CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9154 |
0.9190 |
0.0037 |
0.4% |
0.9272 |
| High |
0.9186 |
0.9190 |
0.0004 |
0.0% |
0.9311 |
| Low |
0.9143 |
0.8987 |
-0.0156 |
-1.7% |
0.8987 |
| Close |
0.9174 |
0.8996 |
-0.0178 |
-1.9% |
0.8996 |
| Range |
0.0044 |
0.0204 |
0.0160 |
367.8% |
0.0324 |
| ATR |
0.0074 |
0.0083 |
0.0009 |
12.5% |
0.0000 |
| Volume |
98 |
357 |
259 |
264.3% |
708 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9668 |
0.9536 |
0.9108 |
|
| R3 |
0.9465 |
0.9332 |
0.9052 |
|
| R2 |
0.9261 |
0.9261 |
0.9033 |
|
| R1 |
0.9129 |
0.9129 |
0.9015 |
0.9093 |
| PP |
0.9058 |
0.9058 |
0.9058 |
0.9040 |
| S1 |
0.8925 |
0.8925 |
0.8977 |
0.8890 |
| S2 |
0.8854 |
0.8854 |
0.8959 |
|
| S3 |
0.8651 |
0.8722 |
0.8940 |
|
| S4 |
0.8447 |
0.8518 |
0.8884 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0070 |
0.9857 |
0.9174 |
|
| R3 |
0.9746 |
0.9533 |
0.9085 |
|
| R2 |
0.9422 |
0.9422 |
0.9055 |
|
| R1 |
0.9209 |
0.9209 |
0.9026 |
0.9153 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9070 |
| S1 |
0.8885 |
0.8885 |
0.8966 |
0.8829 |
| S2 |
0.8774 |
0.8774 |
0.8937 |
|
| S3 |
0.8450 |
0.8561 |
0.8907 |
|
| S4 |
0.8126 |
0.8237 |
0.8818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9311 |
0.8987 |
0.0324 |
3.6% |
0.0092 |
1.0% |
3% |
False |
True |
141 |
| 10 |
0.9339 |
0.8987 |
0.0353 |
3.9% |
0.0080 |
0.9% |
3% |
False |
True |
162 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.6% |
0.0077 |
0.9% |
31% |
False |
False |
127 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
6.0% |
0.0073 |
0.8% |
36% |
False |
False |
76 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.6% |
0.0065 |
0.7% |
67% |
False |
False |
54 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.6% |
0.0055 |
0.6% |
67% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0055 |
|
2.618 |
0.9723 |
|
1.618 |
0.9519 |
|
1.000 |
0.9394 |
|
0.618 |
0.9316 |
|
HIGH |
0.9190 |
|
0.618 |
0.9112 |
|
0.500 |
0.9088 |
|
0.382 |
0.9064 |
|
LOW |
0.8987 |
|
0.618 |
0.8861 |
|
1.000 |
0.8783 |
|
1.618 |
0.8657 |
|
2.618 |
0.8454 |
|
4.250 |
0.8122 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9088 |
0.9111 |
| PP |
0.9058 |
0.9073 |
| S1 |
0.9027 |
0.9034 |
|