CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 12-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2016 |
12-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9989 |
0.9802 |
-0.0187 |
-1.9% |
0.9800 |
| High |
0.9991 |
0.9817 |
-0.0174 |
-1.7% |
1.0050 |
| Low |
0.9781 |
0.9586 |
-0.0196 |
-2.0% |
0.9796 |
| Close |
0.9788 |
0.9602 |
-0.0187 |
-1.9% |
1.0016 |
| Range |
0.0210 |
0.0232 |
0.0022 |
10.2% |
0.0255 |
| ATR |
0.0116 |
0.0124 |
0.0008 |
7.1% |
0.0000 |
| Volume |
313 |
320 |
7 |
2.2% |
900 |
|
| Daily Pivots for day following 12-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0214 |
0.9729 |
|
| R3 |
1.0131 |
0.9982 |
0.9665 |
|
| R2 |
0.9900 |
0.9900 |
0.9644 |
|
| R1 |
0.9751 |
0.9751 |
0.9623 |
0.9709 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9647 |
| S1 |
0.9519 |
0.9519 |
0.9580 |
0.9478 |
| S2 |
0.9437 |
0.9437 |
0.9559 |
|
| S3 |
0.9205 |
0.9288 |
0.9538 |
|
| S4 |
0.8974 |
0.9056 |
0.9474 |
|
|
| 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 |
0.9586 |
0.0465 |
4.8% |
0.0145 |
1.5% |
3% |
False |
True |
288 |
| 10 |
1.0050 |
0.9586 |
0.0465 |
4.8% |
0.0117 |
1.2% |
3% |
False |
True |
181 |
| 20 |
1.0117 |
0.9462 |
0.0655 |
6.8% |
0.0131 |
1.4% |
21% |
False |
False |
166 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0087 |
0.9% |
51% |
False |
False |
110 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.3% |
0.0074 |
0.8% |
52% |
False |
False |
74 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.5% |
0.0058 |
0.6% |
57% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0801 |
|
2.618 |
1.0423 |
|
1.618 |
1.0192 |
|
1.000 |
1.0049 |
|
0.618 |
0.9960 |
|
HIGH |
0.9817 |
|
0.618 |
0.9729 |
|
0.500 |
0.9701 |
|
0.382 |
0.9674 |
|
LOW |
0.9586 |
|
0.618 |
0.9442 |
|
1.000 |
0.9354 |
|
1.618 |
0.9211 |
|
2.618 |
0.8979 |
|
4.250 |
0.8602 |
|
|
| Fisher Pivots for day following 12-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9818 |
| PP |
0.9668 |
0.9746 |
| S1 |
0.9635 |
0.9674 |
|