CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9468 |
0.9617 |
0.0149 |
1.6% |
0.9392 |
| High |
0.9690 |
0.9639 |
-0.0052 |
-0.5% |
0.9690 |
| Low |
0.9464 |
0.9570 |
0.0106 |
1.1% |
0.9391 |
| Close |
0.9620 |
0.9625 |
0.0006 |
0.1% |
0.9625 |
| Range |
0.0226 |
0.0069 |
-0.0157 |
-69.5% |
0.0299 |
| ATR |
0.0099 |
0.0097 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
260,675 |
129,845 |
-130,830 |
-50.2% |
809,255 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9791 |
0.9663 |
|
| R3 |
0.9749 |
0.9722 |
0.9644 |
|
| R2 |
0.9680 |
0.9680 |
0.9638 |
|
| R1 |
0.9653 |
0.9653 |
0.9631 |
0.9666 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9618 |
| S1 |
0.9584 |
0.9584 |
0.9619 |
0.9597 |
| S2 |
0.9542 |
0.9542 |
0.9612 |
|
| S3 |
0.9473 |
0.9515 |
0.9606 |
|
| S4 |
0.9404 |
0.9446 |
0.9587 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0344 |
0.9789 |
|
| R3 |
1.0167 |
1.0045 |
0.9707 |
|
| R2 |
0.9868 |
0.9868 |
0.9680 |
|
| R1 |
0.9746 |
0.9746 |
0.9652 |
0.9807 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9599 |
| S1 |
0.9447 |
0.9447 |
0.9598 |
0.9508 |
| S2 |
0.9270 |
0.9270 |
0.9570 |
|
| S3 |
0.8971 |
0.9148 |
0.9543 |
|
| S4 |
0.8672 |
0.8849 |
0.9461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9690 |
0.9391 |
0.0299 |
3.1% |
0.0111 |
1.1% |
78% |
False |
False |
161,851 |
| 10 |
0.9690 |
0.9298 |
0.0392 |
4.1% |
0.0094 |
1.0% |
83% |
False |
False |
117,274 |
| 20 |
0.9690 |
0.9008 |
0.0682 |
7.1% |
0.0094 |
1.0% |
90% |
False |
False |
60,606 |
| 40 |
0.9690 |
0.8987 |
0.0704 |
7.3% |
0.0094 |
1.0% |
91% |
False |
False |
30,493 |
| 60 |
0.9690 |
0.8840 |
0.0850 |
8.8% |
0.0086 |
0.9% |
92% |
False |
False |
20,367 |
| 80 |
0.9690 |
0.8804 |
0.0886 |
9.2% |
0.0081 |
0.8% |
93% |
False |
False |
15,280 |
| 100 |
0.9690 |
0.8300 |
0.1390 |
14.4% |
0.0075 |
0.8% |
95% |
False |
False |
12,226 |
| 120 |
0.9690 |
0.8300 |
0.1390 |
14.4% |
0.0067 |
0.7% |
95% |
False |
False |
10,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9932 |
|
2.618 |
0.9819 |
|
1.618 |
0.9750 |
|
1.000 |
0.9708 |
|
0.618 |
0.9681 |
|
HIGH |
0.9639 |
|
0.618 |
0.9612 |
|
0.500 |
0.9604 |
|
0.382 |
0.9596 |
|
LOW |
0.9570 |
|
0.618 |
0.9527 |
|
1.000 |
0.9501 |
|
1.618 |
0.9458 |
|
2.618 |
0.9389 |
|
4.250 |
0.9276 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9618 |
0.9604 |
| PP |
0.9611 |
0.9582 |
| S1 |
0.9604 |
0.9561 |
|