CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 08-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2016 |
08-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9833 |
-0.0098 |
-1.0% |
0.9824 |
| High |
0.9965 |
0.9864 |
-0.0101 |
-1.0% |
0.9985 |
| Low |
0.9852 |
0.9795 |
-0.0057 |
-0.6% |
0.9778 |
| Close |
0.9884 |
0.9812 |
-0.0073 |
-0.7% |
0.9884 |
| Range |
0.0114 |
0.0069 |
-0.0045 |
-39.2% |
0.0207 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
416 |
142 |
-274 |
-65.9% |
876 |
|
| Daily Pivots for day following 08-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
0.9990 |
0.9849 |
|
| R3 |
0.9961 |
0.9921 |
0.9830 |
|
| R2 |
0.9892 |
0.9892 |
0.9824 |
|
| R1 |
0.9852 |
0.9852 |
0.9818 |
0.9838 |
| PP |
0.9823 |
0.9823 |
0.9823 |
0.9816 |
| S1 |
0.9783 |
0.9783 |
0.9805 |
0.9769 |
| S2 |
0.9755 |
0.9755 |
0.9799 |
|
| S3 |
0.9686 |
0.9714 |
0.9793 |
|
| S4 |
0.9617 |
0.9645 |
0.9774 |
|
|
| Weekly Pivots for week ending 05-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0503 |
1.0401 |
0.9998 |
|
| R3 |
1.0296 |
1.0194 |
0.9941 |
|
| R2 |
1.0089 |
1.0089 |
0.9922 |
|
| R1 |
0.9987 |
0.9987 |
0.9903 |
1.0038 |
| PP |
0.9882 |
0.9882 |
0.9882 |
0.9908 |
| S1 |
0.9780 |
0.9780 |
0.9865 |
0.9831 |
| S2 |
0.9675 |
0.9675 |
0.9846 |
|
| S3 |
0.9468 |
0.9573 |
0.9827 |
|
| S4 |
0.9261 |
0.9366 |
0.9770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9985 |
0.9778 |
0.0207 |
2.1% |
0.0109 |
1.1% |
16% |
False |
False |
192 |
| 10 |
0.9985 |
0.9445 |
0.0540 |
5.5% |
0.0134 |
1.4% |
68% |
False |
False |
365 |
| 20 |
0.9985 |
0.9360 |
0.0625 |
6.4% |
0.0129 |
1.3% |
72% |
False |
False |
396 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0126 |
1.3% |
60% |
False |
False |
276 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0098 |
1.0% |
71% |
False |
False |
200 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0085 |
0.9% |
72% |
False |
False |
151 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.3% |
0.0071 |
0.7% |
75% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
1.0045 |
|
1.618 |
0.9976 |
|
1.000 |
0.9933 |
|
0.618 |
0.9907 |
|
HIGH |
0.9864 |
|
0.618 |
0.9838 |
|
0.500 |
0.9829 |
|
0.382 |
0.9821 |
|
LOW |
0.9795 |
|
0.618 |
0.9752 |
|
1.000 |
0.9726 |
|
1.618 |
0.9683 |
|
2.618 |
0.9614 |
|
4.250 |
0.9502 |
|
|
| Fisher Pivots for day following 08-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9880 |
| PP |
0.9823 |
0.9857 |
| S1 |
0.9817 |
0.9834 |
|