CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9827 |
0.9794 |
-0.0033 |
-0.3% |
0.9606 |
| High |
0.9846 |
0.9820 |
-0.0026 |
-0.3% |
1.0117 |
| Low |
0.9776 |
0.9738 |
-0.0038 |
-0.4% |
0.9495 |
| Close |
0.9812 |
0.9742 |
-0.0071 |
-0.7% |
0.9845 |
| Range |
0.0070 |
0.0082 |
0.0012 |
17.1% |
0.0622 |
| ATR |
0.0112 |
0.0109 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
60 |
84 |
24 |
40.0% |
970 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9959 |
0.9787 |
|
| R3 |
0.9931 |
0.9877 |
0.9764 |
|
| R2 |
0.9849 |
0.9849 |
0.9757 |
|
| R1 |
0.9795 |
0.9795 |
0.9749 |
0.9781 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9759 |
| S1 |
0.9713 |
0.9713 |
0.9734 |
0.9699 |
| S2 |
0.9685 |
0.9685 |
0.9726 |
|
| S3 |
0.9603 |
0.9631 |
0.9719 |
|
| S4 |
0.9521 |
0.9549 |
0.9696 |
|
|
| 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 |
0.9500 |
0.0617 |
6.3% |
0.0190 |
2.0% |
39% |
False |
False |
199 |
| 10 |
1.0117 |
0.9495 |
0.0622 |
6.4% |
0.0137 |
1.4% |
40% |
False |
False |
125 |
| 20 |
1.0117 |
0.9278 |
0.0839 |
8.6% |
0.0111 |
1.1% |
55% |
False |
False |
110 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.9% |
0.0070 |
0.7% |
65% |
False |
False |
70 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.1% |
0.0061 |
0.6% |
65% |
False |
False |
48 |
| 80 |
1.0117 |
0.8829 |
0.1288 |
13.2% |
0.0050 |
0.5% |
71% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0169 |
|
2.618 |
1.0035 |
|
1.618 |
0.9953 |
|
1.000 |
0.9902 |
|
0.618 |
0.9871 |
|
HIGH |
0.9820 |
|
0.618 |
0.9789 |
|
0.500 |
0.9779 |
|
0.382 |
0.9769 |
|
LOW |
0.9738 |
|
0.618 |
0.9687 |
|
1.000 |
0.9656 |
|
1.618 |
0.9605 |
|
2.618 |
0.9523 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9779 |
0.9819 |
| PP |
0.9767 |
0.9793 |
| S1 |
0.9754 |
0.9767 |
|