CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 31-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2016 |
31-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9714 |
-0.0107 |
-1.1% |
0.9942 |
| High |
0.9834 |
0.9728 |
-0.0107 |
-1.1% |
1.0015 |
| Low |
0.9702 |
0.9664 |
-0.0038 |
-0.4% |
0.9816 |
| Close |
0.9717 |
0.9674 |
-0.0043 |
-0.4% |
0.9823 |
| Range |
0.0133 |
0.0064 |
-0.0069 |
-52.1% |
0.0200 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
128,391 |
109,408 |
-18,983 |
-14.8% |
470,295 |
|
| Daily Pivots for day following 31-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9879 |
0.9840 |
0.9709 |
|
| R3 |
0.9816 |
0.9777 |
0.9691 |
|
| R2 |
0.9752 |
0.9752 |
0.9686 |
|
| R1 |
0.9713 |
0.9713 |
0.9680 |
0.9701 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9682 |
| S1 |
0.9650 |
0.9650 |
0.9668 |
0.9637 |
| S2 |
0.9625 |
0.9625 |
0.9662 |
|
| S3 |
0.9562 |
0.9586 |
0.9657 |
|
| S4 |
0.9498 |
0.9523 |
0.9639 |
|
|
| 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 |
1.0001 |
0.9664 |
0.0337 |
3.5% |
0.0094 |
1.0% |
3% |
False |
True |
112,097 |
| 10 |
1.0046 |
0.9664 |
0.0382 |
3.9% |
0.0079 |
0.8% |
3% |
False |
True |
99,256 |
| 20 |
1.0058 |
0.9664 |
0.0394 |
4.1% |
0.0090 |
0.9% |
3% |
False |
True |
94,068 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.6% |
0.0116 |
1.2% |
48% |
False |
False |
112,592 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.4% |
0.0123 |
1.3% |
43% |
False |
False |
118,564 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.6% |
0.0114 |
1.2% |
59% |
False |
False |
90,461 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.8% |
0.0109 |
1.1% |
60% |
False |
False |
72,409 |
| 120 |
1.0131 |
0.8804 |
0.1327 |
13.7% |
0.0104 |
1.1% |
66% |
False |
False |
60,353 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9997 |
|
2.618 |
0.9894 |
|
1.618 |
0.9830 |
|
1.000 |
0.9791 |
|
0.618 |
0.9767 |
|
HIGH |
0.9728 |
|
0.618 |
0.9703 |
|
0.500 |
0.9696 |
|
0.382 |
0.9688 |
|
LOW |
0.9664 |
|
0.618 |
0.9625 |
|
1.000 |
0.9601 |
|
1.618 |
0.9561 |
|
2.618 |
0.9498 |
|
4.250 |
0.9394 |
|
|
| Fisher Pivots for day following 31-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9696 |
0.9749 |
| PP |
0.9689 |
0.9724 |
| S1 |
0.9681 |
0.9699 |
|