CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 01-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2016 |
01-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9714 |
0.9677 |
-0.0037 |
-0.4% |
0.9942 |
| High |
0.9728 |
0.9708 |
-0.0020 |
-0.2% |
1.0015 |
| Low |
0.9664 |
0.9619 |
-0.0046 |
-0.5% |
0.9816 |
| Close |
0.9674 |
0.9682 |
0.0008 |
0.1% |
0.9823 |
| Range |
0.0064 |
0.0089 |
0.0026 |
40.2% |
0.0200 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
109,408 |
129,207 |
19,799 |
18.1% |
470,295 |
|
| Daily Pivots for day following 01-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9898 |
0.9731 |
|
| R3 |
0.9847 |
0.9809 |
0.9706 |
|
| R2 |
0.9758 |
0.9758 |
0.9698 |
|
| R1 |
0.9720 |
0.9720 |
0.9690 |
0.9739 |
| PP |
0.9669 |
0.9669 |
0.9669 |
0.9679 |
| S1 |
0.9631 |
0.9631 |
0.9674 |
0.9650 |
| S2 |
0.9580 |
0.9580 |
0.9666 |
|
| S3 |
0.9491 |
0.9542 |
0.9658 |
|
| S4 |
0.9402 |
0.9453 |
0.9633 |
|
|
| 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 |
0.9619 |
0.0383 |
4.0% |
0.0105 |
1.1% |
17% |
False |
True |
126,430 |
| 10 |
1.0022 |
0.9619 |
0.0403 |
4.2% |
0.0079 |
0.8% |
16% |
False |
True |
100,119 |
| 20 |
1.0058 |
0.9619 |
0.0440 |
4.5% |
0.0091 |
0.9% |
14% |
False |
True |
96,735 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.6% |
0.0117 |
1.2% |
49% |
False |
False |
113,625 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0124 |
1.3% |
44% |
False |
False |
119,467 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.6% |
0.0114 |
1.2% |
60% |
False |
False |
92,070 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.8% |
0.0109 |
1.1% |
61% |
False |
False |
73,699 |
| 120 |
1.0131 |
0.8818 |
0.1313 |
13.6% |
0.0104 |
1.1% |
66% |
False |
False |
61,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
0.9941 |
|
1.618 |
0.9852 |
|
1.000 |
0.9797 |
|
0.618 |
0.9763 |
|
HIGH |
0.9708 |
|
0.618 |
0.9674 |
|
0.500 |
0.9663 |
|
0.382 |
0.9652 |
|
LOW |
0.9619 |
|
0.618 |
0.9563 |
|
1.000 |
0.9530 |
|
1.618 |
0.9474 |
|
2.618 |
0.9385 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 01-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9676 |
0.9726 |
| PP |
0.9669 |
0.9712 |
| S1 |
0.9663 |
0.9697 |
|