CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 07-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9657 |
0.9840 |
0.0183 |
1.9% |
0.9857 |
| High |
0.9853 |
0.9924 |
0.0071 |
0.7% |
0.9874 |
| Low |
0.9645 |
0.9832 |
0.0188 |
1.9% |
0.9630 |
| Close |
0.9839 |
0.9869 |
0.0030 |
0.3% |
0.9665 |
| Range |
0.0209 |
0.0092 |
-0.0117 |
-56.1% |
0.0244 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
8,940 |
7,761 |
-1,179 |
-13.2% |
14,913 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0149 |
1.0100 |
0.9919 |
|
| R3 |
1.0058 |
1.0009 |
0.9894 |
|
| R2 |
0.9966 |
0.9966 |
0.9885 |
|
| R1 |
0.9917 |
0.9917 |
0.9877 |
0.9942 |
| PP |
0.9875 |
0.9875 |
0.9875 |
0.9887 |
| S1 |
0.9826 |
0.9826 |
0.9860 |
0.9850 |
| S2 |
0.9783 |
0.9783 |
0.9852 |
|
| S3 |
0.9692 |
0.9734 |
0.9843 |
|
| S4 |
0.9600 |
0.9643 |
0.9818 |
|
|
| 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 |
0.9924 |
0.9630 |
0.0294 |
3.0% |
0.0118 |
1.2% |
81% |
True |
False |
5,557 |
| 10 |
1.0040 |
0.9630 |
0.0410 |
4.2% |
0.0104 |
1.1% |
58% |
False |
False |
3,423 |
| 20 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0098 |
1.0% |
51% |
False |
False |
2,013 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0110 |
1.1% |
69% |
False |
False |
1,202 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0117 |
1.2% |
67% |
False |
False |
857 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0098 |
1.0% |
77% |
False |
False |
656 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0088 |
0.9% |
77% |
False |
False |
525 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.2% |
0.0075 |
0.8% |
79% |
False |
False |
439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0312 |
|
2.618 |
1.0163 |
|
1.618 |
1.0072 |
|
1.000 |
1.0015 |
|
0.618 |
0.9980 |
|
HIGH |
0.9924 |
|
0.618 |
0.9889 |
|
0.500 |
0.9878 |
|
0.382 |
0.9867 |
|
LOW |
0.9832 |
|
0.618 |
0.9775 |
|
1.000 |
0.9741 |
|
1.618 |
0.9684 |
|
2.618 |
0.9592 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 07-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9878 |
0.9838 |
| PP |
0.9875 |
0.9807 |
| S1 |
0.9872 |
0.9777 |
|