CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 23-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2016 |
23-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9609 |
0.9611 |
0.0002 |
0.0% |
0.9458 |
| High |
0.9643 |
0.9644 |
0.0001 |
0.0% |
0.9713 |
| Low |
0.9604 |
0.9495 |
-0.0109 |
-1.1% |
0.9458 |
| Close |
0.9638 |
0.9515 |
-0.0123 |
-1.3% |
0.9660 |
| Range |
0.0040 |
0.0149 |
0.0110 |
277.2% |
0.0255 |
| ATR |
0.0075 |
0.0080 |
0.0005 |
7.1% |
0.0000 |
| Volume |
19 |
54 |
35 |
184.2% |
613 |
|
| Daily Pivots for day following 23-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9906 |
0.9597 |
|
| R3 |
0.9849 |
0.9757 |
0.9556 |
|
| R2 |
0.9700 |
0.9700 |
0.9542 |
|
| R1 |
0.9608 |
0.9608 |
0.9529 |
0.9580 |
| PP |
0.9551 |
0.9551 |
0.9551 |
0.9537 |
| S1 |
0.9459 |
0.9459 |
0.9501 |
0.9431 |
| S2 |
0.9402 |
0.9402 |
0.9488 |
|
| S3 |
0.9253 |
0.9310 |
0.9474 |
|
| S4 |
0.9104 |
0.9161 |
0.9433 |
|
|
| 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 |
0.9686 |
0.9495 |
0.0191 |
2.0% |
0.0083 |
0.9% |
10% |
False |
True |
51 |
| 10 |
0.9713 |
0.9402 |
0.0311 |
3.3% |
0.0084 |
0.9% |
36% |
False |
False |
88 |
| 20 |
0.9713 |
0.9055 |
0.0658 |
6.9% |
0.0073 |
0.8% |
70% |
False |
False |
79 |
| 40 |
0.9713 |
0.9043 |
0.0670 |
7.0% |
0.0058 |
0.6% |
71% |
False |
False |
46 |
| 60 |
0.9713 |
0.8971 |
0.0742 |
7.8% |
0.0046 |
0.5% |
73% |
False |
False |
32 |
| 80 |
0.9713 |
0.8829 |
0.0884 |
9.3% |
0.0040 |
0.4% |
78% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0034 |
|
1.618 |
0.9885 |
|
1.000 |
0.9793 |
|
0.618 |
0.9736 |
|
HIGH |
0.9644 |
|
0.618 |
0.9587 |
|
0.500 |
0.9570 |
|
0.382 |
0.9552 |
|
LOW |
0.9495 |
|
0.618 |
0.9403 |
|
1.000 |
0.9346 |
|
1.618 |
0.9254 |
|
2.618 |
0.9105 |
|
4.250 |
0.8862 |
|
|
| Fisher Pivots for day following 23-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9570 |
0.9590 |
| PP |
0.9551 |
0.9565 |
| S1 |
0.9533 |
0.9540 |
|