CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 02-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9677 |
0.9690 |
0.0013 |
0.1% |
0.9816 |
| High |
0.9708 |
0.9737 |
0.0030 |
0.3% |
0.9834 |
| Low |
0.9619 |
0.9590 |
-0.0029 |
-0.3% |
0.9590 |
| Close |
0.9682 |
0.9625 |
-0.0057 |
-0.6% |
0.9625 |
| Range |
0.0089 |
0.0148 |
0.0059 |
65.7% |
0.0245 |
| ATR |
0.0100 |
0.0104 |
0.0003 |
3.4% |
0.0000 |
| Volume |
129,207 |
174,614 |
45,407 |
35.1% |
630,923 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0093 |
1.0007 |
0.9706 |
|
| R3 |
0.9946 |
0.9859 |
0.9666 |
|
| R2 |
0.9798 |
0.9798 |
0.9652 |
|
| R1 |
0.9712 |
0.9712 |
0.9639 |
0.9681 |
| PP |
0.9651 |
0.9651 |
0.9651 |
0.9635 |
| S1 |
0.9564 |
0.9564 |
0.9611 |
0.9534 |
| S2 |
0.9503 |
0.9503 |
0.9598 |
|
| S3 |
0.9356 |
0.9417 |
0.9584 |
|
| S4 |
0.9208 |
0.9269 |
0.9544 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0265 |
0.9759 |
|
| R3 |
1.0172 |
1.0021 |
0.9692 |
|
| R2 |
0.9927 |
0.9927 |
0.9670 |
|
| R1 |
0.9776 |
0.9776 |
0.9647 |
0.9730 |
| PP |
0.9683 |
0.9683 |
0.9683 |
0.9660 |
| S1 |
0.9532 |
0.9532 |
0.9603 |
0.9485 |
| S2 |
0.9438 |
0.9438 |
0.9580 |
|
| S3 |
0.9194 |
0.9287 |
0.9558 |
|
| S4 |
0.8949 |
0.9043 |
0.9491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9834 |
0.9590 |
0.0245 |
2.5% |
0.0097 |
1.0% |
15% |
False |
True |
126,184 |
| 10 |
1.0015 |
0.9590 |
0.0426 |
4.4% |
0.0088 |
0.9% |
8% |
False |
True |
110,121 |
| 20 |
1.0058 |
0.9590 |
0.0469 |
4.9% |
0.0092 |
1.0% |
8% |
False |
True |
99,838 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.6% |
0.0117 |
1.2% |
41% |
False |
False |
114,519 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.4% |
0.0125 |
1.3% |
37% |
False |
False |
120,965 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.7% |
0.0115 |
1.2% |
55% |
False |
False |
94,247 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.9% |
0.0110 |
1.1% |
56% |
False |
False |
75,443 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.4% |
0.0104 |
1.1% |
61% |
False |
False |
62,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0364 |
|
2.618 |
1.0123 |
|
1.618 |
0.9976 |
|
1.000 |
0.9885 |
|
0.618 |
0.9828 |
|
HIGH |
0.9737 |
|
0.618 |
0.9681 |
|
0.500 |
0.9663 |
|
0.382 |
0.9646 |
|
LOW |
0.9590 |
|
0.618 |
0.9498 |
|
1.000 |
0.9442 |
|
1.618 |
0.9351 |
|
2.618 |
0.9203 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 02-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9663 |
0.9663 |
| PP |
0.9651 |
0.9651 |
| S1 |
0.9638 |
0.9638 |
|