CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9185 |
0.9179 |
-0.0006 |
-0.1% |
0.9310 |
| High |
0.9220 |
0.9244 |
0.0024 |
0.3% |
0.9339 |
| Low |
0.9175 |
0.9159 |
-0.0016 |
-0.2% |
0.9159 |
| Close |
0.9195 |
0.9243 |
0.0048 |
0.5% |
0.9243 |
| Range |
0.0046 |
0.0085 |
0.0040 |
86.8% |
0.0180 |
| ATR |
0.0076 |
0.0077 |
0.0001 |
0.8% |
0.0000 |
| Volume |
219 |
137 |
-82 |
-37.4% |
913 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9442 |
0.9290 |
|
| R3 |
0.9385 |
0.9357 |
0.9266 |
|
| R2 |
0.9300 |
0.9300 |
0.9259 |
|
| R1 |
0.9272 |
0.9272 |
0.9251 |
0.9286 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9223 |
| S1 |
0.9187 |
0.9187 |
0.9235 |
0.9201 |
| S2 |
0.9130 |
0.9130 |
0.9227 |
|
| S3 |
0.9045 |
0.9102 |
0.9220 |
|
| S4 |
0.8960 |
0.9017 |
0.9196 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9696 |
0.9342 |
|
| R3 |
0.9608 |
0.9516 |
0.9293 |
|
| R2 |
0.9428 |
0.9428 |
0.9276 |
|
| R1 |
0.9335 |
0.9335 |
0.9260 |
0.9291 |
| PP |
0.9247 |
0.9247 |
0.9247 |
0.9225 |
| S1 |
0.9155 |
0.9155 |
0.9226 |
0.9111 |
| S2 |
0.9067 |
0.9067 |
0.9210 |
|
| S3 |
0.8886 |
0.8974 |
0.9193 |
|
| S4 |
0.8706 |
0.8794 |
0.9144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9339 |
0.9159 |
0.0180 |
2.0% |
0.0068 |
0.7% |
47% |
False |
True |
182 |
| 10 |
0.9339 |
0.8999 |
0.0340 |
3.7% |
0.0080 |
0.9% |
72% |
False |
False |
150 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.4% |
0.0068 |
0.7% |
81% |
False |
False |
103 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.8% |
0.0063 |
0.7% |
82% |
False |
False |
60 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.2% |
0.0058 |
0.6% |
91% |
False |
False |
42 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.2% |
0.0050 |
0.5% |
91% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9605 |
|
2.618 |
0.9467 |
|
1.618 |
0.9382 |
|
1.000 |
0.9329 |
|
0.618 |
0.9297 |
|
HIGH |
0.9244 |
|
0.618 |
0.9212 |
|
0.500 |
0.9202 |
|
0.382 |
0.9191 |
|
LOW |
0.9159 |
|
0.618 |
0.9106 |
|
1.000 |
0.9074 |
|
1.618 |
0.9021 |
|
2.618 |
0.8936 |
|
4.250 |
0.8798 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9229 |
0.9230 |
| PP |
0.9215 |
0.9217 |
| S1 |
0.9202 |
0.9203 |
|