CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8960 |
0.8999 |
0.0040 |
0.4% |
0.8888 |
| High |
0.9007 |
0.9041 |
0.0034 |
0.4% |
0.9007 |
| Low |
0.8944 |
0.8999 |
0.0056 |
0.6% |
0.8840 |
| Close |
0.8999 |
0.9035 |
0.0036 |
0.4% |
0.8999 |
| Range |
0.0064 |
0.0042 |
-0.0021 |
-33.1% |
0.0167 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
98 |
29 |
-69 |
-70.4% |
343 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9152 |
0.9136 |
0.9058 |
|
| R3 |
0.9110 |
0.9093 |
0.9046 |
|
| R2 |
0.9067 |
0.9067 |
0.9042 |
|
| R1 |
0.9051 |
0.9051 |
0.9038 |
0.9059 |
| PP |
0.9025 |
0.9025 |
0.9025 |
0.9029 |
| S1 |
0.9009 |
0.9009 |
0.9031 |
0.9017 |
| S2 |
0.8983 |
0.8983 |
0.9027 |
|
| S3 |
0.8940 |
0.8966 |
0.9023 |
|
| S4 |
0.8898 |
0.8924 |
0.9011 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9391 |
0.9090 |
|
| R3 |
0.9283 |
0.9224 |
0.9044 |
|
| R2 |
0.9116 |
0.9116 |
0.9029 |
|
| R1 |
0.9057 |
0.9057 |
0.9014 |
0.9086 |
| PP |
0.8949 |
0.8949 |
0.8949 |
0.8963 |
| S1 |
0.8890 |
0.8890 |
0.8983 |
0.8919 |
| S2 |
0.8782 |
0.8782 |
0.8968 |
|
| S3 |
0.8615 |
0.8723 |
0.8953 |
|
| S4 |
0.8448 |
0.8556 |
0.8907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9041 |
0.8840 |
0.0201 |
2.2% |
0.0056 |
0.6% |
97% |
True |
False |
68 |
| 10 |
0.9041 |
0.8840 |
0.0201 |
2.2% |
0.0053 |
0.6% |
97% |
True |
False |
56 |
| 20 |
0.9087 |
0.8804 |
0.0283 |
3.1% |
0.0068 |
0.8% |
81% |
False |
False |
42 |
| 40 |
0.9087 |
0.8611 |
0.0476 |
5.3% |
0.0056 |
0.6% |
89% |
False |
False |
25 |
| 60 |
0.9087 |
0.8300 |
0.0787 |
8.7% |
0.0052 |
0.6% |
93% |
False |
False |
18 |
| 80 |
0.9087 |
0.8201 |
0.0886 |
9.8% |
0.0042 |
0.5% |
94% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9222 |
|
2.618 |
0.9153 |
|
1.618 |
0.9110 |
|
1.000 |
0.9084 |
|
0.618 |
0.9068 |
|
HIGH |
0.9041 |
|
0.618 |
0.9025 |
|
0.500 |
0.9020 |
|
0.382 |
0.9015 |
|
LOW |
0.8999 |
|
0.618 |
0.8973 |
|
1.000 |
0.8957 |
|
1.618 |
0.8930 |
|
2.618 |
0.8888 |
|
4.250 |
0.8818 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9019 |
| PP |
0.9025 |
0.9003 |
| S1 |
0.9020 |
0.8988 |
|