CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 13-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2016 |
13-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9789 |
0.9853 |
0.0064 |
0.7% |
0.9657 |
| High |
0.9887 |
0.9901 |
0.0015 |
0.1% |
0.9924 |
| Low |
0.9782 |
0.9772 |
-0.0010 |
-0.1% |
0.9645 |
| Close |
0.9862 |
0.9776 |
-0.0086 |
-0.9% |
0.9779 |
| Range |
0.0105 |
0.0129 |
0.0024 |
22.9% |
0.0279 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
1.5% |
0.0000 |
| Volume |
48,411 |
62,031 |
13,620 |
28.1% |
52,847 |
|
| Daily Pivots for day following 13-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0119 |
0.9847 |
|
| R3 |
1.0074 |
0.9990 |
0.9811 |
|
| R2 |
0.9945 |
0.9945 |
0.9800 |
|
| R1 |
0.9861 |
0.9861 |
0.9788 |
0.9839 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9805 |
| S1 |
0.9732 |
0.9732 |
0.9764 |
0.9710 |
| S2 |
0.9687 |
0.9687 |
0.9752 |
|
| S3 |
0.9558 |
0.9603 |
0.9741 |
|
| S4 |
0.9429 |
0.9474 |
0.9705 |
|
|
| 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 |
0.9744 |
0.0180 |
1.8% |
0.0109 |
1.1% |
18% |
False |
False |
30,869 |
| 10 |
0.9924 |
0.9630 |
0.0294 |
3.0% |
0.0118 |
1.2% |
50% |
False |
False |
17,634 |
| 20 |
1.0098 |
0.9630 |
0.0468 |
4.8% |
0.0101 |
1.0% |
31% |
False |
False |
9,288 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0109 |
1.1% |
56% |
False |
False |
4,825 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0118 |
1.2% |
55% |
False |
False |
3,292 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0103 |
1.1% |
68% |
False |
False |
2,486 |
| 100 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0092 |
0.9% |
69% |
False |
False |
1,991 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.3% |
0.0079 |
0.8% |
72% |
False |
False |
1,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0239 |
|
1.618 |
1.0110 |
|
1.000 |
1.0030 |
|
0.618 |
0.9981 |
|
HIGH |
0.9901 |
|
0.618 |
0.9852 |
|
0.500 |
0.9837 |
|
0.382 |
0.9821 |
|
LOW |
0.9772 |
|
0.618 |
0.9692 |
|
1.000 |
0.9643 |
|
1.618 |
0.9563 |
|
2.618 |
0.9434 |
|
4.250 |
0.9224 |
|
|
| Fisher Pivots for day following 13-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9837 |
0.9823 |
| PP |
0.9816 |
0.9807 |
| S1 |
0.9796 |
0.9792 |
|