CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9223 |
0.0001 |
0.0% |
0.9310 |
| High |
0.9223 |
0.9235 |
0.0012 |
0.1% |
0.9339 |
| Low |
0.9183 |
0.9150 |
-0.0033 |
-0.4% |
0.9159 |
| Close |
0.9206 |
0.9151 |
-0.0055 |
-0.6% |
0.9243 |
| Range |
0.0040 |
0.0085 |
0.0045 |
112.5% |
0.0180 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.9% |
0.0000 |
| Volume |
64 |
55 |
-9 |
-14.1% |
913 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9434 |
0.9377 |
0.9197 |
|
| R3 |
0.9349 |
0.9292 |
0.9174 |
|
| R2 |
0.9264 |
0.9264 |
0.9166 |
|
| R1 |
0.9207 |
0.9207 |
0.9158 |
0.9193 |
| PP |
0.9179 |
0.9179 |
0.9179 |
0.9171 |
| S1 |
0.9122 |
0.9122 |
0.9143 |
0.9108 |
| S2 |
0.9094 |
0.9094 |
0.9135 |
|
| S3 |
0.9009 |
0.9037 |
0.9127 |
|
| S4 |
0.8924 |
0.8952 |
0.9104 |
|
|
| 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 |
0.9150 |
0.0161 |
1.8% |
0.0069 |
0.8% |
0% |
False |
True |
121 |
| 10 |
0.9339 |
0.9150 |
0.0189 |
2.1% |
0.0080 |
0.9% |
0% |
False |
True |
151 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.5% |
0.0069 |
0.8% |
62% |
False |
False |
110 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.9% |
0.0067 |
0.7% |
65% |
False |
False |
65 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.4% |
0.0061 |
0.7% |
82% |
False |
False |
46 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.4% |
0.0052 |
0.6% |
82% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9596 |
|
2.618 |
0.9458 |
|
1.618 |
0.9373 |
|
1.000 |
0.9320 |
|
0.618 |
0.9288 |
|
HIGH |
0.9235 |
|
0.618 |
0.9203 |
|
0.500 |
0.9193 |
|
0.382 |
0.9182 |
|
LOW |
0.9150 |
|
0.618 |
0.9097 |
|
1.000 |
0.9065 |
|
1.618 |
0.9012 |
|
2.618 |
0.8927 |
|
4.250 |
0.8789 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9230 |
| PP |
0.9179 |
0.9204 |
| S1 |
0.9165 |
0.9177 |
|