CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9158 |
0.9275 |
0.0117 |
1.3% |
0.8999 |
| High |
0.9324 |
0.9299 |
-0.0025 |
-0.3% |
0.9324 |
| Low |
0.9158 |
0.9219 |
0.0061 |
0.7% |
0.8999 |
| Close |
0.9284 |
0.9277 |
-0.0007 |
-0.1% |
0.9277 |
| Range |
0.0166 |
0.0080 |
-0.0086 |
-51.8% |
0.0325 |
| ATR |
0.0080 |
0.0080 |
0.0000 |
0.0% |
0.0000 |
| Volume |
264 |
88 |
-176 |
-66.7% |
592 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9505 |
0.9471 |
0.9321 |
|
| R3 |
0.9425 |
0.9391 |
0.9299 |
|
| R2 |
0.9345 |
0.9345 |
0.9292 |
|
| R1 |
0.9311 |
0.9311 |
0.9284 |
0.9328 |
| PP |
0.9265 |
0.9265 |
0.9265 |
0.9274 |
| S1 |
0.9231 |
0.9231 |
0.9270 |
0.9248 |
| S2 |
0.9185 |
0.9185 |
0.9262 |
|
| S3 |
0.9105 |
0.9151 |
0.9255 |
|
| S4 |
0.9025 |
0.9071 |
0.9233 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0051 |
0.9456 |
|
| R3 |
0.9850 |
0.9726 |
0.9366 |
|
| R2 |
0.9525 |
0.9525 |
0.9337 |
|
| R1 |
0.9401 |
0.9401 |
0.9307 |
0.9463 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9231 |
| S1 |
0.9076 |
0.9076 |
0.9247 |
0.9138 |
| S2 |
0.8875 |
0.8875 |
0.9217 |
|
| S3 |
0.8550 |
0.8751 |
0.9188 |
|
| S4 |
0.8225 |
0.8426 |
0.9098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9324 |
0.8999 |
0.0325 |
3.5% |
0.0093 |
1.0% |
86% |
False |
False |
118 |
| 10 |
0.9324 |
0.8840 |
0.0484 |
5.2% |
0.0074 |
0.8% |
90% |
False |
False |
93 |
| 20 |
0.9324 |
0.8804 |
0.0520 |
5.6% |
0.0076 |
0.8% |
91% |
False |
False |
67 |
| 40 |
0.9324 |
0.8796 |
0.0529 |
5.7% |
0.0060 |
0.6% |
91% |
False |
False |
37 |
| 60 |
0.9324 |
0.8300 |
0.1024 |
11.0% |
0.0055 |
0.6% |
95% |
False |
False |
27 |
| 80 |
0.9324 |
0.8208 |
0.1117 |
12.0% |
0.0047 |
0.5% |
96% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9639 |
|
2.618 |
0.9508 |
|
1.618 |
0.9428 |
|
1.000 |
0.9379 |
|
0.618 |
0.9348 |
|
HIGH |
0.9299 |
|
0.618 |
0.9268 |
|
0.500 |
0.9259 |
|
0.382 |
0.9250 |
|
LOW |
0.9219 |
|
0.618 |
0.9170 |
|
1.000 |
0.9139 |
|
1.618 |
0.9090 |
|
2.618 |
0.9010 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9271 |
0.9253 |
| PP |
0.9265 |
0.9229 |
| S1 |
0.9259 |
0.9205 |
|