CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 27-Apr-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
Open |
0.9039 |
0.9038 |
-0.0002 |
0.0% |
0.9272 |
High |
0.9069 |
0.9040 |
-0.0030 |
-0.3% |
0.9311 |
Low |
0.9018 |
0.9000 |
-0.0018 |
-0.2% |
0.8987 |
Close |
0.9018 |
0.9025 |
0.0007 |
0.1% |
0.8996 |
Range |
0.0051 |
0.0040 |
-0.0012 |
-22.5% |
0.0324 |
ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
85 |
98 |
13 |
15.3% |
708 |
|
Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9140 |
0.9122 |
0.9046 |
|
R3 |
0.9100 |
0.9082 |
0.9035 |
|
R2 |
0.9061 |
0.9061 |
0.9032 |
|
R1 |
0.9043 |
0.9043 |
0.9028 |
0.9032 |
PP |
0.9021 |
0.9021 |
0.9021 |
0.9016 |
S1 |
0.9003 |
0.9003 |
0.9021 |
0.8993 |
S2 |
0.8982 |
0.8982 |
0.9017 |
|
S3 |
0.8942 |
0.8964 |
0.9014 |
|
S4 |
0.8903 |
0.8924 |
0.9003 |
|
|
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 |
0.9190 |
0.8987 |
0.0204 |
2.3% |
0.0079 |
0.9% |
19% |
False |
False |
144 |
10 |
0.9311 |
0.8987 |
0.0324 |
3.6% |
0.0074 |
0.8% |
12% |
False |
False |
133 |
20 |
0.9339 |
0.8934 |
0.0405 |
4.5% |
0.0075 |
0.8% |
22% |
False |
False |
131 |
40 |
0.9339 |
0.8804 |
0.0535 |
5.9% |
0.0073 |
0.8% |
41% |
False |
False |
83 |
60 |
0.9339 |
0.8360 |
0.0979 |
10.9% |
0.0065 |
0.7% |
68% |
False |
False |
58 |
80 |
0.9339 |
0.8300 |
0.1039 |
11.5% |
0.0057 |
0.6% |
70% |
False |
False |
44 |
100 |
0.9339 |
0.8182 |
0.1158 |
12.8% |
0.0048 |
0.5% |
73% |
False |
False |
36 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9207 |
2.618 |
0.9143 |
1.618 |
0.9103 |
1.000 |
0.9079 |
0.618 |
0.9064 |
HIGH |
0.9040 |
0.618 |
0.9024 |
0.500 |
0.9020 |
0.382 |
0.9015 |
LOW |
0.9000 |
0.618 |
0.8976 |
1.000 |
0.8961 |
1.618 |
0.8936 |
2.618 |
0.8897 |
4.250 |
0.8832 |
|
|
Fisher Pivots for day following 27-Apr-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9023 |
0.9035 |
PP |
0.9021 |
0.9031 |
S1 |
0.9020 |
0.9028 |
|