CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9568 |
0.9601 |
0.0034 |
0.4% |
0.9769 |
| High |
0.9646 |
0.9639 |
-0.0007 |
-0.1% |
1.0025 |
| Low |
0.9556 |
0.9460 |
-0.0096 |
-1.0% |
0.9750 |
| Close |
0.9607 |
0.9504 |
-0.0103 |
-1.1% |
0.9979 |
| Range |
0.0090 |
0.0179 |
0.0089 |
98.9% |
0.0275 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.0% |
0.0000 |
| Volume |
143,513 |
170,056 |
26,543 |
18.5% |
474,987 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0071 |
0.9966 |
0.9602 |
|
| R3 |
0.9892 |
0.9787 |
0.9553 |
|
| R2 |
0.9713 |
0.9713 |
0.9536 |
|
| R1 |
0.9608 |
0.9608 |
0.9520 |
0.9571 |
| PP |
0.9534 |
0.9534 |
0.9534 |
0.9516 |
| S1 |
0.9429 |
0.9429 |
0.9487 |
0.9392 |
| S2 |
0.9355 |
0.9355 |
0.9471 |
|
| S3 |
0.9176 |
0.9250 |
0.9454 |
|
| S4 |
0.8997 |
0.9071 |
0.9405 |
|
|
| 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 |
0.9460 |
0.0565 |
5.9% |
0.0173 |
1.8% |
8% |
False |
True |
153,143 |
| 10 |
1.0025 |
0.9460 |
0.0565 |
5.9% |
0.0140 |
1.5% |
8% |
False |
True |
129,678 |
| 20 |
1.0131 |
0.9400 |
0.0731 |
7.7% |
0.0161 |
1.7% |
14% |
False |
False |
138,027 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.8% |
0.0125 |
1.3% |
44% |
False |
False |
89,611 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.0% |
0.0114 |
1.2% |
45% |
False |
False |
59,832 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.6% |
0.0103 |
1.1% |
51% |
False |
False |
44,901 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0094 |
1.0% |
53% |
False |
False |
35,925 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
19.3% |
0.0087 |
0.9% |
66% |
False |
False |
29,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0400 |
|
2.618 |
1.0108 |
|
1.618 |
0.9929 |
|
1.000 |
0.9818 |
|
0.618 |
0.9750 |
|
HIGH |
0.9639 |
|
0.618 |
0.9571 |
|
0.500 |
0.9550 |
|
0.382 |
0.9528 |
|
LOW |
0.9460 |
|
0.618 |
0.9349 |
|
1.000 |
0.9281 |
|
1.618 |
0.9170 |
|
2.618 |
0.8991 |
|
4.250 |
0.8699 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9550 |
0.9622 |
| PP |
0.9534 |
0.9582 |
| S1 |
0.9519 |
0.9543 |
|