CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9453 |
0.9381 |
-0.0072 |
-0.8% |
0.9001 |
| High |
0.9509 |
0.9440 |
-0.0069 |
-0.7% |
0.9446 |
| Low |
0.9433 |
0.9361 |
-0.0072 |
-0.8% |
0.8987 |
| Close |
0.9436 |
0.9391 |
-0.0045 |
-0.5% |
0.9408 |
| Range |
0.0076 |
0.0079 |
0.0003 |
3.9% |
0.0460 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
173 |
111 |
-62 |
-35.8% |
1,378 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9634 |
0.9591 |
0.9434 |
|
| R3 |
0.9555 |
0.9512 |
0.9412 |
|
| R2 |
0.9476 |
0.9476 |
0.9405 |
|
| R1 |
0.9433 |
0.9433 |
0.9398 |
0.9455 |
| PP |
0.9397 |
0.9397 |
0.9397 |
0.9408 |
| S1 |
0.9354 |
0.9354 |
0.9383 |
0.9376 |
| S2 |
0.9318 |
0.9318 |
0.9376 |
|
| S3 |
0.9239 |
0.9275 |
0.9369 |
|
| S4 |
0.9160 |
0.9196 |
0.9347 |
|
|
| 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 |
5.6% |
0.0135 |
1.4% |
77% |
False |
False |
326 |
| 10 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0107 |
1.1% |
77% |
False |
False |
235 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0093 |
1.0% |
77% |
False |
False |
193 |
| 40 |
0.9509 |
0.8804 |
0.0705 |
7.5% |
0.0083 |
0.9% |
83% |
False |
False |
123 |
| 60 |
0.9509 |
0.8759 |
0.0750 |
8.0% |
0.0070 |
0.7% |
84% |
False |
False |
84 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0063 |
0.7% |
90% |
False |
False |
64 |
| 100 |
0.9509 |
0.8208 |
0.1302 |
13.9% |
0.0054 |
0.6% |
91% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9776 |
|
2.618 |
0.9647 |
|
1.618 |
0.9568 |
|
1.000 |
0.9519 |
|
0.618 |
0.9489 |
|
HIGH |
0.9440 |
|
0.618 |
0.9410 |
|
0.500 |
0.9401 |
|
0.382 |
0.9391 |
|
LOW |
0.9361 |
|
0.618 |
0.9312 |
|
1.000 |
0.9282 |
|
1.618 |
0.9233 |
|
2.618 |
0.9154 |
|
4.250 |
0.9025 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9401 |
0.9435 |
| PP |
0.9397 |
0.9420 |
| S1 |
0.9394 |
0.9405 |
|