CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9800 |
0.0055 |
0.6% |
0.9855 |
| High |
0.9817 |
0.9910 |
0.0093 |
0.9% |
0.9913 |
| Low |
0.9745 |
0.9796 |
0.0051 |
0.5% |
0.9738 |
| Close |
0.9813 |
0.9905 |
0.0093 |
0.9% |
0.9813 |
| Range |
0.0072 |
0.0115 |
0.0043 |
59.0% |
0.0175 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
0.5% |
0.0000 |
| Volume |
90 |
91 |
1 |
1.1% |
344 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0174 |
0.9968 |
|
| R3 |
1.0099 |
1.0059 |
0.9936 |
|
| R2 |
0.9985 |
0.9985 |
0.9926 |
|
| R1 |
0.9945 |
0.9945 |
0.9915 |
0.9965 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9880 |
| S1 |
0.9830 |
0.9830 |
0.9895 |
0.9850 |
| S2 |
0.9756 |
0.9756 |
0.9884 |
|
| S3 |
0.9641 |
0.9716 |
0.9874 |
|
| S4 |
0.9527 |
0.9601 |
0.9842 |
|
|
| 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 |
0.9910 |
0.9738 |
0.0172 |
1.7% |
0.0089 |
0.9% |
97% |
True |
False |
74 |
| 10 |
1.0117 |
0.9495 |
0.0622 |
6.3% |
0.0142 |
1.4% |
66% |
False |
False |
134 |
| 20 |
1.0117 |
0.9345 |
0.0772 |
7.8% |
0.0107 |
1.1% |
73% |
False |
False |
110 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0074 |
0.7% |
80% |
False |
False |
75 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0062 |
0.6% |
80% |
False |
False |
50 |
| 80 |
1.0117 |
0.8878 |
0.1239 |
12.5% |
0.0050 |
0.5% |
83% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0210 |
|
1.618 |
1.0095 |
|
1.000 |
1.0025 |
|
0.618 |
0.9981 |
|
HIGH |
0.9910 |
|
0.618 |
0.9866 |
|
0.500 |
0.9853 |
|
0.382 |
0.9839 |
|
LOW |
0.9796 |
|
0.618 |
0.9725 |
|
1.000 |
0.9681 |
|
1.618 |
0.9610 |
|
2.618 |
0.9496 |
|
4.250 |
0.9309 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9888 |
0.9878 |
| PP |
0.9870 |
0.9851 |
| S1 |
0.9853 |
0.9824 |
|