CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9612 |
0.9798 |
0.0186 |
1.9% |
0.9816 |
| High |
0.9814 |
0.9885 |
0.0071 |
0.7% |
0.9834 |
| Low |
0.9604 |
0.9792 |
0.0188 |
2.0% |
0.9590 |
| Close |
0.9800 |
0.9829 |
0.0030 |
0.3% |
0.9625 |
| Range |
0.0210 |
0.0093 |
-0.0117 |
-55.8% |
0.0245 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
223,323 |
128,132 |
-95,191 |
-42.6% |
630,923 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0113 |
1.0063 |
0.9880 |
|
| R3 |
1.0020 |
0.9971 |
0.9854 |
|
| R2 |
0.9928 |
0.9928 |
0.9846 |
|
| R1 |
0.9878 |
0.9878 |
0.9837 |
0.9903 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9848 |
| S1 |
0.9786 |
0.9786 |
0.9821 |
0.9811 |
| S2 |
0.9743 |
0.9743 |
0.9812 |
|
| S3 |
0.9650 |
0.9693 |
0.9804 |
|
| S4 |
0.9558 |
0.9601 |
0.9778 |
|
|
| 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 |
0.9885 |
0.9590 |
0.0295 |
3.0% |
0.0120 |
1.2% |
81% |
True |
False |
152,936 |
| 10 |
1.0001 |
0.9590 |
0.0412 |
4.2% |
0.0106 |
1.1% |
58% |
False |
False |
129,350 |
| 20 |
1.0058 |
0.9590 |
0.0469 |
4.8% |
0.0100 |
1.0% |
51% |
False |
False |
110,655 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0113 |
1.1% |
69% |
False |
False |
115,473 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.2% |
0.0127 |
1.3% |
63% |
False |
False |
122,142 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0117 |
1.2% |
73% |
False |
False |
98,635 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0112 |
1.1% |
74% |
False |
False |
78,954 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.1% |
0.0105 |
1.1% |
77% |
False |
False |
65,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0127 |
|
1.618 |
1.0034 |
|
1.000 |
0.9977 |
|
0.618 |
0.9942 |
|
HIGH |
0.9885 |
|
0.618 |
0.9849 |
|
0.500 |
0.9838 |
|
0.382 |
0.9827 |
|
LOW |
0.9792 |
|
0.618 |
0.9735 |
|
1.000 |
0.9700 |
|
1.618 |
0.9642 |
|
2.618 |
0.9550 |
|
4.250 |
0.9399 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9838 |
0.9798 |
| PP |
0.9835 |
0.9768 |
| S1 |
0.9832 |
0.9737 |
|