CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 20-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2016 |
20-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9646 |
0.9606 |
-0.0040 |
-0.4% |
0.9458 |
| High |
0.9669 |
0.9683 |
0.0014 |
0.1% |
0.9713 |
| Low |
0.9614 |
0.9606 |
-0.0008 |
-0.1% |
0.9458 |
| Close |
0.9660 |
0.9683 |
0.0023 |
0.2% |
0.9660 |
| Range |
0.0055 |
0.0077 |
0.0022 |
40.4% |
0.0255 |
| ATR |
0.0076 |
0.0076 |
0.0000 |
0.0% |
0.0000 |
| Volume |
31 |
61 |
30 |
96.8% |
613 |
|
| Daily Pivots for day following 20-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9887 |
0.9861 |
0.9725 |
|
| R3 |
0.9810 |
0.9785 |
0.9704 |
|
| R2 |
0.9734 |
0.9734 |
0.9697 |
|
| R1 |
0.9708 |
0.9708 |
0.9690 |
0.9721 |
| PP |
0.9657 |
0.9657 |
0.9657 |
0.9663 |
| S1 |
0.9632 |
0.9632 |
0.9675 |
0.9644 |
| S2 |
0.9581 |
0.9581 |
0.9668 |
|
| S3 |
0.9504 |
0.9555 |
0.9661 |
|
| S4 |
0.9428 |
0.9479 |
0.9640 |
|
|
| 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 |
0.9462 |
0.0251 |
2.6% |
0.0096 |
1.0% |
88% |
False |
False |
107 |
| 10 |
0.9713 |
0.9345 |
0.0368 |
3.8% |
0.0072 |
0.7% |
92% |
False |
False |
87 |
| 20 |
0.9713 |
0.9055 |
0.0658 |
6.8% |
0.0061 |
0.6% |
95% |
False |
False |
71 |
| 40 |
0.9713 |
0.9043 |
0.0670 |
6.9% |
0.0052 |
0.5% |
96% |
False |
False |
42 |
| 60 |
0.9713 |
0.8912 |
0.0801 |
8.3% |
0.0041 |
0.4% |
96% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0008 |
|
2.618 |
0.9883 |
|
1.618 |
0.9806 |
|
1.000 |
0.9759 |
|
0.618 |
0.9730 |
|
HIGH |
0.9683 |
|
0.618 |
0.9653 |
|
0.500 |
0.9644 |
|
0.382 |
0.9635 |
|
LOW |
0.9606 |
|
0.618 |
0.9559 |
|
1.000 |
0.9530 |
|
1.618 |
0.9482 |
|
2.618 |
0.9406 |
|
4.250 |
0.9281 |
|
|
| Fisher Pivots for day following 20-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9670 |
0.9657 |
| PP |
0.9657 |
0.9632 |
| S1 |
0.9644 |
0.9607 |
|