CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 14-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2016 |
14-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9853 |
0.9792 |
-0.0062 |
-0.6% |
0.9657 |
| High |
0.9901 |
0.9822 |
-0.0080 |
-0.8% |
0.9924 |
| Low |
0.9772 |
0.9716 |
-0.0057 |
-0.6% |
0.9645 |
| Close |
0.9776 |
0.9806 |
0.0030 |
0.3% |
0.9779 |
| Range |
0.0129 |
0.0106 |
-0.0023 |
-17.8% |
0.0279 |
| ATR |
0.0109 |
0.0108 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
62,031 |
84,081 |
22,050 |
35.5% |
52,847 |
|
| Daily Pivots for day following 14-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0099 |
1.0059 |
0.9864 |
|
| R3 |
0.9993 |
0.9953 |
0.9835 |
|
| R2 |
0.9887 |
0.9887 |
0.9825 |
|
| R1 |
0.9847 |
0.9847 |
0.9816 |
0.9867 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9791 |
| S1 |
0.9741 |
0.9741 |
0.9796 |
0.9761 |
| S2 |
0.9675 |
0.9675 |
0.9787 |
|
| S3 |
0.9569 |
0.9635 |
0.9777 |
|
| S4 |
0.9463 |
0.9529 |
0.9748 |
|
|
| 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 |
0.9903 |
0.9716 |
0.0187 |
1.9% |
0.0112 |
1.1% |
48% |
False |
True |
46,133 |
| 10 |
0.9924 |
0.9630 |
0.0294 |
3.0% |
0.0115 |
1.2% |
60% |
False |
False |
25,845 |
| 20 |
1.0085 |
0.9630 |
0.0455 |
4.6% |
0.0098 |
1.0% |
39% |
False |
False |
13,447 |
| 40 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0110 |
1.1% |
60% |
False |
False |
6,923 |
| 60 |
1.0117 |
0.9360 |
0.0757 |
7.7% |
0.0118 |
1.2% |
59% |
False |
False |
4,692 |
| 80 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0104 |
1.1% |
71% |
False |
False |
3,537 |
| 100 |
1.0117 |
0.9043 |
0.1074 |
10.9% |
0.0092 |
0.9% |
71% |
False |
False |
2,832 |
| 120 |
1.0117 |
0.8912 |
0.1205 |
12.3% |
0.0080 |
0.8% |
74% |
False |
False |
2,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0272 |
|
2.618 |
1.0099 |
|
1.618 |
0.9993 |
|
1.000 |
0.9928 |
|
0.618 |
0.9887 |
|
HIGH |
0.9822 |
|
0.618 |
0.9781 |
|
0.500 |
0.9769 |
|
0.382 |
0.9756 |
|
LOW |
0.9716 |
|
0.618 |
0.9650 |
|
1.000 |
0.9610 |
|
1.618 |
0.9544 |
|
2.618 |
0.9438 |
|
4.250 |
0.9265 |
|
|
| Fisher Pivots for day following 14-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9794 |
0.9808 |
| PP |
0.9781 |
0.9808 |
| S1 |
0.9769 |
0.9807 |
|