CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9516 |
0.9517 |
0.0001 |
0.0% |
0.9438 |
| High |
0.9589 |
0.9823 |
0.0234 |
2.4% |
0.9823 |
| Low |
0.9496 |
0.9479 |
-0.0017 |
-0.2% |
0.9388 |
| Close |
0.9503 |
0.9820 |
0.0317 |
3.3% |
0.9820 |
| Range |
0.0093 |
0.0344 |
0.0251 |
269.9% |
0.0436 |
| ATR |
0.0133 |
0.0148 |
0.0015 |
11.4% |
0.0000 |
| Volume |
104,768 |
283,426 |
178,658 |
170.5% |
750,596 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0739 |
1.0623 |
1.0009 |
|
| R3 |
1.0395 |
1.0279 |
0.9914 |
|
| R2 |
1.0051 |
1.0051 |
0.9883 |
|
| R1 |
0.9935 |
0.9935 |
0.9851 |
0.9993 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9736 |
| S1 |
0.9591 |
0.9591 |
0.9788 |
0.9649 |
| S2 |
0.9363 |
0.9363 |
0.9756 |
|
| S3 |
0.9019 |
0.9247 |
0.9725 |
|
| S4 |
0.8675 |
0.8903 |
0.9630 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0983 |
1.0837 |
1.0059 |
|
| R3 |
1.0548 |
1.0401 |
0.9939 |
|
| R2 |
1.0112 |
1.0112 |
0.9899 |
|
| R1 |
0.9966 |
0.9966 |
0.9859 |
1.0039 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9713 |
| S1 |
0.9530 |
0.9530 |
0.9780 |
0.9604 |
| S2 |
0.9241 |
0.9241 |
0.9740 |
|
| S3 |
0.8806 |
0.9095 |
0.9700 |
|
| S4 |
0.8370 |
0.8659 |
0.9580 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9823 |
0.9388 |
0.0436 |
4.4% |
0.0174 |
1.8% |
99% |
True |
False |
150,119 |
| 10 |
0.9823 |
0.9323 |
0.0500 |
5.1% |
0.0140 |
1.4% |
99% |
True |
False |
128,601 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.1% |
0.0143 |
1.5% |
71% |
False |
False |
131,219 |
| 40 |
1.0131 |
0.9197 |
0.0934 |
9.5% |
0.0141 |
1.4% |
67% |
False |
False |
125,126 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0120 |
1.2% |
72% |
False |
False |
83,806 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0114 |
1.2% |
73% |
False |
False |
62,903 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.5% |
0.0105 |
1.1% |
77% |
False |
False |
50,332 |
| 120 |
1.0131 |
0.8759 |
0.1372 |
14.0% |
0.0095 |
1.0% |
77% |
False |
False |
41,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1285 |
|
2.618 |
1.0724 |
|
1.618 |
1.0380 |
|
1.000 |
1.0167 |
|
0.618 |
1.0036 |
|
HIGH |
0.9823 |
|
0.618 |
0.9692 |
|
0.500 |
0.9651 |
|
0.382 |
0.9610 |
|
LOW |
0.9479 |
|
0.618 |
0.9266 |
|
1.000 |
0.9135 |
|
1.618 |
0.8922 |
|
2.618 |
0.8578 |
|
4.250 |
0.8017 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9751 |
| PP |
0.9707 |
0.9682 |
| S1 |
0.9651 |
0.9614 |
|