CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 07-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2016 |
07-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9945 |
0.9949 |
0.0004 |
0.0% |
0.9855 |
| High |
1.0030 |
0.9993 |
-0.0037 |
-0.4% |
0.9913 |
| Low |
0.9917 |
0.9936 |
0.0019 |
0.2% |
0.9738 |
| Close |
0.9921 |
0.9984 |
0.0063 |
0.6% |
0.9813 |
| Range |
0.0113 |
0.0058 |
-0.0056 |
-49.1% |
0.0175 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
146 |
358 |
212 |
145.2% |
344 |
|
| Daily Pivots for day following 07-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0143 |
1.0121 |
1.0015 |
|
| R3 |
1.0086 |
1.0063 |
0.9999 |
|
| R2 |
1.0028 |
1.0028 |
0.9994 |
|
| R1 |
1.0006 |
1.0006 |
0.9989 |
1.0017 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9976 |
| S1 |
0.9948 |
0.9948 |
0.9978 |
0.9960 |
| S2 |
0.9913 |
0.9913 |
0.9973 |
|
| S3 |
0.9856 |
0.9891 |
0.9968 |
|
| S4 |
0.9798 |
0.9833 |
0.9952 |
|
|
| 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% |
0.0088 |
0.9% |
84% |
False |
False |
153 |
| 10 |
1.0117 |
0.9495 |
0.0622 |
6.2% |
0.0146 |
1.5% |
79% |
False |
False |
173 |
| 20 |
1.0117 |
0.9398 |
0.0719 |
7.2% |
0.0111 |
1.1% |
82% |
False |
False |
129 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0076 |
0.8% |
87% |
False |
False |
87 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0065 |
0.6% |
88% |
False |
False |
59 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.1% |
0.0052 |
0.5% |
89% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0237 |
|
2.618 |
1.0144 |
|
1.618 |
1.0086 |
|
1.000 |
1.0051 |
|
0.618 |
1.0029 |
|
HIGH |
0.9993 |
|
0.618 |
0.9971 |
|
0.500 |
0.9964 |
|
0.382 |
0.9957 |
|
LOW |
0.9936 |
|
0.618 |
0.9900 |
|
1.000 |
0.9878 |
|
1.618 |
0.9842 |
|
2.618 |
0.9785 |
|
4.250 |
0.9691 |
|
|
| Fisher Pivots for day following 07-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9977 |
0.9960 |
| PP |
0.9971 |
0.9936 |
| S1 |
0.9964 |
0.9913 |
|