CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9794 |
0.9745 |
-0.0049 |
-0.5% |
0.9855 |
| High |
0.9820 |
0.9817 |
-0.0003 |
0.0% |
0.9913 |
| Low |
0.9738 |
0.9745 |
0.0007 |
0.1% |
0.9738 |
| Close |
0.9742 |
0.9813 |
0.0071 |
0.7% |
0.9813 |
| Range |
0.0082 |
0.0072 |
-0.0010 |
-12.2% |
0.0175 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
84 |
90 |
6 |
7.1% |
344 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9982 |
0.9852 |
|
| R3 |
0.9936 |
0.9910 |
0.9832 |
|
| R2 |
0.9864 |
0.9864 |
0.9826 |
|
| R1 |
0.9838 |
0.9838 |
0.9819 |
0.9851 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9798 |
| S1 |
0.9766 |
0.9766 |
0.9806 |
0.9779 |
| S2 |
0.9720 |
0.9720 |
0.9799 |
|
| S3 |
0.9648 |
0.9694 |
0.9793 |
|
| S4 |
0.9576 |
0.9622 |
0.9773 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0254 |
0.9909 |
|
| R3 |
1.0171 |
1.0079 |
0.9861 |
|
| R2 |
0.9996 |
0.9996 |
0.9845 |
|
| R1 |
0.9904 |
0.9904 |
0.9829 |
0.9863 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9800 |
| S1 |
0.9729 |
0.9729 |
0.9796 |
0.9688 |
| S2 |
0.9646 |
0.9646 |
0.9780 |
|
| S3 |
0.9471 |
0.9554 |
0.9764 |
|
| S4 |
0.9296 |
0.9379 |
0.9716 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9913 |
0.9738 |
0.0175 |
1.8% |
0.0082 |
0.8% |
43% |
False |
False |
68 |
| 10 |
1.0117 |
0.9495 |
0.0622 |
6.3% |
0.0138 |
1.4% |
51% |
False |
False |
131 |
| 20 |
1.0117 |
0.9345 |
0.0772 |
7.9% |
0.0106 |
1.1% |
61% |
False |
False |
106 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0072 |
0.7% |
71% |
False |
False |
72 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0060 |
0.6% |
72% |
False |
False |
49 |
| 80 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0050 |
0.5% |
76% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0123 |
|
2.618 |
1.0005 |
|
1.618 |
0.9933 |
|
1.000 |
0.9889 |
|
0.618 |
0.9861 |
|
HIGH |
0.9817 |
|
0.618 |
0.9789 |
|
0.500 |
0.9781 |
|
0.382 |
0.9773 |
|
LOW |
0.9745 |
|
0.618 |
0.9701 |
|
1.000 |
0.9673 |
|
1.618 |
0.9629 |
|
2.618 |
0.9557 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9802 |
0.9806 |
| PP |
0.9792 |
0.9799 |
| S1 |
0.9781 |
0.9792 |
|