CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 19-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2016 |
19-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0037 |
1.0058 |
0.0021 |
0.2% |
0.9960 |
| High |
1.0085 |
1.0058 |
-0.0027 |
-0.3% |
1.0098 |
| Low |
0.9998 |
1.0004 |
0.0006 |
0.1% |
0.9910 |
| Close |
1.0058 |
1.0027 |
-0.0031 |
-0.3% |
1.0027 |
| Range |
0.0087 |
0.0054 |
-0.0033 |
-37.6% |
0.0188 |
| ATR |
0.0116 |
0.0112 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
771 |
546 |
-225 |
-29.2% |
3,769 |
|
| Daily Pivots for day following 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0192 |
1.0163 |
1.0056 |
|
| R3 |
1.0138 |
1.0109 |
1.0041 |
|
| R2 |
1.0084 |
1.0084 |
1.0036 |
|
| R1 |
1.0055 |
1.0055 |
1.0031 |
1.0042 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0023 |
| S1 |
1.0001 |
1.0001 |
1.0022 |
0.9988 |
| S2 |
0.9976 |
0.9976 |
1.0017 |
|
| S3 |
0.9922 |
0.9947 |
1.0012 |
|
| S4 |
0.9868 |
0.9893 |
0.9997 |
|
|
| Weekly Pivots for week ending 19-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0574 |
1.0488 |
1.0130 |
|
| R3 |
1.0386 |
1.0300 |
1.0078 |
|
| R2 |
1.0199 |
1.0199 |
1.0061 |
|
| R1 |
1.0113 |
1.0113 |
1.0044 |
1.0156 |
| PP |
1.0011 |
1.0011 |
1.0011 |
1.0033 |
| S1 |
0.9925 |
0.9925 |
1.0009 |
0.9968 |
| S2 |
0.9824 |
0.9824 |
0.9992 |
|
| S3 |
0.9636 |
0.9738 |
0.9975 |
|
| S4 |
0.9449 |
0.9550 |
0.9923 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0098 |
0.9910 |
0.0188 |
1.9% |
0.0096 |
1.0% |
62% |
False |
False |
753 |
| 10 |
1.0098 |
0.9795 |
0.0303 |
3.0% |
0.0095 |
0.9% |
77% |
False |
False |
499 |
| 20 |
1.0098 |
0.9427 |
0.0671 |
6.7% |
0.0116 |
1.2% |
89% |
False |
False |
440 |
| 40 |
1.0117 |
0.9360 |
0.0757 |
7.5% |
0.0128 |
1.3% |
88% |
False |
False |
377 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0109 |
1.1% |
92% |
False |
False |
277 |
| 80 |
1.0117 |
0.9043 |
0.1074 |
10.7% |
0.0093 |
0.9% |
92% |
False |
False |
211 |
| 100 |
1.0117 |
0.8971 |
0.1146 |
11.4% |
0.0078 |
0.8% |
92% |
False |
False |
170 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
12.8% |
0.0069 |
0.7% |
93% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0199 |
|
1.618 |
1.0145 |
|
1.000 |
1.0112 |
|
0.618 |
1.0091 |
|
HIGH |
1.0058 |
|
0.618 |
1.0037 |
|
0.500 |
1.0031 |
|
0.382 |
1.0025 |
|
LOW |
1.0004 |
|
0.618 |
0.9971 |
|
1.000 |
0.9950 |
|
1.618 |
0.9917 |
|
2.618 |
0.9863 |
|
4.250 |
0.9775 |
|
|
| Fisher Pivots for day following 19-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0031 |
1.0021 |
| PP |
1.0030 |
1.0016 |
| S1 |
1.0028 |
1.0010 |
|