.618 |
0.9915 |
|
1.000 |
0.9895 |
|
1.618 |
0.9863 |
|
2.618 |
0.9811 |
|
4.250 |
0.9726 |
|
|
| Fisher Pivots for day following 24-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9966 |
| PP |
0.9969 |
0.9964 |
| S1 |
0.9966 |
0.9963 |
|