CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 16-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2016 |
16-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9465 |
0.9468 |
0.0003 |
0.0% |
0.9415 |
| High |
0.9519 |
0.9690 |
0.0171 |
1.8% |
0.9443 |
| Low |
0.9432 |
0.9464 |
0.0032 |
0.3% |
0.9298 |
| Close |
0.9466 |
0.9620 |
0.0154 |
1.6% |
0.9398 |
| Range |
0.0087 |
0.0226 |
0.0139 |
159.8% |
0.0145 |
| ATR |
0.0089 |
0.0099 |
0.0010 |
10.9% |
0.0000 |
| Volume |
122,635 |
260,675 |
138,040 |
112.6% |
363,492 |
|
| Daily Pivots for day following 16-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0170 |
0.9744 |
|
| R3 |
1.0043 |
0.9944 |
0.9682 |
|
| R2 |
0.9817 |
0.9817 |
0.9661 |
|
| R1 |
0.9718 |
0.9718 |
0.9640 |
0.9768 |
| PP |
0.9591 |
0.9591 |
0.9591 |
0.9616 |
| S1 |
0.9492 |
0.9492 |
0.9599 |
0.9542 |
| S2 |
0.9365 |
0.9365 |
0.9578 |
|
| S3 |
0.9139 |
0.9266 |
0.9557 |
|
| S4 |
0.8913 |
0.9040 |
0.9495 |
|
|
| 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 |
0.9690 |
0.9354 |
0.0337 |
3.5% |
0.0109 |
1.1% |
79% |
True |
False |
160,833 |
| 10 |
0.9690 |
0.9197 |
0.0493 |
5.1% |
0.0110 |
1.1% |
86% |
True |
False |
106,433 |
| 20 |
0.9690 |
0.9008 |
0.0682 |
7.1% |
0.0094 |
1.0% |
90% |
True |
False |
54,152 |
| 40 |
0.9690 |
0.8987 |
0.0704 |
7.3% |
0.0094 |
1.0% |
90% |
True |
False |
27,249 |
| 60 |
0.9690 |
0.8840 |
0.0850 |
8.8% |
0.0086 |
0.9% |
92% |
True |
False |
18,203 |
| 80 |
0.9690 |
0.8804 |
0.0886 |
9.2% |
0.0080 |
0.8% |
92% |
True |
False |
13,657 |
| 100 |
0.9690 |
0.8300 |
0.1390 |
14.4% |
0.0074 |
0.8% |
95% |
True |
False |
10,927 |
| 120 |
0.9690 |
0.8300 |
0.1390 |
14.4% |
0.0066 |
0.7% |
95% |
True |
False |
9,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0651 |
|
2.618 |
1.0282 |
|
1.618 |
1.0056 |
|
1.000 |
0.9916 |
|
0.618 |
0.9830 |
|
HIGH |
0.9690 |
|
0.618 |
0.9604 |
|
0.500 |
0.9577 |
|
0.382 |
0.9550 |
|
LOW |
0.9464 |
|
0.618 |
0.9324 |
|
1.000 |
0.9238 |
|
1.618 |
0.9098 |
|
2.618 |
0.8872 |
|
4.250 |
0.8504 |
|
|
| Fisher Pivots for day following 16-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9605 |
0.9599 |
| PP |
0.9591 |
0.9579 |
| S1 |
0.9577 |
0.9559 |
|