CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9612 |
-0.0078 |
-0.8% |
0.9816 |
| High |
0.9737 |
0.9814 |
0.0077 |
0.8% |
0.9834 |
| Low |
0.9590 |
0.9604 |
0.0015 |
0.2% |
0.9590 |
| Close |
0.9625 |
0.9800 |
0.0175 |
1.8% |
0.9625 |
| Range |
0.0148 |
0.0210 |
0.0062 |
42.0% |
0.0245 |
| ATR |
0.0104 |
0.0111 |
0.0008 |
7.3% |
0.0000 |
| Volume |
174,614 |
223,323 |
48,709 |
27.9% |
630,923 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0368 |
1.0293 |
0.9915 |
|
| R3 |
1.0158 |
1.0084 |
0.9857 |
|
| R2 |
0.9949 |
0.9949 |
0.9838 |
|
| R1 |
0.9874 |
0.9874 |
0.9819 |
0.9911 |
| PP |
0.9739 |
0.9739 |
0.9739 |
0.9758 |
| S1 |
0.9665 |
0.9665 |
0.9780 |
0.9702 |
| S2 |
0.9530 |
0.9530 |
0.9761 |
|
| S3 |
0.9320 |
0.9455 |
0.9742 |
|
| S4 |
0.9111 |
0.9246 |
0.9684 |
|
|
| 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% |
0.0128 |
1.3% |
86% |
False |
False |
152,988 |
| 10 |
1.0015 |
0.9590 |
0.0426 |
4.3% |
0.0101 |
1.0% |
49% |
False |
False |
124,142 |
| 20 |
1.0058 |
0.9590 |
0.0469 |
4.8% |
0.0099 |
1.0% |
45% |
False |
False |
107,281 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0116 |
1.2% |
65% |
False |
False |
116,951 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0127 |
1.3% |
59% |
False |
False |
122,608 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0117 |
1.2% |
70% |
False |
False |
97,036 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0112 |
1.1% |
71% |
False |
False |
77,675 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.2% |
0.0105 |
1.1% |
74% |
False |
False |
64,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0704 |
|
2.618 |
1.0362 |
|
1.618 |
1.0152 |
|
1.000 |
1.0023 |
|
0.618 |
0.9943 |
|
HIGH |
0.9814 |
|
0.618 |
0.9733 |
|
0.500 |
0.9709 |
|
0.382 |
0.9684 |
|
LOW |
0.9604 |
|
0.618 |
0.9475 |
|
1.000 |
0.9395 |
|
1.618 |
0.9265 |
|
2.618 |
0.9056 |
|
4.250 |
0.8714 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9769 |
0.9767 |
| PP |
0.9739 |
0.9734 |
| S1 |
0.9709 |
0.9702 |
|