CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9272 |
0.9222 |
-0.0050 |
-0.5% |
0.9310 |
| High |
0.9311 |
0.9223 |
-0.0088 |
-0.9% |
0.9339 |
| Low |
0.9223 |
0.9183 |
-0.0040 |
-0.4% |
0.9159 |
| Close |
0.9233 |
0.9206 |
-0.0028 |
-0.3% |
0.9243 |
| Range |
0.0088 |
0.0040 |
-0.0048 |
-54.5% |
0.0180 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
134 |
64 |
-70 |
-52.2% |
913 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9324 |
0.9305 |
0.9228 |
|
| R3 |
0.9284 |
0.9265 |
0.9217 |
|
| R2 |
0.9244 |
0.9244 |
0.9213 |
|
| R1 |
0.9225 |
0.9225 |
0.9209 |
0.9214 |
| PP |
0.9204 |
0.9204 |
0.9204 |
0.9199 |
| S1 |
0.9185 |
0.9185 |
0.9202 |
0.9174 |
| S2 |
0.9164 |
0.9164 |
0.9198 |
|
| S3 |
0.9124 |
0.9145 |
0.9195 |
|
| S4 |
0.9084 |
0.9105 |
0.9184 |
|
|
| 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 |
0.9311 |
0.9159 |
0.0152 |
1.6% |
0.0064 |
0.7% |
31% |
False |
False |
151 |
| 10 |
0.9339 |
0.9085 |
0.0254 |
2.8% |
0.0081 |
0.9% |
47% |
False |
False |
152 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.4% |
0.0069 |
0.8% |
73% |
False |
False |
109 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.8% |
0.0065 |
0.7% |
75% |
False |
False |
64 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0059 |
0.6% |
87% |
False |
False |
45 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0051 |
0.6% |
87% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9393 |
|
2.618 |
0.9328 |
|
1.618 |
0.9288 |
|
1.000 |
0.9263 |
|
0.618 |
0.9248 |
|
HIGH |
0.9223 |
|
0.618 |
0.9208 |
|
0.500 |
0.9203 |
|
0.382 |
0.9198 |
|
LOW |
0.9183 |
|
0.618 |
0.9158 |
|
1.000 |
0.9143 |
|
1.618 |
0.9118 |
|
2.618 |
0.9078 |
|
4.250 |
0.9013 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9205 |
0.9235 |
| PP |
0.9204 |
0.9225 |
| S1 |
0.9203 |
0.9215 |
|