CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 29-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2016 |
29-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9952 |
0.9816 |
-0.0136 |
-1.4% |
0.9942 |
| High |
1.0001 |
0.9826 |
-0.0175 |
-1.7% |
1.0015 |
| Low |
0.9816 |
0.9772 |
-0.0044 |
-0.4% |
0.9816 |
| Close |
0.9823 |
0.9813 |
-0.0010 |
-0.1% |
0.9823 |
| Range |
0.0186 |
0.0054 |
-0.0132 |
-70.9% |
0.0200 |
| ATR |
0.0106 |
0.0102 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
175,843 |
89,303 |
-86,540 |
-49.2% |
470,295 |
|
| Daily Pivots for day following 29-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9966 |
0.9943 |
0.9842 |
|
| R3 |
0.9912 |
0.9889 |
0.9827 |
|
| R2 |
0.9858 |
0.9858 |
0.9822 |
|
| R1 |
0.9835 |
0.9835 |
0.9817 |
0.9819 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9796 |
| S1 |
0.9781 |
0.9781 |
0.9808 |
0.9765 |
| S2 |
0.9750 |
0.9750 |
0.9803 |
|
| S3 |
0.9696 |
0.9727 |
0.9798 |
|
| S4 |
0.9642 |
0.9673 |
0.9783 |
|
|
| Weekly Pivots for week ending 26-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0483 |
1.0352 |
0.9932 |
|
| R3 |
1.0283 |
1.0153 |
0.9877 |
|
| R2 |
1.0084 |
1.0084 |
0.9859 |
|
| R1 |
0.9953 |
0.9953 |
0.9841 |
0.9919 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9867 |
| S1 |
0.9754 |
0.9754 |
0.9804 |
0.9719 |
| S2 |
0.9685 |
0.9685 |
0.9786 |
|
| S3 |
0.9485 |
0.9554 |
0.9768 |
|
| S4 |
0.9286 |
0.9355 |
0.9713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0015 |
0.9772 |
0.0243 |
2.5% |
0.0074 |
0.8% |
17% |
False |
True |
95,296 |
| 10 |
1.0058 |
0.9772 |
0.0286 |
2.9% |
0.0088 |
0.9% |
14% |
False |
True |
100,291 |
| 20 |
1.0058 |
0.9740 |
0.0318 |
3.2% |
0.0095 |
1.0% |
23% |
False |
False |
94,079 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0119 |
1.2% |
67% |
False |
False |
112,853 |
| 60 |
1.0131 |
0.9298 |
0.0833 |
8.5% |
0.0123 |
1.3% |
62% |
False |
False |
115,917 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0114 |
1.2% |
72% |
False |
False |
87,496 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0109 |
1.1% |
72% |
False |
False |
70,034 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.5% |
0.0103 |
1.1% |
76% |
False |
False |
58,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0056 |
|
2.618 |
0.9967 |
|
1.618 |
0.9913 |
|
1.000 |
0.9880 |
|
0.618 |
0.9859 |
|
HIGH |
0.9826 |
|
0.618 |
0.9805 |
|
0.500 |
0.9799 |
|
0.382 |
0.9793 |
|
LOW |
0.9772 |
|
0.618 |
0.9739 |
|
1.000 |
0.9718 |
|
1.618 |
0.9685 |
|
2.618 |
0.9631 |
|
4.250 |
0.9543 |
|
|
| Fisher Pivots for day following 29-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9887 |
| PP |
0.9804 |
0.9862 |
| S1 |
0.9799 |
0.9837 |
|