CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9205 |
0.9199 |
-0.0006 |
-0.1% |
0.9364 |
| High |
0.9222 |
0.9230 |
0.0008 |
0.1% |
0.9364 |
| Low |
0.9156 |
0.9102 |
-0.0054 |
-0.6% |
0.9175 |
| Close |
0.9200 |
0.9128 |
-0.0073 |
-0.8% |
0.9242 |
| Range |
0.0067 |
0.0128 |
0.0062 |
92.5% |
0.0189 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.8% |
0.0000 |
| Volume |
527 |
1,541 |
1,014 |
192.4% |
1,729 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9537 |
0.9460 |
0.9198 |
|
| R3 |
0.9409 |
0.9332 |
0.9163 |
|
| R2 |
0.9281 |
0.9281 |
0.9151 |
|
| R1 |
0.9204 |
0.9204 |
0.9139 |
0.9179 |
| PP |
0.9153 |
0.9153 |
0.9153 |
0.9140 |
| S1 |
0.9076 |
0.9076 |
0.9116 |
0.9051 |
| S2 |
0.9025 |
0.9025 |
0.9104 |
|
| S3 |
0.8897 |
0.8948 |
0.9092 |
|
| S4 |
0.8769 |
0.8820 |
0.9057 |
|
|
| 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 |
0.9102 |
0.0163 |
1.8% |
0.0080 |
0.9% |
16% |
False |
True |
592 |
| 10 |
0.9428 |
0.9102 |
0.0326 |
3.6% |
0.0081 |
0.9% |
8% |
False |
True |
459 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0094 |
1.0% |
27% |
False |
False |
347 |
| 40 |
0.9509 |
0.8840 |
0.0669 |
7.3% |
0.0082 |
0.9% |
43% |
False |
False |
228 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0076 |
0.8% |
46% |
False |
False |
159 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0069 |
0.8% |
68% |
False |
False |
121 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0061 |
0.7% |
68% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9774 |
|
2.618 |
0.9565 |
|
1.618 |
0.9437 |
|
1.000 |
0.9358 |
|
0.618 |
0.9309 |
|
HIGH |
0.9230 |
|
0.618 |
0.9181 |
|
0.500 |
0.9166 |
|
0.382 |
0.9151 |
|
LOW |
0.9102 |
|
0.618 |
0.9023 |
|
1.000 |
0.8974 |
|
1.618 |
0.8895 |
|
2.618 |
0.8767 |
|
4.250 |
0.8558 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9166 |
0.9179 |
| PP |
0.9153 |
0.9162 |
| S1 |
0.9140 |
0.9145 |
|