CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 08-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2016 |
08-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9949 |
0.9972 |
0.0024 |
0.2% |
0.9800 |
| High |
0.9993 |
1.0050 |
0.0057 |
0.6% |
1.0050 |
| Low |
0.9936 |
0.9936 |
0.0001 |
0.0% |
0.9796 |
| Close |
0.9984 |
1.0016 |
0.0032 |
0.3% |
1.0016 |
| Range |
0.0058 |
0.0114 |
0.0057 |
98.3% |
0.0255 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.5% |
0.0000 |
| Volume |
358 |
305 |
-53 |
-14.8% |
900 |
|
| Daily Pivots for day following 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0293 |
1.0078 |
|
| R3 |
1.0229 |
1.0179 |
1.0047 |
|
| R2 |
1.0115 |
1.0115 |
1.0036 |
|
| R1 |
1.0065 |
1.0065 |
1.0026 |
1.0090 |
| PP |
1.0001 |
1.0001 |
1.0001 |
1.0013 |
| S1 |
0.9951 |
0.9951 |
1.0005 |
0.9976 |
| S2 |
0.9887 |
0.9887 |
0.9995 |
|
| S3 |
0.9773 |
0.9837 |
0.9984 |
|
| S4 |
0.9659 |
0.9723 |
0.9953 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0621 |
1.0155 |
|
| R3 |
1.0463 |
1.0366 |
1.0085 |
|
| R2 |
1.0208 |
1.0208 |
1.0062 |
|
| R1 |
1.0112 |
1.0112 |
1.0039 |
1.0160 |
| PP |
0.9954 |
0.9954 |
0.9954 |
0.9978 |
| S1 |
0.9857 |
0.9857 |
0.9992 |
0.9906 |
| S2 |
0.9699 |
0.9699 |
0.9969 |
|
| S3 |
0.9445 |
0.9603 |
0.9946 |
|
| S4 |
0.9190 |
0.9348 |
0.9876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9745 |
0.0305 |
3.0% |
0.0094 |
0.9% |
89% |
True |
False |
198 |
| 10 |
1.0117 |
0.9500 |
0.0617 |
6.2% |
0.0142 |
1.4% |
84% |
False |
False |
198 |
| 20 |
1.0117 |
0.9402 |
0.0715 |
7.1% |
0.0113 |
1.1% |
86% |
False |
False |
143 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.6% |
0.0077 |
0.8% |
90% |
False |
False |
94 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
10.8% |
0.0066 |
0.7% |
91% |
False |
False |
64 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.0% |
0.0053 |
0.5% |
92% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0535 |
|
2.618 |
1.0348 |
|
1.618 |
1.0234 |
|
1.000 |
1.0164 |
|
0.618 |
1.0120 |
|
HIGH |
1.0050 |
|
0.618 |
1.0006 |
|
0.500 |
0.9993 |
|
0.382 |
0.9980 |
|
LOW |
0.9936 |
|
0.618 |
0.9866 |
|
1.000 |
0.9822 |
|
1.618 |
0.9752 |
|
2.618 |
0.9638 |
|
4.250 |
0.9452 |
|
|
| Fisher Pivots for day following 08-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.0008 |
1.0005 |
| PP |
1.0001 |
0.9994 |
| S1 |
0.9993 |
0.9984 |
|