CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9468 |
0.9568 |
0.0100 |
1.1% |
0.9501 |
| High |
0.9636 |
0.9573 |
-0.0063 |
-0.6% |
0.9522 |
| Low |
0.9463 |
0.9405 |
-0.0058 |
-0.6% |
0.9323 |
| Close |
0.9578 |
0.9505 |
-0.0074 |
-0.8% |
0.9442 |
| Range |
0.0173 |
0.0169 |
-0.0005 |
-2.6% |
0.0199 |
| ATR |
0.0133 |
0.0136 |
0.0003 |
2.2% |
0.0000 |
| Volume |
126,536 |
156,916 |
30,380 |
24.0% |
535,423 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0000 |
0.9921 |
0.9597 |
|
| R3 |
0.9831 |
0.9752 |
0.9551 |
|
| R2 |
0.9663 |
0.9663 |
0.9535 |
|
| R1 |
0.9584 |
0.9584 |
0.9520 |
0.9539 |
| PP |
0.9494 |
0.9494 |
0.9494 |
0.9472 |
| S1 |
0.9415 |
0.9415 |
0.9489 |
0.9370 |
| S2 |
0.9326 |
0.9326 |
0.9474 |
|
| S3 |
0.9157 |
0.9247 |
0.9458 |
|
| S4 |
0.8989 |
0.9078 |
0.9412 |
|
|
| 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 |
0.9636 |
0.9323 |
0.0313 |
3.3% |
0.0138 |
1.5% |
58% |
False |
False |
122,791 |
| 10 |
0.9639 |
0.9323 |
0.0316 |
3.3% |
0.0130 |
1.4% |
57% |
False |
False |
122,272 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.4% |
0.0130 |
1.4% |
26% |
False |
False |
121,860 |
| 40 |
1.0131 |
0.9057 |
0.1075 |
11.3% |
0.0136 |
1.4% |
42% |
False |
False |
115,560 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.8% |
0.0116 |
1.2% |
44% |
False |
False |
77,340 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
12.0% |
0.0110 |
1.2% |
45% |
False |
False |
58,053 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0102 |
1.1% |
53% |
False |
False |
46,451 |
| 120 |
1.0131 |
0.8611 |
0.1520 |
16.0% |
0.0092 |
1.0% |
59% |
False |
False |
38,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0289 |
|
2.618 |
1.0014 |
|
1.618 |
0.9846 |
|
1.000 |
0.9742 |
|
0.618 |
0.9677 |
|
HIGH |
0.9573 |
|
0.618 |
0.9509 |
|
0.500 |
0.9489 |
|
0.382 |
0.9469 |
|
LOW |
0.9405 |
|
0.618 |
0.9300 |
|
1.000 |
0.9236 |
|
1.618 |
0.9132 |
|
2.618 |
0.8963 |
|
4.250 |
0.8688 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9499 |
0.9512 |
| PP |
0.9494 |
0.9509 |
| S1 |
0.9489 |
0.9507 |
|