CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9113 |
0.9108 |
-0.0005 |
0.0% |
0.9246 |
| High |
0.9136 |
0.9171 |
0.0035 |
0.4% |
0.9255 |
| Low |
0.9089 |
0.9108 |
0.0019 |
0.2% |
0.9079 |
| Close |
0.9119 |
0.9148 |
0.0029 |
0.3% |
0.9106 |
| Range |
0.0048 |
0.0064 |
0.0016 |
33.7% |
0.0177 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
569 |
851 |
282 |
49.6% |
4,214 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9333 |
0.9304 |
0.9182 |
|
| R3 |
0.9269 |
0.9240 |
0.9165 |
|
| R2 |
0.9206 |
0.9206 |
0.9159 |
|
| R1 |
0.9177 |
0.9177 |
0.9153 |
0.9191 |
| PP |
0.9142 |
0.9142 |
0.9142 |
0.9149 |
| S1 |
0.9113 |
0.9113 |
0.9142 |
0.9128 |
| S2 |
0.9079 |
0.9079 |
0.9136 |
|
| S3 |
0.9015 |
0.9050 |
0.9130 |
|
| S4 |
0.8952 |
0.8986 |
0.9113 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9567 |
0.9203 |
|
| R3 |
0.9499 |
0.9391 |
0.9154 |
|
| R2 |
0.9323 |
0.9323 |
0.9138 |
|
| R1 |
0.9214 |
0.9214 |
0.9122 |
0.9180 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9129 |
| S1 |
0.9038 |
0.9038 |
0.9089 |
0.9004 |
| S2 |
0.8970 |
0.8970 |
0.9073 |
|
| S3 |
0.8793 |
0.8861 |
0.9057 |
|
| S4 |
0.8617 |
0.8685 |
0.9008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9199 |
0.9079 |
0.0121 |
1.3% |
0.0066 |
0.7% |
57% |
False |
False |
934 |
| 10 |
0.9255 |
0.9079 |
0.0177 |
1.9% |
0.0070 |
0.8% |
39% |
False |
False |
820 |
| 20 |
0.9509 |
0.9079 |
0.0431 |
4.7% |
0.0078 |
0.8% |
16% |
False |
False |
560 |
| 40 |
0.9509 |
0.8944 |
0.0566 |
6.2% |
0.0084 |
0.9% |
36% |
False |
False |
355 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0078 |
0.9% |
49% |
False |
False |
249 |
| 80 |
0.9509 |
0.8409 |
0.1101 |
12.0% |
0.0071 |
0.8% |
67% |
False |
False |
189 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0064 |
0.7% |
70% |
False |
False |
152 |
| 120 |
0.9509 |
0.8182 |
0.1328 |
14.5% |
0.0055 |
0.6% |
73% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9441 |
|
2.618 |
0.9337 |
|
1.618 |
0.9274 |
|
1.000 |
0.9235 |
|
0.618 |
0.9210 |
|
HIGH |
0.9171 |
|
0.618 |
0.9147 |
|
0.500 |
0.9139 |
|
0.382 |
0.9132 |
|
LOW |
0.9108 |
|
0.618 |
0.9068 |
|
1.000 |
0.9044 |
|
1.618 |
0.9005 |
|
2.618 |
0.8941 |
|
4.250 |
0.8838 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9145 |
0.9145 |
| PP |
0.9142 |
0.9143 |
| S1 |
0.9139 |
0.9141 |
|