CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 06-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2016 |
06-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9730 |
0.9657 |
-0.0073 |
-0.7% |
0.9857 |
| High |
0.9770 |
0.9853 |
0.0083 |
0.8% |
0.9874 |
| Low |
0.9630 |
0.9645 |
0.0015 |
0.2% |
0.9630 |
| Close |
0.9665 |
0.9839 |
0.0175 |
1.8% |
0.9665 |
| Range |
0.0140 |
0.0209 |
0.0068 |
48.4% |
0.0244 |
| ATR |
0.0100 |
0.0108 |
0.0008 |
7.7% |
0.0000 |
| Volume |
4,236 |
8,940 |
4,704 |
111.0% |
14,913 |
|
| Daily Pivots for day following 06-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0404 |
1.0330 |
0.9954 |
|
| R3 |
1.0196 |
1.0122 |
0.9896 |
|
| R2 |
0.9987 |
0.9987 |
0.9877 |
|
| R1 |
0.9913 |
0.9913 |
0.9858 |
0.9950 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9797 |
| S1 |
0.9705 |
0.9705 |
0.9820 |
0.9742 |
| S2 |
0.9570 |
0.9570 |
0.9801 |
|
| S3 |
0.9362 |
0.9496 |
0.9782 |
|
| S4 |
0.9153 |
0.9288 |
0.9724 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0455 |
1.0304 |
0.9799 |
|
| R3 |
1.0211 |
1.0060 |
0.9732 |
|
| R2 |
0.9967 |
0.9967 |
0.9709 |
|
| R1 |
0.9816 |
0.9816 |
0.9687 |
0.9769 |
| PP |
0.9723 |
0.9723 |
0.9723 |
0.9700 |
| S1 |
0.9572 |
0.9572 |
0.9642 |
0.9525 |
| S2 |
0.9479 |
0.9479 |
0.9620 |
|
| S3 |
0.9235 |
0.9328 |
0.9597 |
|
| S4 |
0.8991 |
0.9084 |
0.9530 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9874 |
0.9630 |
0.0244 |
2.5% |
0.0126 |
1.3% |
86% |
False |
False |
4,399 |
| 10 |
1.0055 |
0.9630 |
0.0425 |
4.3% |
0.0099 |
1.0% |
49% |
False |
False |
2,705 |
| 20 |
1.0098 |
0.9630 |
0.0468 |
4.8% |
0.0097 |
1.0% |
45% |
False |
False |
1,636 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0113 |
1.2% |
65% |
False |
False |
1,016 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0116 |
1.2% |
63% |
False |
False |
730 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0098 |
1.0% |
74% |
False |
False |
559 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0087 |
0.9% |
74% |
False |
False |
448 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.2% |
0.0075 |
0.8% |
77% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0739 |
|
2.618 |
1.0399 |
|
1.618 |
1.0190 |
|
1.000 |
1.0062 |
|
0.618 |
0.9982 |
|
HIGH |
0.9853 |
|
0.618 |
0.9773 |
|
0.500 |
0.9749 |
|
0.382 |
0.9724 |
|
LOW |
0.9645 |
|
0.618 |
0.9516 |
|
1.000 |
0.9436 |
|
1.618 |
0.9307 |
|
2.618 |
0.9099 |
|
4.250 |
0.8758 |
|
|
| Fisher Pivots for day following 06-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9809 |
0.9807 |
| PP |
0.9779 |
0.9774 |
| S1 |
0.9749 |
0.9742 |
|