CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 10-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.9364 |
0.9247 |
-0.0118 |
-1.3% |
0.9433 |
High |
0.9364 |
0.9261 |
-0.0103 |
-1.1% |
0.9509 |
Low |
0.9251 |
0.9183 |
-0.0068 |
-0.7% |
0.9341 |
Close |
0.9256 |
0.9186 |
-0.0070 |
-0.8% |
0.9372 |
Range |
0.0114 |
0.0079 |
-0.0035 |
-30.8% |
0.0168 |
ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
383 |
491 |
108 |
28.2% |
854 |
|
Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9445 |
0.9394 |
0.9229 |
|
R3 |
0.9367 |
0.9316 |
0.9208 |
|
R2 |
0.9288 |
0.9288 |
0.9200 |
|
R1 |
0.9237 |
0.9237 |
0.9193 |
0.9224 |
PP |
0.9210 |
0.9210 |
0.9210 |
0.9203 |
S1 |
0.9159 |
0.9159 |
0.9179 |
0.9145 |
S2 |
0.9131 |
0.9131 |
0.9172 |
|
S3 |
0.9053 |
0.9080 |
0.9164 |
|
S4 |
0.8974 |
0.9002 |
0.9143 |
|
|
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 |
0.9440 |
0.9183 |
0.0258 |
2.8% |
0.0082 |
0.9% |
1% |
False |
True |
263 |
10 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0104 |
1.1% |
38% |
False |
False |
293 |
20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0090 |
1.0% |
38% |
False |
False |
218 |
40 |
0.9509 |
0.8818 |
0.0691 |
7.5% |
0.0084 |
0.9% |
53% |
False |
False |
151 |
60 |
0.9509 |
0.8796 |
0.0714 |
7.8% |
0.0070 |
0.8% |
55% |
False |
False |
103 |
80 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0066 |
0.7% |
73% |
False |
False |
79 |
100 |
0.9509 |
0.8208 |
0.1302 |
14.2% |
0.0057 |
0.6% |
75% |
False |
False |
64 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9595 |
2.618 |
0.9467 |
1.618 |
0.9388 |
1.000 |
0.9340 |
0.618 |
0.9310 |
HIGH |
0.9261 |
0.618 |
0.9231 |
0.500 |
0.9222 |
0.382 |
0.9212 |
LOW |
0.9183 |
0.618 |
0.9134 |
1.000 |
0.9104 |
1.618 |
0.9055 |
2.618 |
0.8977 |
4.250 |
0.8849 |
|
|
Fisher Pivots for day following 10-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9222 |
0.9305 |
PP |
0.9210 |
0.9266 |
S1 |
0.9198 |
0.9226 |
|