CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9433 |
0.9453 |
0.0020 |
0.2% |
0.9001 |
| High |
0.9454 |
0.9509 |
0.0055 |
0.6% |
0.9446 |
| Low |
0.9406 |
0.9433 |
0.0027 |
0.3% |
0.8987 |
| Close |
0.9432 |
0.9436 |
0.0004 |
0.0% |
0.9408 |
| Range |
0.0048 |
0.0076 |
0.0028 |
58.3% |
0.0460 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
240 |
173 |
-67 |
-27.9% |
1,378 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9687 |
0.9637 |
0.9477 |
|
| R3 |
0.9611 |
0.9561 |
0.9456 |
|
| R2 |
0.9535 |
0.9535 |
0.9449 |
|
| R1 |
0.9485 |
0.9485 |
0.9442 |
0.9472 |
| PP |
0.9459 |
0.9459 |
0.9459 |
0.9453 |
| S1 |
0.9409 |
0.9409 |
0.9429 |
0.9396 |
| S2 |
0.9383 |
0.9383 |
0.9422 |
|
| S3 |
0.9307 |
0.9333 |
0.9415 |
|
| S4 |
0.9231 |
0.9257 |
0.9394 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0493 |
0.9661 |
|
| R3 |
1.0199 |
1.0033 |
0.9534 |
|
| R2 |
0.9740 |
0.9740 |
0.9492 |
|
| R1 |
0.9574 |
0.9574 |
0.9450 |
0.9657 |
| PP |
0.9280 |
0.9280 |
0.9280 |
0.9322 |
| S1 |
0.9114 |
0.9114 |
0.9366 |
0.9197 |
| S2 |
0.8821 |
0.8821 |
0.9324 |
|
| S3 |
0.8361 |
0.8655 |
0.9282 |
|
| S4 |
0.7902 |
0.8195 |
0.9155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9509 |
0.8987 |
0.0523 |
5.5% |
0.0127 |
1.3% |
86% |
True |
False |
324 |
| 10 |
0.9509 |
0.8987 |
0.0523 |
5.5% |
0.0108 |
1.1% |
86% |
True |
False |
230 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.5% |
0.0095 |
1.0% |
86% |
True |
False |
191 |
| 40 |
0.9509 |
0.8804 |
0.0705 |
7.5% |
0.0082 |
0.9% |
90% |
True |
False |
120 |
| 60 |
0.9509 |
0.8686 |
0.0823 |
8.7% |
0.0069 |
0.7% |
91% |
True |
False |
82 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
12.8% |
0.0062 |
0.7% |
94% |
True |
False |
63 |
| 100 |
0.9509 |
0.8208 |
0.1302 |
13.8% |
0.0054 |
0.6% |
94% |
True |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9708 |
|
1.618 |
0.9632 |
|
1.000 |
0.9585 |
|
0.618 |
0.9556 |
|
HIGH |
0.9509 |
|
0.618 |
0.9480 |
|
0.500 |
0.9471 |
|
0.382 |
0.9462 |
|
LOW |
0.9433 |
|
0.618 |
0.9386 |
|
1.000 |
0.9357 |
|
1.618 |
0.9310 |
|
2.618 |
0.9234 |
|
4.250 |
0.9110 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9471 |
0.9423 |
| PP |
0.9459 |
0.9411 |
| S1 |
0.9447 |
0.9399 |
|