CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 22-Aug-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2016 |
22-Aug-2016 |
Change |
Change % |
Previous Week |
| Open |
1.0058 |
0.9989 |
-0.0069 |
-0.7% |
0.9960 |
| High |
1.0058 |
1.0027 |
-0.0032 |
-0.3% |
1.0098 |
| Low |
1.0004 |
0.9956 |
-0.0049 |
-0.5% |
0.9910 |
| Close |
1.0027 |
1.0021 |
-0.0006 |
-0.1% |
1.0027 |
| Range |
0.0054 |
0.0071 |
0.0017 |
31.5% |
0.0188 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
546 |
826 |
280 |
51.3% |
3,769 |
|
| Daily Pivots for day following 22-Aug-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0189 |
1.0060 |
|
| R3 |
1.0143 |
1.0118 |
1.0041 |
|
| R2 |
1.0072 |
1.0072 |
1.0034 |
|
| R1 |
1.0047 |
1.0047 |
1.0028 |
1.0059 |
| PP |
1.0001 |
1.0001 |
1.0001 |
1.0007 |
| S1 |
0.9976 |
0.9976 |
1.0014 |
0.9988 |
| S2 |
0.9930 |
0.9930 |
1.0008 |
|
| S3 |
0.9859 |
0.9905 |
1.0001 |
|
| S4 |
0.9788 |
0.9834 |
0.9982 |
|
|
| 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 |
0.9925 |
0.0173 |
1.7% |
0.0099 |
1.0% |
56% |
False |
False |
872 |
| 10 |
1.0098 |
0.9806 |
0.0291 |
2.9% |
0.0095 |
1.0% |
74% |
False |
False |
567 |
| 20 |
1.0098 |
0.9445 |
0.0653 |
6.5% |
0.0115 |
1.1% |
88% |
False |
False |
466 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.4% |
0.0114 |
1.1% |
90% |
False |
False |
379 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0111 |
1.1% |
91% |
False |
False |
291 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0090 |
0.9% |
91% |
False |
False |
221 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0079 |
0.8% |
91% |
False |
False |
178 |
| 120 |
1.0117 |
0.8829 |
0.1288 |
12.9% |
0.0069 |
0.7% |
93% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0328 |
|
2.618 |
1.0212 |
|
1.618 |
1.0141 |
|
1.000 |
1.0098 |
|
0.618 |
1.0070 |
|
HIGH |
1.0027 |
|
0.618 |
0.9999 |
|
0.500 |
0.9991 |
|
0.382 |
0.9983 |
|
LOW |
0.9956 |
|
0.618 |
0.9912 |
|
1.000 |
0.9885 |
|
1.618 |
0.9841 |
|
2.618 |
0.9770 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 22-Aug-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0011 |
1.0021 |
| PP |
1.0001 |
1.0020 |
| S1 |
0.9991 |
1.0020 |
|