CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 17-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2016 |
17-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9502 |
0.9646 |
0.0144 |
1.5% |
0.9458 |
| High |
0.9713 |
0.9669 |
-0.0044 |
-0.5% |
0.9713 |
| Low |
0.9502 |
0.9614 |
0.0112 |
1.2% |
0.9458 |
| Close |
0.9655 |
0.9660 |
0.0005 |
0.1% |
0.9660 |
| Range |
0.0211 |
0.0055 |
-0.0156 |
-74.1% |
0.0255 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
207 |
31 |
-176 |
-85.0% |
613 |
|
| Daily Pivots for day following 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9811 |
0.9790 |
0.9689 |
|
| R3 |
0.9756 |
0.9735 |
0.9674 |
|
| R2 |
0.9702 |
0.9702 |
0.9669 |
|
| R1 |
0.9681 |
0.9681 |
0.9664 |
0.9691 |
| PP |
0.9647 |
0.9647 |
0.9647 |
0.9653 |
| S1 |
0.9626 |
0.9626 |
0.9655 |
0.9637 |
| S2 |
0.9593 |
0.9593 |
0.9650 |
|
| S3 |
0.9538 |
0.9572 |
0.9645 |
|
| S4 |
0.9484 |
0.9517 |
0.9630 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0272 |
0.9800 |
|
| R3 |
1.0120 |
1.0017 |
0.9730 |
|
| R2 |
0.9865 |
0.9865 |
0.9706 |
|
| R1 |
0.9762 |
0.9762 |
0.9683 |
0.9814 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9636 |
| S1 |
0.9507 |
0.9507 |
0.9636 |
0.9559 |
| S2 |
0.9355 |
0.9355 |
0.9613 |
|
| S3 |
0.9100 |
0.9252 |
0.9589 |
|
| S4 |
0.8845 |
0.8997 |
0.9519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9713 |
0.9458 |
0.0255 |
2.6% |
0.0090 |
0.9% |
79% |
False |
False |
122 |
| 10 |
0.9713 |
0.9345 |
0.0368 |
3.8% |
0.0073 |
0.8% |
86% |
False |
False |
82 |
| 20 |
0.9713 |
0.9055 |
0.0658 |
6.8% |
0.0058 |
0.6% |
92% |
False |
False |
69 |
| 40 |
0.9713 |
0.9035 |
0.0678 |
7.0% |
0.0053 |
0.5% |
92% |
False |
False |
40 |
| 60 |
0.9713 |
0.8912 |
0.0801 |
8.3% |
0.0040 |
0.4% |
93% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9811 |
|
1.618 |
0.9757 |
|
1.000 |
0.9723 |
|
0.618 |
0.9702 |
|
HIGH |
0.9669 |
|
0.618 |
0.9648 |
|
0.500 |
0.9641 |
|
0.382 |
0.9635 |
|
LOW |
0.9614 |
|
0.618 |
0.9580 |
|
1.000 |
0.9560 |
|
1.618 |
0.9526 |
|
2.618 |
0.9471 |
|
4.250 |
0.9382 |
|
|
| Fisher Pivots for day following 17-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9653 |
0.9637 |
| PP |
0.9647 |
0.9615 |
| S1 |
0.9641 |
0.9593 |
|