CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9617 |
0.9581 |
-0.0036 |
-0.4% |
0.9392 |
| High |
0.9639 |
0.9667 |
0.0029 |
0.3% |
0.9690 |
| Low |
0.9570 |
0.9568 |
-0.0002 |
0.0% |
0.9391 |
| Close |
0.9625 |
0.9648 |
0.0023 |
0.2% |
0.9625 |
| Range |
0.0069 |
0.0100 |
0.0031 |
44.2% |
0.0299 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
0.2% |
0.0000 |
| Volume |
129,845 |
113,362 |
-16,483 |
-12.7% |
809,255 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9887 |
0.9703 |
|
| R3 |
0.9827 |
0.9787 |
0.9675 |
|
| R2 |
0.9727 |
0.9727 |
0.9666 |
|
| R1 |
0.9688 |
0.9688 |
0.9657 |
0.9707 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9637 |
| S1 |
0.9588 |
0.9588 |
0.9639 |
0.9608 |
| S2 |
0.9528 |
0.9528 |
0.9630 |
|
| S3 |
0.9429 |
0.9489 |
0.9621 |
|
| S4 |
0.9329 |
0.9389 |
0.9593 |
|
|
| 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 |
0.9429 |
0.0262 |
2.7% |
0.0111 |
1.1% |
84% |
False |
False |
153,306 |
| 10 |
0.9690 |
0.9298 |
0.0392 |
4.1% |
0.0093 |
1.0% |
89% |
False |
False |
124,853 |
| 20 |
0.9690 |
0.9008 |
0.0682 |
7.1% |
0.0097 |
1.0% |
94% |
False |
False |
66,228 |
| 40 |
0.9690 |
0.8987 |
0.0704 |
7.3% |
0.0092 |
1.0% |
94% |
False |
False |
33,318 |
| 60 |
0.9690 |
0.8840 |
0.0850 |
8.8% |
0.0087 |
0.9% |
95% |
False |
False |
22,255 |
| 80 |
0.9690 |
0.8804 |
0.0886 |
9.2% |
0.0082 |
0.9% |
95% |
False |
False |
16,697 |
| 100 |
0.9690 |
0.8300 |
0.1390 |
14.4% |
0.0076 |
0.8% |
97% |
False |
False |
13,360 |
| 120 |
0.9690 |
0.8300 |
0.1390 |
14.4% |
0.0067 |
0.7% |
97% |
False |
False |
11,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0090 |
|
2.618 |
0.9927 |
|
1.618 |
0.9828 |
|
1.000 |
0.9767 |
|
0.618 |
0.9728 |
|
HIGH |
0.9667 |
|
0.618 |
0.9629 |
|
0.500 |
0.9617 |
|
0.382 |
0.9606 |
|
LOW |
0.9568 |
|
0.618 |
0.9506 |
|
1.000 |
0.9468 |
|
1.618 |
0.9407 |
|
2.618 |
0.9307 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9624 |
| PP |
0.9628 |
0.9601 |
| S1 |
0.9617 |
0.9577 |
|