CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9568 |
0.9516 |
-0.0052 |
-0.5% |
0.9501 |
| High |
0.9573 |
0.9589 |
0.0016 |
0.2% |
0.9522 |
| Low |
0.9405 |
0.9496 |
0.0092 |
1.0% |
0.9323 |
| Close |
0.9505 |
0.9503 |
-0.0002 |
0.0% |
0.9442 |
| Range |
0.0169 |
0.0093 |
-0.0076 |
-44.8% |
0.0199 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
156,916 |
104,768 |
-52,148 |
-33.2% |
535,423 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9808 |
0.9748 |
0.9554 |
|
| R3 |
0.9715 |
0.9655 |
0.9528 |
|
| R2 |
0.9622 |
0.9622 |
0.9520 |
|
| R1 |
0.9562 |
0.9562 |
0.9511 |
0.9546 |
| PP |
0.9529 |
0.9529 |
0.9529 |
0.9521 |
| S1 |
0.9469 |
0.9469 |
0.9494 |
0.9453 |
| S2 |
0.9436 |
0.9436 |
0.9485 |
|
| S3 |
0.9343 |
0.9376 |
0.9477 |
|
| S4 |
0.9250 |
0.9283 |
0.9451 |
|
|
| 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 |
0.9388 |
0.0248 |
2.6% |
0.0120 |
1.3% |
46% |
False |
False |
111,270 |
| 10 |
0.9636 |
0.9323 |
0.0313 |
3.3% |
0.0121 |
1.3% |
57% |
False |
False |
115,743 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.4% |
0.0131 |
1.4% |
26% |
False |
False |
122,711 |
| 40 |
1.0131 |
0.9161 |
0.0970 |
10.2% |
0.0135 |
1.4% |
35% |
False |
False |
118,093 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.8% |
0.0116 |
1.2% |
44% |
False |
False |
79,084 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
12.0% |
0.0111 |
1.2% |
45% |
False |
False |
59,361 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0102 |
1.1% |
53% |
False |
False |
47,498 |
| 120 |
1.0131 |
0.8686 |
0.1445 |
15.2% |
0.0093 |
1.0% |
57% |
False |
False |
39,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9984 |
|
2.618 |
0.9832 |
|
1.618 |
0.9739 |
|
1.000 |
0.9682 |
|
0.618 |
0.9646 |
|
HIGH |
0.9589 |
|
0.618 |
0.9553 |
|
0.500 |
0.9543 |
|
0.382 |
0.9532 |
|
LOW |
0.9496 |
|
0.618 |
0.9439 |
|
1.000 |
0.9403 |
|
1.618 |
0.9346 |
|
2.618 |
0.9253 |
|
4.250 |
0.9101 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9543 |
0.9520 |
| PP |
0.9529 |
0.9514 |
| S1 |
0.9516 |
0.9508 |
|