CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9594 |
-0.0209 |
-2.1% |
0.9800 |
| High |
0.9817 |
0.9680 |
-0.0137 |
-1.4% |
1.0050 |
| Low |
0.9586 |
0.9593 |
0.0008 |
0.1% |
0.9796 |
| Close |
0.9602 |
0.9643 |
0.0041 |
0.4% |
1.0016 |
| Range |
0.0232 |
0.0087 |
-0.0145 |
-62.4% |
0.0255 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
320 |
498 |
178 |
55.6% |
900 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9900 |
0.9858 |
0.9690 |
|
| R3 |
0.9813 |
0.9771 |
0.9666 |
|
| R2 |
0.9726 |
0.9726 |
0.9658 |
|
| R1 |
0.9684 |
0.9684 |
0.9650 |
0.9705 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9649 |
| S1 |
0.9597 |
0.9597 |
0.9635 |
0.9618 |
| S2 |
0.9552 |
0.9552 |
0.9627 |
|
| S3 |
0.9465 |
0.9510 |
0.9619 |
|
| S4 |
0.9378 |
0.9423 |
0.9595 |
|
|
| 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% |
0.0140 |
1.5% |
12% |
False |
False |
358 |
| 10 |
1.0050 |
0.9586 |
0.0465 |
4.8% |
0.0115 |
1.2% |
12% |
False |
False |
226 |
| 20 |
1.0117 |
0.9474 |
0.0643 |
6.7% |
0.0133 |
1.4% |
26% |
False |
False |
184 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0089 |
0.9% |
55% |
False |
False |
122 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.2% |
0.0074 |
0.8% |
56% |
False |
False |
83 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.5% |
0.0059 |
0.6% |
61% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0050 |
|
2.618 |
0.9908 |
|
1.618 |
0.9821 |
|
1.000 |
0.9767 |
|
0.618 |
0.9734 |
|
HIGH |
0.9680 |
|
0.618 |
0.9647 |
|
0.500 |
0.9637 |
|
0.382 |
0.9626 |
|
LOW |
0.9593 |
|
0.618 |
0.9539 |
|
1.000 |
0.9506 |
|
1.618 |
0.9452 |
|
2.618 |
0.9365 |
|
4.250 |
0.9223 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9641 |
0.9788 |
| PP |
0.9639 |
0.9740 |
| S1 |
0.9637 |
0.9691 |
|