CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 12-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9789 |
-0.0016 |
-0.2% |
0.9657 |
| High |
0.9848 |
0.9887 |
0.0039 |
0.4% |
0.9924 |
| Low |
0.9744 |
0.9782 |
0.0038 |
0.4% |
0.9645 |
| Close |
0.9779 |
0.9862 |
0.0083 |
0.8% |
0.9779 |
| Range |
0.0104 |
0.0105 |
0.0001 |
1.0% |
0.0279 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
0.1% |
0.0000 |
| Volume |
13,793 |
48,411 |
34,618 |
251.0% |
52,847 |
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0158 |
1.0115 |
0.9919 |
|
| R3 |
1.0053 |
1.0010 |
0.9890 |
|
| R2 |
0.9948 |
0.9948 |
0.9881 |
|
| R1 |
0.9905 |
0.9905 |
0.9871 |
0.9927 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9854 |
| S1 |
0.9800 |
0.9800 |
0.9852 |
0.9822 |
| S2 |
0.9738 |
0.9738 |
0.9842 |
|
| S3 |
0.9633 |
0.9695 |
0.9833 |
|
| S4 |
0.9528 |
0.9590 |
0.9804 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0478 |
0.9932 |
|
| R3 |
1.0340 |
1.0199 |
0.9855 |
|
| R2 |
1.0061 |
1.0061 |
0.9830 |
|
| R1 |
0.9920 |
0.9920 |
0.9804 |
0.9991 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9818 |
| S1 |
0.9641 |
0.9641 |
0.9753 |
0.9712 |
| S2 |
0.9503 |
0.9503 |
0.9727 |
|
| S3 |
0.9224 |
0.9362 |
0.9702 |
|
| S4 |
0.8945 |
0.9083 |
0.9625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9924 |
0.9645 |
0.0279 |
2.8% |
0.0125 |
1.3% |
78% |
False |
False |
20,251 |
| 10 |
0.9924 |
0.9630 |
0.0294 |
3.0% |
0.0110 |
1.1% |
79% |
False |
False |
11,617 |
| 20 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0098 |
1.0% |
50% |
False |
False |
6,198 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0108 |
1.1% |
68% |
False |
False |
3,276 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0117 |
1.2% |
66% |
False |
False |
2,258 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0102 |
1.0% |
76% |
False |
False |
1,713 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0091 |
0.9% |
76% |
False |
False |
1,371 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.2% |
0.0078 |
0.8% |
79% |
False |
False |
1,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0161 |
|
1.618 |
1.0056 |
|
1.000 |
0.9992 |
|
0.618 |
0.9951 |
|
HIGH |
0.9887 |
|
0.618 |
0.9846 |
|
0.500 |
0.9834 |
|
0.382 |
0.9822 |
|
LOW |
0.9782 |
|
0.618 |
0.9717 |
|
1.000 |
0.9677 |
|
1.618 |
0.9612 |
|
2.618 |
0.9507 |
|
4.250 |
0.9335 |
|
|
| Fisher Pivots for day following 12-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9849 |
| PP |
0.9843 |
0.9836 |
| S1 |
0.9834 |
0.9823 |
|