CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9246 |
0.9205 |
-0.0042 |
-0.4% |
0.9364 |
| High |
0.9255 |
0.9222 |
-0.0033 |
-0.4% |
0.9364 |
| Low |
0.9205 |
0.9156 |
-0.0050 |
-0.5% |
0.9175 |
| Close |
0.9212 |
0.9200 |
-0.0012 |
-0.1% |
0.9242 |
| Range |
0.0050 |
0.0067 |
0.0017 |
33.0% |
0.0189 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
463 |
527 |
64 |
13.8% |
1,729 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9392 |
0.9363 |
0.9237 |
|
| R3 |
0.9326 |
0.9296 |
0.9218 |
|
| R2 |
0.9259 |
0.9259 |
0.9212 |
|
| R1 |
0.9230 |
0.9230 |
0.9206 |
0.9211 |
| PP |
0.9193 |
0.9193 |
0.9193 |
0.9183 |
| S1 |
0.9163 |
0.9163 |
0.9194 |
0.9145 |
| S2 |
0.9126 |
0.9126 |
0.9188 |
|
| S3 |
0.9060 |
0.9097 |
0.9182 |
|
| S4 |
0.8993 |
0.9030 |
0.9163 |
|
|
| 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 |
0.9156 |
0.0110 |
1.2% |
0.0070 |
0.8% |
41% |
False |
True |
369 |
| 10 |
0.9440 |
0.9156 |
0.0285 |
3.1% |
0.0076 |
0.8% |
16% |
False |
True |
316 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0092 |
1.0% |
41% |
False |
False |
273 |
| 40 |
0.9509 |
0.8840 |
0.0669 |
7.3% |
0.0080 |
0.9% |
54% |
False |
False |
191 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0074 |
0.8% |
56% |
False |
False |
134 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0067 |
0.7% |
74% |
False |
False |
102 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0059 |
0.6% |
74% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9505 |
|
2.618 |
0.9396 |
|
1.618 |
0.9330 |
|
1.000 |
0.9289 |
|
0.618 |
0.9263 |
|
HIGH |
0.9222 |
|
0.618 |
0.9197 |
|
0.500 |
0.9189 |
|
0.382 |
0.9181 |
|
LOW |
0.9156 |
|
0.618 |
0.9114 |
|
1.000 |
0.9089 |
|
1.618 |
0.9048 |
|
2.618 |
0.8981 |
|
4.250 |
0.8873 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9196 |
0.9205 |
| PP |
0.9193 |
0.9204 |
| S1 |
0.9189 |
0.9202 |
|