CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9199 |
0.9109 |
-0.0091 |
-1.0% |
0.9364 |
| High |
0.9230 |
0.9149 |
-0.0081 |
-0.9% |
0.9364 |
| Low |
0.9102 |
0.9094 |
-0.0008 |
-0.1% |
0.9175 |
| Close |
0.9128 |
0.9133 |
0.0006 |
0.1% |
0.9242 |
| Range |
0.0128 |
0.0055 |
-0.0073 |
-57.0% |
0.0189 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
1,541 |
766 |
-775 |
-50.3% |
1,729 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9267 |
0.9163 |
|
| R3 |
0.9235 |
0.9212 |
0.9148 |
|
| R2 |
0.9180 |
0.9180 |
0.9143 |
|
| R1 |
0.9157 |
0.9157 |
0.9138 |
0.9169 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9131 |
| S1 |
0.9102 |
0.9102 |
0.9128 |
0.9114 |
| S2 |
0.9070 |
0.9070 |
0.9123 |
|
| S3 |
0.9015 |
0.9047 |
0.9118 |
|
| S4 |
0.8960 |
0.8992 |
0.9103 |
|
|
| 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 |
0.9255 |
0.9094 |
0.0161 |
1.8% |
0.0074 |
0.8% |
24% |
False |
True |
707 |
| 10 |
0.9428 |
0.9094 |
0.0334 |
3.7% |
0.0080 |
0.9% |
12% |
False |
True |
525 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0094 |
1.0% |
28% |
False |
False |
380 |
| 40 |
0.9509 |
0.8840 |
0.0669 |
7.3% |
0.0082 |
0.9% |
44% |
False |
False |
247 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0077 |
0.8% |
47% |
False |
False |
172 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0070 |
0.8% |
69% |
False |
False |
131 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0061 |
0.7% |
69% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9383 |
|
2.618 |
0.9293 |
|
1.618 |
0.9238 |
|
1.000 |
0.9204 |
|
0.618 |
0.9183 |
|
HIGH |
0.9149 |
|
0.618 |
0.9128 |
|
0.500 |
0.9122 |
|
0.382 |
0.9115 |
|
LOW |
0.9094 |
|
0.618 |
0.9060 |
|
1.000 |
0.9039 |
|
1.618 |
0.9005 |
|
2.618 |
0.8950 |
|
4.250 |
0.8860 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9162 |
| PP |
0.9125 |
0.9152 |
| S1 |
0.9122 |
0.9143 |
|