CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9751 |
-0.0215 |
-2.2% |
0.9769 |
| High |
0.9971 |
0.9784 |
-0.0188 |
-1.9% |
1.0025 |
| Low |
0.9740 |
0.9547 |
-0.0194 |
-2.0% |
0.9750 |
| Close |
0.9752 |
0.9566 |
-0.0186 |
-1.9% |
0.9979 |
| Range |
0.0231 |
0.0237 |
0.0006 |
2.6% |
0.0275 |
| ATR |
0.0137 |
0.0144 |
0.0007 |
5.2% |
0.0000 |
| Volume |
126,018 |
187,256 |
61,238 |
48.6% |
474,987 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0191 |
0.9696 |
|
| R3 |
1.0106 |
0.9954 |
0.9631 |
|
| R2 |
0.9869 |
0.9869 |
0.9609 |
|
| R1 |
0.9717 |
0.9717 |
0.9587 |
0.9675 |
| PP |
0.9632 |
0.9632 |
0.9632 |
0.9611 |
| S1 |
0.9480 |
0.9480 |
0.9544 |
0.9438 |
| S2 |
0.9395 |
0.9395 |
0.9522 |
|
| S3 |
0.9158 |
0.9243 |
0.9500 |
|
| S4 |
0.8921 |
0.9006 |
0.9435 |
|
|
| 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 |
0.9547 |
0.0479 |
5.0% |
0.0166 |
1.7% |
4% |
False |
True |
135,473 |
| 10 |
1.0025 |
0.9547 |
0.0479 |
5.0% |
0.0133 |
1.4% |
4% |
False |
True |
117,497 |
| 20 |
1.0131 |
0.9400 |
0.0731 |
7.6% |
0.0155 |
1.6% |
23% |
False |
False |
135,481 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.7% |
0.0121 |
1.3% |
50% |
False |
False |
81,797 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.0% |
0.0111 |
1.2% |
51% |
False |
False |
54,609 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.5% |
0.0100 |
1.1% |
56% |
False |
False |
40,982 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.9% |
0.0092 |
1.0% |
57% |
False |
False |
32,789 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
19.1% |
0.0085 |
0.9% |
69% |
False |
False |
27,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0791 |
|
2.618 |
1.0404 |
|
1.618 |
1.0167 |
|
1.000 |
1.0021 |
|
0.618 |
0.9930 |
|
HIGH |
0.9784 |
|
0.618 |
0.9693 |
|
0.500 |
0.9665 |
|
0.382 |
0.9637 |
|
LOW |
0.9547 |
|
0.618 |
0.9400 |
|
1.000 |
0.9310 |
|
1.618 |
0.9163 |
|
2.618 |
0.8926 |
|
4.250 |
0.8539 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9665 |
0.9786 |
| PP |
0.9632 |
0.9712 |
| S1 |
0.9599 |
0.9639 |
|