CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9762 |
-0.0078 |
-0.8% |
0.9581 |
| High |
0.9877 |
0.9814 |
-0.0064 |
-0.6% |
1.0131 |
| Low |
0.9752 |
0.9740 |
-0.0013 |
-0.1% |
0.9400 |
| Close |
0.9760 |
0.9777 |
0.0018 |
0.2% |
0.9812 |
| Range |
0.0125 |
0.0074 |
-0.0051 |
-40.8% |
0.0731 |
| ATR |
0.0144 |
0.0139 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
103,998 |
87,760 |
-16,238 |
-15.6% |
735,551 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9999 |
0.9962 |
0.9818 |
|
| R3 |
0.9925 |
0.9888 |
0.9797 |
|
| R2 |
0.9851 |
0.9851 |
0.9791 |
|
| R1 |
0.9814 |
0.9814 |
0.9784 |
0.9832 |
| PP |
0.9777 |
0.9777 |
0.9777 |
0.9786 |
| S1 |
0.9740 |
0.9740 |
0.9770 |
0.9758 |
| S2 |
0.9703 |
0.9703 |
0.9763 |
|
| S3 |
0.9629 |
0.9666 |
0.9757 |
|
| S4 |
0.9555 |
0.9592 |
0.9736 |
|
|
| 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% |
0.0247 |
2.5% |
52% |
False |
False |
152,450 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.5% |
0.0181 |
1.9% |
52% |
False |
False |
146,375 |
| 20 |
1.0131 |
0.9161 |
0.0970 |
9.9% |
0.0139 |
1.4% |
64% |
False |
False |
113,475 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0109 |
1.1% |
68% |
False |
False |
57,270 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0104 |
1.1% |
69% |
False |
False |
38,244 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.6% |
0.0095 |
1.0% |
73% |
False |
False |
28,695 |
| 100 |
1.0131 |
0.8686 |
0.1445 |
14.8% |
0.0085 |
0.9% |
76% |
False |
False |
22,957 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.7% |
0.0078 |
0.8% |
81% |
False |
False |
19,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0128 |
|
2.618 |
1.0007 |
|
1.618 |
0.9933 |
|
1.000 |
0.9888 |
|
0.618 |
0.9859 |
|
HIGH |
0.9814 |
|
0.618 |
0.9785 |
|
0.500 |
0.9777 |
|
0.382 |
0.9768 |
|
LOW |
0.9740 |
|
0.618 |
0.9694 |
|
1.000 |
0.9666 |
|
1.618 |
0.9620 |
|
2.618 |
0.9546 |
|
4.250 |
0.9425 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9777 |
0.9816 |
| PP |
0.9777 |
0.9803 |
| S1 |
0.9777 |
0.9790 |
|