CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 14-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2016 |
14-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9392 |
0.9452 |
0.0060 |
0.6% |
0.9415 |
| High |
0.9491 |
0.9500 |
0.0009 |
0.1% |
0.9443 |
| Low |
0.9391 |
0.9429 |
0.0038 |
0.4% |
0.9298 |
| Close |
0.9451 |
0.9470 |
0.0019 |
0.2% |
0.9398 |
| Range |
0.0100 |
0.0071 |
-0.0029 |
-28.6% |
0.0145 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
156,086 |
140,014 |
-16,072 |
-10.3% |
363,492 |
|
| Daily Pivots for day following 14-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9679 |
0.9646 |
0.9509 |
|
| R3 |
0.9608 |
0.9575 |
0.9490 |
|
| R2 |
0.9537 |
0.9537 |
0.9483 |
|
| R1 |
0.9504 |
0.9504 |
0.9477 |
0.9520 |
| PP |
0.9466 |
0.9466 |
0.9466 |
0.9474 |
| S1 |
0.9433 |
0.9433 |
0.9463 |
0.9449 |
| S2 |
0.9395 |
0.9395 |
0.9457 |
|
| S3 |
0.9324 |
0.9362 |
0.9450 |
|
| S4 |
0.9253 |
0.9291 |
0.9431 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9751 |
0.9477 |
|
| R3 |
0.9670 |
0.9606 |
0.9437 |
|
| R2 |
0.9525 |
0.9525 |
0.9424 |
|
| R1 |
0.9461 |
0.9461 |
0.9411 |
0.9420 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9359 |
| S1 |
0.9316 |
0.9316 |
0.9384 |
0.9275 |
| S2 |
0.9235 |
0.9235 |
0.9371 |
|
| S3 |
0.9090 |
0.9171 |
0.9358 |
|
| S4 |
0.8945 |
0.9026 |
0.9318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9500 |
0.9343 |
0.0157 |
1.7% |
0.0077 |
0.8% |
81% |
True |
False |
116,118 |
| 10 |
0.9500 |
0.9057 |
0.0443 |
4.7% |
0.0101 |
1.1% |
93% |
True |
False |
68,656 |
| 20 |
0.9500 |
0.9008 |
0.0492 |
5.2% |
0.0088 |
0.9% |
94% |
True |
False |
35,090 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.5% |
0.0089 |
0.9% |
93% |
False |
False |
17,670 |
| 60 |
0.9509 |
0.8840 |
0.0669 |
7.1% |
0.0082 |
0.9% |
94% |
False |
False |
11,816 |
| 80 |
0.9509 |
0.8804 |
0.0705 |
7.4% |
0.0077 |
0.8% |
94% |
False |
False |
8,866 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
12.8% |
0.0071 |
0.8% |
97% |
False |
False |
7,094 |
| 120 |
0.9509 |
0.8300 |
0.1209 |
12.8% |
0.0063 |
0.7% |
97% |
False |
False |
5,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9801 |
|
2.618 |
0.9685 |
|
1.618 |
0.9614 |
|
1.000 |
0.9571 |
|
0.618 |
0.9543 |
|
HIGH |
0.9500 |
|
0.618 |
0.9472 |
|
0.500 |
0.9464 |
|
0.382 |
0.9456 |
|
LOW |
0.9429 |
|
0.618 |
0.9385 |
|
1.000 |
0.9358 |
|
1.618 |
0.9314 |
|
2.618 |
0.9243 |
|
4.250 |
0.9127 |
|
|
| Fisher Pivots for day following 14-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9468 |
0.9456 |
| PP |
0.9466 |
0.9441 |
| S1 |
0.9464 |
0.9427 |
|