CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 25-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2016 |
25-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
0.9962 |
-0.0027 |
-0.3% |
0.9888 |
| High |
0.9999 |
0.9977 |
-0.0023 |
-0.2% |
1.0058 |
| Low |
0.9947 |
0.9942 |
-0.0005 |
-0.1% |
0.9869 |
| Close |
0.9962 |
0.9951 |
-0.0011 |
-0.1% |
0.9987 |
| Range |
0.0052 |
0.0035 |
-0.0018 |
-33.7% |
0.0190 |
| ATR |
0.0104 |
0.0099 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
77,740 |
57,541 |
-20,199 |
-26.0% |
503,272 |
|
| Daily Pivots for day following 25-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0060 |
1.0040 |
0.9970 |
|
| R3 |
1.0026 |
1.0006 |
0.9960 |
|
| R2 |
0.9991 |
0.9991 |
0.9957 |
|
| R1 |
0.9971 |
0.9971 |
0.9954 |
0.9964 |
| PP |
0.9957 |
0.9957 |
0.9957 |
0.9953 |
| S1 |
0.9937 |
0.9937 |
0.9948 |
0.9929 |
| S2 |
0.9922 |
0.9922 |
0.9945 |
|
| S3 |
0.9888 |
0.9902 |
0.9942 |
|
| S4 |
0.9853 |
0.9868 |
0.9932 |
|
|
| 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 |
1.0022 |
0.9916 |
0.0106 |
1.1% |
0.0052 |
0.5% |
33% |
False |
False |
73,809 |
| 10 |
1.0058 |
0.9790 |
0.0268 |
2.7% |
0.0084 |
0.8% |
60% |
False |
False |
90,846 |
| 20 |
1.0058 |
0.9479 |
0.0579 |
5.8% |
0.0103 |
1.0% |
82% |
False |
False |
99,486 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.4% |
0.0117 |
1.2% |
85% |
False |
False |
111,098 |
| 60 |
1.0131 |
0.9161 |
0.0970 |
9.7% |
0.0124 |
1.2% |
81% |
False |
False |
111,891 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0113 |
1.1% |
84% |
False |
False |
84,184 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0109 |
1.1% |
84% |
False |
False |
67,386 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.3% |
0.0102 |
1.0% |
86% |
False |
False |
56,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0123 |
|
2.618 |
1.0067 |
|
1.618 |
1.0032 |
|
1.000 |
1.0011 |
|
0.618 |
0.9998 |
|
HIGH |
0.9977 |
|
0.618 |
0.9963 |
|
0.500 |
0.9959 |
|
0.382 |
0.9955 |
|
LOW |
0.9942 |
|
0.618 |
0.9921 |
|
1.000 |
0.9908 |
|
1.618 |
0.9886 |
|
2.618 |
0.9852 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 25-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9959 |
0.9979 |
| PP |
0.9957 |
0.9969 |
| S1 |
0.9954 |
0.9960 |
|