CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9247 |
0.9185 |
-0.0062 |
-0.7% |
0.9433 |
| High |
0.9261 |
0.9260 |
-0.0002 |
0.0% |
0.9509 |
| Low |
0.9183 |
0.9185 |
0.0002 |
0.0% |
0.9341 |
| Close |
0.9186 |
0.9256 |
0.0070 |
0.8% |
0.9372 |
| Range |
0.0079 |
0.0075 |
-0.0004 |
-4.5% |
0.0168 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
491 |
426 |
-65 |
-13.2% |
854 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9458 |
0.9432 |
0.9297 |
|
| R3 |
0.9383 |
0.9357 |
0.9277 |
|
| R2 |
0.9308 |
0.9308 |
0.9270 |
|
| R1 |
0.9282 |
0.9282 |
0.9263 |
0.9295 |
| PP |
0.9233 |
0.9233 |
0.9233 |
0.9240 |
| S1 |
0.9207 |
0.9207 |
0.9249 |
0.9220 |
| S2 |
0.9158 |
0.9158 |
0.9242 |
|
| S3 |
0.9083 |
0.9132 |
0.9235 |
|
| S4 |
0.9008 |
0.9057 |
0.9215 |
|
|
| 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 |
0.9428 |
0.9183 |
0.0246 |
2.7% |
0.0081 |
0.9% |
30% |
False |
False |
326 |
| 10 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0108 |
1.2% |
52% |
False |
False |
326 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0091 |
1.0% |
52% |
False |
False |
229 |
| 40 |
0.9509 |
0.8840 |
0.0669 |
7.2% |
0.0083 |
0.9% |
62% |
False |
False |
160 |
| 60 |
0.9509 |
0.8796 |
0.0714 |
7.7% |
0.0071 |
0.8% |
65% |
False |
False |
110 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0065 |
0.7% |
79% |
False |
False |
84 |
| 100 |
0.9509 |
0.8208 |
0.1302 |
14.1% |
0.0058 |
0.6% |
81% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9456 |
|
1.618 |
0.9381 |
|
1.000 |
0.9335 |
|
0.618 |
0.9306 |
|
HIGH |
0.9260 |
|
0.618 |
0.9231 |
|
0.500 |
0.9222 |
|
0.382 |
0.9213 |
|
LOW |
0.9185 |
|
0.618 |
0.9138 |
|
1.000 |
0.9110 |
|
1.618 |
0.9063 |
|
2.618 |
0.8988 |
|
4.250 |
0.8866 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9273 |
| PP |
0.9233 |
0.9268 |
| S1 |
0.9222 |
0.9262 |
|