CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 09-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2016 |
09-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9833 |
0.9815 |
-0.0018 |
-0.2% |
0.9824 |
| High |
0.9864 |
0.9878 |
0.0014 |
0.1% |
0.9985 |
| Low |
0.9795 |
0.9806 |
0.0011 |
0.1% |
0.9778 |
| Close |
0.9812 |
0.9870 |
0.0058 |
0.6% |
0.9884 |
| Range |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0207 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
142 |
232 |
90 |
63.4% |
876 |
|
| Daily Pivots for day following 09-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0064 |
1.0038 |
0.9909 |
|
| R3 |
0.9993 |
0.9967 |
0.9889 |
|
| R2 |
0.9922 |
0.9922 |
0.9883 |
|
| R1 |
0.9896 |
0.9896 |
0.9876 |
0.9909 |
| PP |
0.9851 |
0.9851 |
0.9851 |
0.9858 |
| S1 |
0.9825 |
0.9825 |
0.9863 |
0.9838 |
| S2 |
0.9780 |
0.9780 |
0.9856 |
|
| S3 |
0.9709 |
0.9754 |
0.9850 |
|
| S4 |
0.9638 |
0.9683 |
0.9830 |
|
|
| 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 |
0.9978 |
0.9795 |
0.0183 |
1.9% |
0.0082 |
0.8% |
41% |
False |
False |
193 |
| 10 |
0.9985 |
0.9445 |
0.0540 |
5.5% |
0.0124 |
1.3% |
79% |
False |
False |
343 |
| 20 |
0.9985 |
0.9360 |
0.0625 |
6.3% |
0.0121 |
1.2% |
82% |
False |
False |
392 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0126 |
1.3% |
67% |
False |
False |
279 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0098 |
1.0% |
77% |
False |
False |
204 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0086 |
0.9% |
77% |
False |
False |
154 |
| 100 |
1.0117 |
0.8912 |
0.1205 |
12.2% |
0.0070 |
0.7% |
79% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0179 |
|
2.618 |
1.0063 |
|
1.618 |
0.9992 |
|
1.000 |
0.9949 |
|
0.618 |
0.9921 |
|
HIGH |
0.9878 |
|
0.618 |
0.9850 |
|
0.500 |
0.9842 |
|
0.382 |
0.9834 |
|
LOW |
0.9806 |
|
0.618 |
0.9763 |
|
1.000 |
0.9735 |
|
1.618 |
0.9692 |
|
2.618 |
0.9621 |
|
4.250 |
0.9505 |
|
|
| Fisher Pivots for day following 09-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9860 |
0.9880 |
| PP |
0.9851 |
0.9877 |
| S1 |
0.9842 |
0.9873 |
|