CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 08-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2016 |
08-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9798 |
0.9834 |
0.0036 |
0.4% |
0.9816 |
| High |
0.9885 |
0.9863 |
-0.0022 |
-0.2% |
0.9834 |
| Low |
0.9792 |
0.9748 |
-0.0044 |
-0.4% |
0.9590 |
| Close |
0.9829 |
0.9760 |
-0.0070 |
-0.7% |
0.9625 |
| Range |
0.0093 |
0.0115 |
0.0022 |
23.8% |
0.0245 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.3% |
0.0000 |
| Volume |
128,132 |
139,384 |
11,252 |
8.8% |
630,923 |
|
| Daily Pivots for day following 08-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0134 |
1.0061 |
0.9822 |
|
| R3 |
1.0019 |
0.9947 |
0.9791 |
|
| R2 |
0.9905 |
0.9905 |
0.9780 |
|
| R1 |
0.9832 |
0.9832 |
0.9770 |
0.9811 |
| PP |
0.9790 |
0.9790 |
0.9790 |
0.9780 |
| S1 |
0.9718 |
0.9718 |
0.9749 |
0.9697 |
| S2 |
0.9676 |
0.9676 |
0.9739 |
|
| S3 |
0.9561 |
0.9603 |
0.9728 |
|
| S4 |
0.9447 |
0.9489 |
0.9697 |
|
|
| 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% |
0.0131 |
1.3% |
58% |
False |
False |
158,932 |
| 10 |
1.0001 |
0.9590 |
0.0412 |
4.2% |
0.0112 |
1.2% |
41% |
False |
False |
135,514 |
| 20 |
1.0058 |
0.9590 |
0.0469 |
4.8% |
0.0101 |
1.0% |
36% |
False |
False |
113,291 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0113 |
1.2% |
59% |
False |
False |
115,370 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0128 |
1.3% |
54% |
False |
False |
122,132 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0118 |
1.2% |
67% |
False |
False |
100,371 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0112 |
1.2% |
68% |
False |
False |
80,347 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.2% |
0.0105 |
1.1% |
71% |
False |
False |
66,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0349 |
|
2.618 |
1.0162 |
|
1.618 |
1.0048 |
|
1.000 |
0.9977 |
|
0.618 |
0.9933 |
|
HIGH |
0.9863 |
|
0.618 |
0.9819 |
|
0.500 |
0.9805 |
|
0.382 |
0.9792 |
|
LOW |
0.9748 |
|
0.618 |
0.9677 |
|
1.000 |
0.9634 |
|
1.618 |
0.9563 |
|
2.618 |
0.9448 |
|
4.250 |
0.9261 |
|
|
| Fisher Pivots for day following 08-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9805 |
0.9754 |
| PP |
0.9790 |
0.9749 |
| S1 |
0.9775 |
0.9744 |
|