CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9500 |
0.9855 |
0.0355 |
3.7% |
0.9606 |
| High |
1.0117 |
0.9913 |
-0.0204 |
-2.0% |
1.0117 |
| Low |
0.9500 |
0.9837 |
0.0337 |
3.5% |
0.9495 |
| Close |
0.9845 |
0.9868 |
0.0023 |
0.2% |
0.9845 |
| Range |
0.0617 |
0.0076 |
-0.0541 |
-87.7% |
0.0622 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
745 |
64 |
-681 |
-91.4% |
970 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0101 |
1.0060 |
0.9910 |
|
| R3 |
1.0025 |
0.9984 |
0.9889 |
|
| R2 |
0.9949 |
0.9949 |
0.9882 |
|
| R1 |
0.9908 |
0.9908 |
0.9875 |
0.9929 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9883 |
| S1 |
0.9832 |
0.9832 |
0.9861 |
0.9853 |
| S2 |
0.9797 |
0.9797 |
0.9854 |
|
| S3 |
0.9721 |
0.9756 |
0.9847 |
|
| S4 |
0.9645 |
0.9680 |
0.9826 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1386 |
1.0187 |
|
| R3 |
1.1062 |
1.0764 |
1.0016 |
|
| R2 |
1.0440 |
1.0440 |
0.9959 |
|
| R1 |
1.0143 |
1.0143 |
0.9902 |
1.0292 |
| PP |
0.9819 |
0.9819 |
0.9819 |
0.9893 |
| S1 |
0.9521 |
0.9521 |
0.9788 |
0.9670 |
| S2 |
0.9197 |
0.9197 |
0.9731 |
|
| S3 |
0.8576 |
0.8900 |
0.9674 |
|
| S4 |
0.7954 |
0.8278 |
0.9503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0117 |
0.9495 |
0.0622 |
6.3% |
0.0195 |
2.0% |
60% |
False |
False |
194 |
| 10 |
1.0117 |
0.9462 |
0.0655 |
6.6% |
0.0146 |
1.5% |
62% |
False |
False |
150 |
| 20 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0107 |
1.1% |
77% |
False |
False |
119 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0066 |
0.7% |
77% |
False |
False |
65 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0057 |
0.6% |
77% |
False |
False |
45 |
| 80 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0048 |
0.5% |
81% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0112 |
|
1.618 |
1.0036 |
|
1.000 |
0.9989 |
|
0.618 |
0.9960 |
|
HIGH |
0.9913 |
|
0.618 |
0.9884 |
|
0.500 |
0.9875 |
|
0.382 |
0.9866 |
|
LOW |
0.9837 |
|
0.618 |
0.9790 |
|
1.000 |
0.9761 |
|
1.618 |
0.9714 |
|
2.618 |
0.9638 |
|
4.250 |
0.9514 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9875 |
0.9847 |
| PP |
0.9873 |
0.9827 |
| S1 |
0.9870 |
0.9806 |
|