CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8999 |
0.9065 |
0.0066 |
0.7% |
0.8888 |
| High |
0.9041 |
0.9139 |
0.0098 |
1.1% |
0.9007 |
| Low |
0.8999 |
0.9062 |
0.0063 |
0.7% |
0.8840 |
| Close |
0.9035 |
0.9096 |
0.0062 |
0.7% |
0.8999 |
| Range |
0.0042 |
0.0077 |
0.0035 |
81.2% |
0.0167 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
3.8% |
0.0000 |
| Volume |
29 |
146 |
117 |
403.4% |
343 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9330 |
0.9290 |
0.9138 |
|
| R3 |
0.9253 |
0.9213 |
0.9117 |
|
| R2 |
0.9176 |
0.9176 |
0.9110 |
|
| R1 |
0.9136 |
0.9136 |
0.9103 |
0.9156 |
| PP |
0.9099 |
0.9099 |
0.9099 |
0.9109 |
| S1 |
0.9059 |
0.9059 |
0.9089 |
0.9079 |
| S2 |
0.9022 |
0.9022 |
0.9082 |
|
| S3 |
0.8945 |
0.8982 |
0.9075 |
|
| S4 |
0.8868 |
0.8905 |
0.9054 |
|
|
| 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 |
0.9139 |
0.8918 |
0.0222 |
2.4% |
0.0054 |
0.6% |
81% |
True |
False |
84 |
| 10 |
0.9139 |
0.8840 |
0.0299 |
3.3% |
0.0057 |
0.6% |
86% |
True |
False |
65 |
| 20 |
0.9139 |
0.8804 |
0.0335 |
3.7% |
0.0069 |
0.8% |
87% |
True |
False |
49 |
| 40 |
0.9139 |
0.8686 |
0.0453 |
5.0% |
0.0057 |
0.6% |
91% |
True |
False |
28 |
| 60 |
0.9139 |
0.8300 |
0.0839 |
9.2% |
0.0052 |
0.6% |
95% |
True |
False |
20 |
| 80 |
0.9139 |
0.8208 |
0.0932 |
10.2% |
0.0043 |
0.5% |
95% |
True |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9466 |
|
2.618 |
0.9341 |
|
1.618 |
0.9264 |
|
1.000 |
0.9216 |
|
0.618 |
0.9187 |
|
HIGH |
0.9139 |
|
0.618 |
0.9110 |
|
0.500 |
0.9101 |
|
0.382 |
0.9091 |
|
LOW |
0.9062 |
|
0.618 |
0.9014 |
|
1.000 |
0.8985 |
|
1.618 |
0.8937 |
|
2.618 |
0.8860 |
|
4.250 |
0.8735 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9101 |
0.9078 |
| PP |
0.9099 |
0.9060 |
| S1 |
0.9098 |
0.9041 |
|