CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9436 |
0.9438 |
0.0003 |
0.0% |
0.9501 |
| High |
0.9493 |
0.9477 |
-0.0016 |
-0.2% |
0.9522 |
| Low |
0.9418 |
0.9388 |
-0.0030 |
-0.3% |
0.9323 |
| Close |
0.9442 |
0.9469 |
0.0027 |
0.3% |
0.9442 |
| Range |
0.0075 |
0.0090 |
0.0015 |
19.3% |
0.0199 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
89,180 |
78,950 |
-10,230 |
-11.5% |
535,423 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9680 |
0.9518 |
|
| R3 |
0.9623 |
0.9591 |
0.9493 |
|
| R2 |
0.9534 |
0.9534 |
0.9485 |
|
| R1 |
0.9501 |
0.9501 |
0.9477 |
0.9518 |
| PP |
0.9444 |
0.9444 |
0.9444 |
0.9453 |
| S1 |
0.9412 |
0.9412 |
0.9460 |
0.9428 |
| S2 |
0.9355 |
0.9355 |
0.9452 |
|
| S3 |
0.9265 |
0.9322 |
0.9444 |
|
| S4 |
0.9176 |
0.9233 |
0.9419 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9933 |
0.9551 |
|
| R3 |
0.9827 |
0.9734 |
0.9496 |
|
| R2 |
0.9628 |
0.9628 |
0.9478 |
|
| R1 |
0.9535 |
0.9535 |
0.9460 |
0.9482 |
| PP |
0.9429 |
0.9429 |
0.9429 |
0.9402 |
| S1 |
0.9336 |
0.9336 |
0.9423 |
0.9283 |
| S2 |
0.9230 |
0.9230 |
0.9405 |
|
| S3 |
0.9031 |
0.9137 |
0.9387 |
|
| S4 |
0.8832 |
0.8938 |
0.9332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9507 |
0.9323 |
0.0184 |
1.9% |
0.0107 |
1.1% |
79% |
False |
False |
104,469 |
| 10 |
0.9784 |
0.9323 |
0.0461 |
4.9% |
0.0128 |
1.4% |
32% |
False |
False |
127,003 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.4% |
0.0124 |
1.3% |
21% |
False |
False |
120,184 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.9% |
0.0131 |
1.4% |
41% |
False |
False |
108,667 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.9% |
0.0113 |
1.2% |
41% |
False |
False |
72,631 |
| 80 |
1.0131 |
0.8944 |
0.1188 |
12.5% |
0.0107 |
1.1% |
44% |
False |
False |
54,511 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0100 |
1.1% |
50% |
False |
False |
43,616 |
| 120 |
1.0131 |
0.8409 |
0.1723 |
18.2% |
0.0091 |
1.0% |
62% |
False |
False |
36,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9857 |
|
2.618 |
0.9711 |
|
1.618 |
0.9622 |
|
1.000 |
0.9567 |
|
0.618 |
0.9532 |
|
HIGH |
0.9477 |
|
0.618 |
0.9443 |
|
0.500 |
0.9432 |
|
0.382 |
0.9422 |
|
LOW |
0.9388 |
|
0.618 |
0.9332 |
|
1.000 |
0.9298 |
|
1.618 |
0.9243 |
|
2.618 |
0.9153 |
|
4.250 |
0.9007 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9456 |
0.9451 |
| PP |
0.9444 |
0.9433 |
| S1 |
0.9432 |
0.9415 |
|