CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9854 |
0.9889 |
0.0035 |
0.4% |
0.9836 |
| High |
1.0005 |
0.9965 |
-0.0040 |
-0.4% |
0.9892 |
| Low |
0.9851 |
0.9884 |
0.0033 |
0.3% |
0.9704 |
| Close |
0.9886 |
0.9947 |
0.0061 |
0.6% |
0.9778 |
| Range |
0.0154 |
0.0081 |
-0.0073 |
-47.4% |
0.0188 |
| ATR |
0.0133 |
0.0129 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
137,339 |
87,884 |
-49,455 |
-36.0% |
532,642 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0142 |
0.9992 |
|
| R3 |
1.0094 |
1.0061 |
0.9969 |
|
| R2 |
1.0013 |
1.0013 |
0.9962 |
|
| R1 |
0.9980 |
0.9980 |
0.9954 |
0.9997 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9940 |
| S1 |
0.9899 |
0.9899 |
0.9940 |
0.9916 |
| S2 |
0.9851 |
0.9851 |
0.9932 |
|
| S3 |
0.9770 |
0.9818 |
0.9925 |
|
| S4 |
0.9689 |
0.9737 |
0.9902 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0355 |
1.0255 |
0.9881 |
|
| R3 |
1.0167 |
1.0067 |
0.9830 |
|
| R2 |
0.9979 |
0.9979 |
0.9812 |
|
| R1 |
0.9879 |
0.9879 |
0.9795 |
0.9835 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9770 |
| S1 |
0.9691 |
0.9691 |
0.9761 |
0.9647 |
| S2 |
0.9603 |
0.9603 |
0.9744 |
|
| S3 |
0.9415 |
0.9503 |
0.9726 |
|
| S4 |
0.9227 |
0.9315 |
0.9675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0005 |
0.9704 |
0.0301 |
3.0% |
0.0107 |
1.1% |
81% |
False |
False |
106,214 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.3% |
0.0177 |
1.8% |
75% |
False |
False |
129,332 |
| 20 |
1.0131 |
0.9354 |
0.0778 |
7.8% |
0.0138 |
1.4% |
76% |
False |
False |
131,152 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0112 |
1.1% |
84% |
False |
False |
70,514 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0105 |
1.1% |
84% |
False |
False |
47,082 |
| 80 |
1.0131 |
0.8818 |
0.1313 |
13.2% |
0.0098 |
1.0% |
86% |
False |
False |
35,333 |
| 100 |
1.0131 |
0.8796 |
0.1336 |
13.4% |
0.0087 |
0.9% |
86% |
False |
False |
28,268 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.4% |
0.0081 |
0.8% |
90% |
False |
False |
23,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0309 |
|
2.618 |
1.0177 |
|
1.618 |
1.0096 |
|
1.000 |
1.0046 |
|
0.618 |
1.0015 |
|
HIGH |
0.9965 |
|
0.618 |
0.9934 |
|
0.500 |
0.9925 |
|
0.382 |
0.9915 |
|
LOW |
0.9884 |
|
0.618 |
0.9834 |
|
1.000 |
0.9803 |
|
1.618 |
0.9753 |
|
2.618 |
0.9672 |
|
4.250 |
0.9540 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9940 |
0.9924 |
| PP |
0.9932 |
0.9901 |
| S1 |
0.9925 |
0.9878 |
|