CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9813 |
0.9751 |
-0.0062 |
-0.6% |
0.9612 |
| High |
0.9862 |
0.9782 |
-0.0080 |
-0.8% |
0.9885 |
| Low |
0.9734 |
0.9676 |
-0.0058 |
-0.6% |
0.9604 |
| Close |
0.9737 |
0.9767 |
0.0030 |
0.3% |
0.9739 |
| Range |
0.0128 |
0.0106 |
-0.0023 |
-17.6% |
0.0281 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
165,517 |
177,967 |
12,450 |
7.5% |
634,654 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0058 |
1.0018 |
0.9825 |
|
| R3 |
0.9952 |
0.9912 |
0.9796 |
|
| R2 |
0.9847 |
0.9847 |
0.9786 |
|
| R1 |
0.9807 |
0.9807 |
0.9776 |
0.9827 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9751 |
| S1 |
0.9701 |
0.9701 |
0.9757 |
0.9721 |
| S2 |
0.9636 |
0.9636 |
0.9747 |
|
| S3 |
0.9530 |
0.9596 |
0.9737 |
|
| S4 |
0.9425 |
0.9490 |
0.9708 |
|
|
| 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 |
0.9863 |
0.9676 |
0.0187 |
1.9% |
0.0112 |
1.1% |
49% |
False |
True |
155,376 |
| 10 |
0.9885 |
0.9590 |
0.0295 |
3.0% |
0.0116 |
1.2% |
60% |
False |
False |
154,156 |
| 20 |
1.0046 |
0.9590 |
0.0457 |
4.7% |
0.0100 |
1.0% |
39% |
False |
False |
127,037 |
| 40 |
1.0058 |
0.9323 |
0.0735 |
7.5% |
0.0112 |
1.1% |
60% |
False |
False |
118,381 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0127 |
1.3% |
55% |
False |
False |
122,315 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0120 |
1.2% |
68% |
False |
False |
108,293 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0113 |
1.2% |
68% |
False |
False |
86,716 |
| 120 |
1.0131 |
0.8840 |
0.1291 |
13.2% |
0.0107 |
1.1% |
72% |
False |
False |
72,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0230 |
|
2.618 |
1.0058 |
|
1.618 |
0.9952 |
|
1.000 |
0.9887 |
|
0.618 |
0.9847 |
|
HIGH |
0.9782 |
|
0.618 |
0.9741 |
|
0.500 |
0.9729 |
|
0.382 |
0.9716 |
|
LOW |
0.9676 |
|
0.618 |
0.9611 |
|
1.000 |
0.9571 |
|
1.618 |
0.9505 |
|
2.618 |
0.9400 |
|
4.250 |
0.9228 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9754 |
0.9769 |
| PP |
0.9741 |
0.9768 |
| S1 |
0.9729 |
0.9767 |
|