CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9813 |
0.0064 |
0.7% |
0.9612 |
| High |
0.9848 |
0.9862 |
0.0014 |
0.1% |
0.9885 |
| Low |
0.9742 |
0.9734 |
-0.0008 |
-0.1% |
0.9604 |
| Close |
0.9822 |
0.9737 |
-0.0085 |
-0.9% |
0.9739 |
| Range |
0.0106 |
0.0128 |
0.0022 |
20.8% |
0.0281 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
1.2% |
0.0000 |
| Volume |
150,199 |
165,517 |
15,318 |
10.2% |
634,654 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0077 |
0.9807 |
|
| R3 |
1.0033 |
0.9949 |
0.9772 |
|
| R2 |
0.9905 |
0.9905 |
0.9760 |
|
| R1 |
0.9821 |
0.9821 |
0.9749 |
0.9799 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9766 |
| S1 |
0.9693 |
0.9693 |
0.9725 |
0.9671 |
| S2 |
0.9649 |
0.9649 |
0.9714 |
|
| S3 |
0.9521 |
0.9565 |
0.9702 |
|
| S4 |
0.9393 |
0.9437 |
0.9667 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0442 |
0.9893 |
|
| R3 |
1.0304 |
1.0162 |
0.9816 |
|
| R2 |
1.0023 |
1.0023 |
0.9790 |
|
| R1 |
0.9881 |
0.9881 |
0.9765 |
0.9952 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9778 |
| S1 |
0.9601 |
0.9601 |
0.9713 |
0.9672 |
| S2 |
0.9462 |
0.9462 |
0.9688 |
|
| S3 |
0.9182 |
0.9320 |
0.9662 |
|
| S4 |
0.8901 |
0.9040 |
0.9585 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9885 |
0.9705 |
0.0180 |
1.8% |
0.0109 |
1.1% |
18% |
False |
False |
145,409 |
| 10 |
0.9885 |
0.9590 |
0.0295 |
3.0% |
0.0119 |
1.2% |
50% |
False |
False |
149,199 |
| 20 |
1.0058 |
0.9590 |
0.0469 |
4.8% |
0.0103 |
1.1% |
31% |
False |
False |
124,745 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0111 |
1.1% |
56% |
False |
False |
116,435 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0127 |
1.3% |
51% |
False |
False |
121,238 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0119 |
1.2% |
65% |
False |
False |
106,080 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.8% |
0.0114 |
1.2% |
66% |
False |
False |
84,940 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.3% |
0.0107 |
1.1% |
69% |
False |
False |
70,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0406 |
|
2.618 |
1.0197 |
|
1.618 |
1.0069 |
|
1.000 |
0.9990 |
|
0.618 |
0.9941 |
|
HIGH |
0.9862 |
|
0.618 |
0.9813 |
|
0.500 |
0.9798 |
|
0.382 |
0.9782 |
|
LOW |
0.9734 |
|
0.618 |
0.9654 |
|
1.000 |
0.9606 |
|
1.618 |
0.9526 |
|
2.618 |
0.9398 |
|
4.250 |
0.9190 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9783 |
| PP |
0.9777 |
0.9768 |
| S1 |
0.9757 |
0.9752 |
|