CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 16-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2016 |
16-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.9214 |
0.9246 |
0.0033 |
0.4% |
0.9364 |
High |
0.9245 |
0.9255 |
0.0010 |
0.1% |
0.9364 |
Low |
0.9175 |
0.9205 |
0.0030 |
0.3% |
0.9175 |
Close |
0.9242 |
0.9212 |
-0.0030 |
-0.3% |
0.9242 |
Range |
0.0070 |
0.0050 |
-0.0020 |
-28.6% |
0.0189 |
ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.1% |
0.0000 |
Volume |
238 |
463 |
225 |
94.5% |
1,729 |
|
Daily Pivots for day following 16-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9374 |
0.9343 |
0.9239 |
|
R3 |
0.9324 |
0.9293 |
0.9225 |
|
R2 |
0.9274 |
0.9274 |
0.9221 |
|
R1 |
0.9243 |
0.9243 |
0.9216 |
0.9233 |
PP |
0.9224 |
0.9224 |
0.9224 |
0.9219 |
S1 |
0.9193 |
0.9193 |
0.9207 |
0.9183 |
S2 |
0.9174 |
0.9174 |
0.9202 |
|
S3 |
0.9124 |
0.9143 |
0.9198 |
|
S4 |
0.9074 |
0.9093 |
0.9184 |
|
|
Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9827 |
0.9723 |
0.9345 |
|
R3 |
0.9638 |
0.9534 |
0.9293 |
|
R2 |
0.9449 |
0.9449 |
0.9276 |
|
R1 |
0.9345 |
0.9345 |
0.9259 |
0.9303 |
PP |
0.9260 |
0.9260 |
0.9260 |
0.9239 |
S1 |
0.9156 |
0.9156 |
0.9224 |
0.9114 |
S2 |
0.9071 |
0.9071 |
0.9207 |
|
S3 |
0.8882 |
0.8967 |
0.9190 |
|
S4 |
0.8693 |
0.8778 |
0.9138 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9265 |
0.9175 |
0.0090 |
1.0% |
0.0072 |
0.8% |
41% |
False |
False |
361 |
10 |
0.9509 |
0.9175 |
0.0334 |
3.6% |
0.0077 |
0.8% |
11% |
False |
False |
280 |
20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0090 |
1.0% |
43% |
False |
False |
249 |
40 |
0.9509 |
0.8840 |
0.0669 |
7.3% |
0.0080 |
0.9% |
56% |
False |
False |
179 |
60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0073 |
0.8% |
58% |
False |
False |
125 |
80 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0067 |
0.7% |
75% |
False |
False |
95 |
100 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0059 |
0.6% |
75% |
False |
False |
77 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9468 |
2.618 |
0.9386 |
1.618 |
0.9336 |
1.000 |
0.9305 |
0.618 |
0.9286 |
HIGH |
0.9255 |
0.618 |
0.9236 |
0.500 |
0.9230 |
0.382 |
0.9224 |
LOW |
0.9205 |
0.618 |
0.9174 |
1.000 |
0.9155 |
1.618 |
0.9124 |
2.618 |
0.9074 |
4.250 |
0.8993 |
|
|
Fisher Pivots for day following 16-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9230 |
0.9220 |
PP |
0.9224 |
0.9217 |
S1 |
0.9218 |
0.9214 |
|