CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 09-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.9355 |
0.9364 |
0.0009 |
0.1% |
0.9433 |
High |
0.9428 |
0.9364 |
-0.0064 |
-0.7% |
0.9509 |
Low |
0.9350 |
0.9251 |
-0.0100 |
-1.1% |
0.9341 |
Close |
0.9372 |
0.9256 |
-0.0116 |
-1.2% |
0.9372 |
Range |
0.0078 |
0.0114 |
0.0036 |
45.5% |
0.0168 |
ATR |
0.0089 |
0.0091 |
0.0002 |
2.6% |
0.0000 |
Volume |
227 |
383 |
156 |
68.7% |
854 |
|
Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9631 |
0.9557 |
0.9318 |
|
R3 |
0.9517 |
0.9443 |
0.9287 |
|
R2 |
0.9404 |
0.9404 |
0.9276 |
|
R1 |
0.9330 |
0.9330 |
0.9266 |
0.9310 |
PP |
0.9290 |
0.9290 |
0.9290 |
0.9280 |
S1 |
0.9216 |
0.9216 |
0.9245 |
0.9196 |
S2 |
0.9177 |
0.9177 |
0.9235 |
|
S3 |
0.9063 |
0.9103 |
0.9224 |
|
S4 |
0.8950 |
0.8989 |
0.9193 |
|
|
Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9911 |
0.9809 |
0.9464 |
|
R3 |
0.9743 |
0.9641 |
0.9418 |
|
R2 |
0.9575 |
0.9575 |
0.9402 |
|
R1 |
0.9473 |
0.9473 |
0.9387 |
0.9440 |
PP |
0.9407 |
0.9407 |
0.9407 |
0.9391 |
S1 |
0.9305 |
0.9305 |
0.9356 |
0.9272 |
S2 |
0.9239 |
0.9239 |
0.9341 |
|
S3 |
0.9071 |
0.9137 |
0.9325 |
|
S4 |
0.8903 |
0.8969 |
0.9279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9509 |
0.9251 |
0.0259 |
2.8% |
0.0081 |
0.9% |
2% |
False |
True |
199 |
10 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0102 |
1.1% |
51% |
False |
False |
253 |
20 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0090 |
1.0% |
51% |
False |
False |
202 |
40 |
0.9509 |
0.8804 |
0.0705 |
7.6% |
0.0083 |
0.9% |
64% |
False |
False |
139 |
60 |
0.9509 |
0.8796 |
0.0714 |
7.7% |
0.0069 |
0.7% |
64% |
False |
False |
95 |
80 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0065 |
0.7% |
79% |
False |
False |
73 |
100 |
0.9509 |
0.8208 |
0.1302 |
14.1% |
0.0056 |
0.6% |
81% |
False |
False |
59 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9846 |
2.618 |
0.9661 |
1.618 |
0.9548 |
1.000 |
0.9478 |
0.618 |
0.9434 |
HIGH |
0.9364 |
0.618 |
0.9321 |
0.500 |
0.9307 |
0.382 |
0.9294 |
LOW |
0.9251 |
0.618 |
0.9180 |
1.000 |
0.9137 |
1.618 |
0.9067 |
2.618 |
0.8953 |
4.250 |
0.8768 |
|
|
Fisher Pivots for day following 09-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9307 |
0.9339 |
PP |
0.9290 |
0.9311 |
S1 |
0.9273 |
0.9283 |
|