CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9800 |
0.9945 |
0.0145 |
1.5% |
0.9855 |
| High |
0.9910 |
1.0030 |
0.0120 |
1.2% |
0.9913 |
| Low |
0.9796 |
0.9917 |
0.0122 |
1.2% |
0.9738 |
| Close |
0.9905 |
0.9921 |
0.0016 |
0.2% |
0.9813 |
| Range |
0.0115 |
0.0113 |
-0.0002 |
-1.3% |
0.0175 |
| ATR |
0.0108 |
0.0109 |
0.0001 |
1.2% |
0.0000 |
| Volume |
91 |
146 |
55 |
60.4% |
344 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0221 |
0.9983 |
|
| R3 |
1.0182 |
1.0108 |
0.9952 |
|
| R2 |
1.0069 |
1.0069 |
0.9942 |
|
| R1 |
0.9995 |
0.9995 |
0.9931 |
0.9976 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9946 |
| S1 |
0.9882 |
0.9882 |
0.9911 |
0.9863 |
| S2 |
0.9843 |
0.9843 |
0.9900 |
|
| S3 |
0.9730 |
0.9769 |
0.9890 |
|
| S4 |
0.9617 |
0.9656 |
0.9859 |
|
|
| 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 |
1.0030 |
0.9738 |
0.0292 |
2.9% |
0.0090 |
0.9% |
63% |
True |
False |
94 |
| 10 |
1.0117 |
0.9495 |
0.0622 |
6.3% |
0.0144 |
1.5% |
69% |
False |
False |
139 |
| 20 |
1.0117 |
0.9391 |
0.0726 |
7.3% |
0.0111 |
1.1% |
73% |
False |
False |
112 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.7% |
0.0075 |
0.8% |
82% |
False |
False |
78 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
10.9% |
0.0064 |
0.6% |
82% |
False |
False |
53 |
| 80 |
1.0117 |
0.8878 |
0.1239 |
12.5% |
0.0051 |
0.5% |
84% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0326 |
|
1.618 |
1.0213 |
|
1.000 |
1.0143 |
|
0.618 |
1.0100 |
|
HIGH |
1.0030 |
|
0.618 |
0.9987 |
|
0.500 |
0.9974 |
|
0.382 |
0.9960 |
|
LOW |
0.9917 |
|
0.618 |
0.9847 |
|
1.000 |
0.9804 |
|
1.618 |
0.9734 |
|
2.618 |
0.9621 |
|
4.250 |
0.9437 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9974 |
0.9910 |
| PP |
0.9956 |
0.9899 |
| S1 |
0.9939 |
0.9888 |
|