CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9889 |
0.9947 |
0.0058 |
0.6% |
0.9769 |
| High |
0.9965 |
1.0025 |
0.0060 |
0.6% |
1.0025 |
| Low |
0.9884 |
0.9897 |
0.0013 |
0.1% |
0.9750 |
| Close |
0.9947 |
0.9979 |
0.0032 |
0.3% |
0.9979 |
| Range |
0.0081 |
0.0128 |
0.0047 |
58.0% |
0.0275 |
| ATR |
0.0129 |
0.0129 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
87,884 |
138,872 |
50,988 |
58.0% |
474,987 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0293 |
1.0049 |
|
| R3 |
1.0223 |
1.0165 |
1.0014 |
|
| R2 |
1.0095 |
1.0095 |
1.0002 |
|
| R1 |
1.0037 |
1.0037 |
0.9991 |
1.0066 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9982 |
| S1 |
0.9909 |
0.9909 |
0.9967 |
0.9938 |
| S2 |
0.9839 |
0.9839 |
0.9956 |
|
| S3 |
0.9711 |
0.9781 |
0.9944 |
|
| S4 |
0.9583 |
0.9653 |
0.9909 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0636 |
1.0130 |
|
| R3 |
1.0468 |
1.0361 |
1.0055 |
|
| R2 |
1.0193 |
1.0193 |
1.0029 |
|
| R1 |
1.0086 |
1.0086 |
1.0004 |
1.0140 |
| PP |
0.9918 |
0.9918 |
0.9918 |
0.9945 |
| S1 |
0.9811 |
0.9811 |
0.9954 |
0.9865 |
| S2 |
0.9643 |
0.9643 |
0.9929 |
|
| S3 |
0.9368 |
0.9536 |
0.9903 |
|
| S4 |
0.9093 |
0.9261 |
0.9828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0025 |
0.9704 |
0.0321 |
3.2% |
0.0115 |
1.2% |
86% |
True |
False |
111,336 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.3% |
0.0170 |
1.7% |
79% |
False |
False |
129,869 |
| 20 |
1.0131 |
0.9354 |
0.0778 |
7.8% |
0.0140 |
1.4% |
80% |
False |
False |
133,859 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.3% |
0.0113 |
1.1% |
86% |
False |
False |
73,975 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.5% |
0.0106 |
1.1% |
87% |
False |
False |
49,393 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
12.9% |
0.0098 |
1.0% |
88% |
False |
False |
37,068 |
| 100 |
1.0131 |
0.8796 |
0.1336 |
13.4% |
0.0088 |
0.9% |
89% |
False |
False |
29,656 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.3% |
0.0081 |
0.8% |
92% |
False |
False |
24,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0569 |
|
2.618 |
1.0360 |
|
1.618 |
1.0232 |
|
1.000 |
1.0153 |
|
0.618 |
1.0104 |
|
HIGH |
1.0025 |
|
0.618 |
0.9976 |
|
0.500 |
0.9961 |
|
0.382 |
0.9946 |
|
LOW |
0.9897 |
|
0.618 |
0.9818 |
|
1.000 |
0.9769 |
|
1.618 |
0.9690 |
|
2.618 |
0.9562 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9973 |
0.9965 |
| PP |
0.9967 |
0.9952 |
| S1 |
0.9961 |
0.9938 |
|