CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 16-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2016 |
16-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9770 |
0.9799 |
0.0029 |
0.3% |
0.9750 |
| High |
0.9820 |
0.9831 |
0.0011 |
0.1% |
0.9862 |
| Low |
0.9732 |
0.9760 |
0.0028 |
0.3% |
0.9676 |
| Close |
0.9788 |
0.9763 |
-0.0026 |
-0.3% |
0.9763 |
| Range |
0.0089 |
0.0072 |
-0.0017 |
-19.2% |
0.0186 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
143,047 |
29,291 |
-113,756 |
-79.5% |
666,021 |
|
| Daily Pivots for day following 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9952 |
0.9802 |
|
| R3 |
0.9927 |
0.9881 |
0.9782 |
|
| R2 |
0.9856 |
0.9856 |
0.9776 |
|
| R1 |
0.9809 |
0.9809 |
0.9769 |
0.9797 |
| PP |
0.9784 |
0.9784 |
0.9784 |
0.9778 |
| S1 |
0.9738 |
0.9738 |
0.9756 |
0.9725 |
| S2 |
0.9713 |
0.9713 |
0.9749 |
|
| S3 |
0.9641 |
0.9666 |
0.9743 |
|
| S4 |
0.9570 |
0.9595 |
0.9723 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0228 |
0.9865 |
|
| R3 |
1.0138 |
1.0043 |
0.9814 |
|
| R2 |
0.9952 |
0.9952 |
0.9797 |
|
| R1 |
0.9857 |
0.9857 |
0.9780 |
0.9905 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9790 |
| S1 |
0.9672 |
0.9672 |
0.9745 |
0.9719 |
| S2 |
0.9581 |
0.9581 |
0.9728 |
|
| S3 |
0.9396 |
0.9486 |
0.9711 |
|
| S4 |
0.9210 |
0.9301 |
0.9660 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9862 |
0.9676 |
0.0186 |
1.9% |
0.0100 |
1.0% |
47% |
False |
False |
133,204 |
| 10 |
0.9885 |
0.9590 |
0.0295 |
3.0% |
0.0117 |
1.2% |
59% |
False |
False |
147,528 |
| 20 |
1.0022 |
0.9590 |
0.0432 |
4.4% |
0.0098 |
1.0% |
40% |
False |
False |
123,824 |
| 40 |
1.0058 |
0.9388 |
0.0671 |
6.9% |
0.0109 |
1.1% |
56% |
False |
False |
116,337 |
| 60 |
1.0131 |
0.9323 |
0.0808 |
8.3% |
0.0127 |
1.3% |
54% |
False |
False |
121,893 |
| 80 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0119 |
1.2% |
67% |
False |
False |
110,418 |
| 100 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0113 |
1.2% |
68% |
False |
False |
88,438 |
| 120 |
1.0131 |
0.8918 |
0.1214 |
12.4% |
0.0107 |
1.1% |
70% |
False |
False |
73,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0135 |
|
2.618 |
1.0018 |
|
1.618 |
0.9947 |
|
1.000 |
0.9903 |
|
0.618 |
0.9875 |
|
HIGH |
0.9831 |
|
0.618 |
0.9804 |
|
0.500 |
0.9795 |
|
0.382 |
0.9787 |
|
LOW |
0.9760 |
|
0.618 |
0.9715 |
|
1.000 |
0.9688 |
|
1.618 |
0.9644 |
|
2.618 |
0.9572 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 16-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9795 |
0.9760 |
| PP |
0.9784 |
0.9757 |
| S1 |
0.9773 |
0.9754 |
|