CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9085 |
0.9158 |
0.0073 |
0.8% |
0.8888 |
| High |
0.9186 |
0.9324 |
0.0138 |
1.5% |
0.9007 |
| Low |
0.9085 |
0.9158 |
0.0073 |
0.8% |
0.8840 |
| Close |
0.9167 |
0.9284 |
0.0118 |
1.3% |
0.8999 |
| Range |
0.0101 |
0.0166 |
0.0065 |
64.4% |
0.0167 |
| ATR |
0.0073 |
0.0080 |
0.0007 |
9.1% |
0.0000 |
| Volume |
65 |
264 |
199 |
306.2% |
343 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9753 |
0.9685 |
0.9375 |
|
| R3 |
0.9587 |
0.9519 |
0.9330 |
|
| R2 |
0.9421 |
0.9421 |
0.9314 |
|
| R1 |
0.9353 |
0.9353 |
0.9299 |
0.9387 |
| PP |
0.9255 |
0.9255 |
0.9255 |
0.9273 |
| S1 |
0.9187 |
0.9187 |
0.9269 |
0.9221 |
| S2 |
0.9089 |
0.9089 |
0.9254 |
|
| S3 |
0.8923 |
0.9021 |
0.9238 |
|
| S4 |
0.8757 |
0.8855 |
0.9193 |
|
|
| 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 |
0.9324 |
0.8944 |
0.0381 |
4.1% |
0.0090 |
1.0% |
89% |
True |
False |
120 |
| 10 |
0.9324 |
0.8840 |
0.0484 |
5.2% |
0.0071 |
0.8% |
92% |
True |
False |
94 |
| 20 |
0.9324 |
0.8804 |
0.0520 |
5.6% |
0.0076 |
0.8% |
92% |
True |
False |
64 |
| 40 |
0.9324 |
0.8762 |
0.0562 |
6.1% |
0.0061 |
0.7% |
93% |
True |
False |
36 |
| 60 |
0.9324 |
0.8300 |
0.1024 |
11.0% |
0.0054 |
0.6% |
96% |
True |
False |
26 |
| 80 |
0.9324 |
0.8208 |
0.1117 |
12.0% |
0.0046 |
0.5% |
96% |
True |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0030 |
|
2.618 |
0.9759 |
|
1.618 |
0.9593 |
|
1.000 |
0.9490 |
|
0.618 |
0.9427 |
|
HIGH |
0.9324 |
|
0.618 |
0.9261 |
|
0.500 |
0.9241 |
|
0.382 |
0.9221 |
|
LOW |
0.9158 |
|
0.618 |
0.9055 |
|
1.000 |
0.8992 |
|
1.618 |
0.8889 |
|
2.618 |
0.8723 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9270 |
0.9254 |
| PP |
0.9255 |
0.9223 |
| S1 |
0.9241 |
0.9193 |
|