CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 30-Sep-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2016 |
30-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9961 |
0.9923 |
-0.0038 |
-0.4% |
0.9931 |
| High |
0.9964 |
0.9957 |
-0.0007 |
-0.1% |
1.0027 |
| Low |
0.9849 |
0.9850 |
0.0002 |
0.0% |
0.9849 |
| Close |
0.9926 |
0.9891 |
-0.0035 |
-0.4% |
0.9891 |
| Range |
0.0116 |
0.0107 |
-0.0009 |
-7.4% |
0.0178 |
| ATR |
0.0100 |
0.0100 |
0.0001 |
0.5% |
0.0000 |
| Volume |
152,934 |
144,728 |
-8,206 |
-5.4% |
614,654 |
|
| Daily Pivots for day following 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0220 |
1.0162 |
0.9949 |
|
| R3 |
1.0113 |
1.0055 |
0.9920 |
|
| R2 |
1.0006 |
1.0006 |
0.9910 |
|
| R1 |
0.9948 |
0.9948 |
0.9900 |
0.9924 |
| PP |
0.9899 |
0.9899 |
0.9899 |
0.9887 |
| S1 |
0.9841 |
0.9841 |
0.9881 |
0.9817 |
| S2 |
0.9792 |
0.9792 |
0.9871 |
|
| S3 |
0.9685 |
0.9734 |
0.9861 |
|
| S4 |
0.9578 |
0.9627 |
0.9832 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0351 |
0.9988 |
|
| R3 |
1.0278 |
1.0173 |
0.9939 |
|
| R2 |
1.0100 |
1.0100 |
0.9923 |
|
| R1 |
0.9995 |
0.9995 |
0.9907 |
0.9959 |
| PP |
0.9922 |
0.9922 |
0.9922 |
0.9904 |
| S1 |
0.9817 |
0.9817 |
0.9874 |
0.9781 |
| S2 |
0.9744 |
0.9744 |
0.9858 |
|
| S3 |
0.9566 |
0.9639 |
0.9842 |
|
| S4 |
0.9388 |
0.9461 |
0.9793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0027 |
0.9849 |
0.0178 |
1.8% |
0.0090 |
0.9% |
24% |
False |
False |
122,930 |
| 10 |
1.0028 |
0.9765 |
0.0263 |
2.7% |
0.0097 |
1.0% |
48% |
False |
False |
122,444 |
| 20 |
1.0028 |
0.9630 |
0.0398 |
4.0% |
0.0107 |
1.1% |
66% |
False |
False |
82,459 |
| 40 |
1.0098 |
0.9630 |
0.0468 |
4.7% |
0.0098 |
1.0% |
56% |
False |
False |
41,732 |
| 60 |
1.0098 |
0.9360 |
0.0738 |
7.5% |
0.0111 |
1.1% |
72% |
False |
False |
27,954 |
| 80 |
1.0117 |
0.9360 |
0.0757 |
7.6% |
0.0111 |
1.1% |
70% |
False |
False |
20,998 |
| 100 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0097 |
1.0% |
79% |
False |
False |
16,807 |
| 120 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0088 |
0.9% |
79% |
False |
False |
14,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0412 |
|
2.618 |
1.0237 |
|
1.618 |
1.0130 |
|
1.000 |
1.0064 |
|
0.618 |
1.0023 |
|
HIGH |
0.9957 |
|
0.618 |
0.9916 |
|
0.500 |
0.9904 |
|
0.382 |
0.9891 |
|
LOW |
0.9850 |
|
0.618 |
0.9784 |
|
1.000 |
0.9743 |
|
1.618 |
0.9677 |
|
2.618 |
0.9570 |
|
4.250 |
0.9395 |
|
|
| Fisher Pivots for day following 30-Sep-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9904 |
0.9929 |
| PP |
0.9899 |
0.9916 |
| S1 |
0.9895 |
0.9903 |
|