CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9836 |
0.9840 |
0.0004 |
0.0% |
0.9581 |
| High |
0.9892 |
0.9877 |
-0.0015 |
-0.2% |
1.0131 |
| Low |
0.9787 |
0.9752 |
-0.0035 |
-0.4% |
0.9400 |
| Close |
0.9836 |
0.9760 |
-0.0076 |
-0.8% |
0.9812 |
| Range |
0.0105 |
0.0125 |
0.0020 |
19.0% |
0.0731 |
| ATR |
0.0145 |
0.0144 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
145,927 |
103,998 |
-41,929 |
-28.7% |
735,551 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0171 |
1.0090 |
0.9828 |
|
| R3 |
1.0046 |
0.9965 |
0.9794 |
|
| R2 |
0.9921 |
0.9921 |
0.9782 |
|
| R1 |
0.9840 |
0.9840 |
0.9771 |
0.9818 |
| PP |
0.9796 |
0.9796 |
0.9796 |
0.9785 |
| S1 |
0.9715 |
0.9715 |
0.9748 |
0.9693 |
| S2 |
0.9671 |
0.9671 |
0.9737 |
|
| S3 |
0.9546 |
0.9590 |
0.9725 |
|
| S4 |
0.9421 |
0.9465 |
0.9691 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1624 |
1.0214 |
|
| R3 |
1.1243 |
1.0893 |
1.0013 |
|
| R2 |
1.0512 |
1.0512 |
0.9946 |
|
| R1 |
1.0162 |
1.0162 |
0.9879 |
1.0337 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9868 |
| S1 |
0.9431 |
0.9431 |
0.9744 |
0.9606 |
| S2 |
0.9050 |
0.9050 |
0.9677 |
|
| S3 |
0.8319 |
0.8700 |
0.9610 |
|
| S4 |
0.7588 |
0.7969 |
0.9409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0131 |
0.9400 |
0.0731 |
7.5% |
0.0242 |
2.5% |
49% |
False |
False |
150,062 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.5% |
0.0183 |
1.9% |
49% |
False |
False |
149,863 |
| 20 |
1.0131 |
0.9057 |
0.1075 |
11.0% |
0.0142 |
1.5% |
65% |
False |
False |
109,260 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0109 |
1.1% |
67% |
False |
False |
55,081 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0104 |
1.1% |
68% |
False |
False |
36,784 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.6% |
0.0095 |
1.0% |
72% |
False |
False |
27,598 |
| 100 |
1.0131 |
0.8611 |
0.1520 |
15.6% |
0.0085 |
0.9% |
76% |
False |
False |
22,080 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.8% |
0.0078 |
0.8% |
80% |
False |
False |
18,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0204 |
|
1.618 |
1.0079 |
|
1.000 |
1.0002 |
|
0.618 |
0.9954 |
|
HIGH |
0.9877 |
|
0.618 |
0.9829 |
|
0.500 |
0.9815 |
|
0.382 |
0.9800 |
|
LOW |
0.9752 |
|
0.618 |
0.9675 |
|
1.000 |
0.9627 |
|
1.618 |
0.9550 |
|
2.618 |
0.9425 |
|
4.250 |
0.9221 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9815 |
0.9766 |
| PP |
0.9796 |
0.9764 |
| S1 |
0.9778 |
0.9762 |
|