CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 14-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2016 |
14-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9594 |
0.9668 |
0.0074 |
0.8% |
0.9800 |
| High |
0.9680 |
0.9673 |
-0.0007 |
-0.1% |
1.0050 |
| Low |
0.9593 |
0.9497 |
-0.0097 |
-1.0% |
0.9796 |
| Close |
0.9643 |
0.9540 |
-0.0103 |
-1.1% |
1.0016 |
| Range |
0.0087 |
0.0177 |
0.0090 |
102.9% |
0.0255 |
| ATR |
0.0121 |
0.0125 |
0.0004 |
3.2% |
0.0000 |
| Volume |
498 |
847 |
349 |
70.1% |
900 |
|
| Daily Pivots for day following 14-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0099 |
0.9996 |
0.9637 |
|
| R3 |
0.9923 |
0.9819 |
0.9588 |
|
| R2 |
0.9746 |
0.9746 |
0.9572 |
|
| R1 |
0.9643 |
0.9643 |
0.9556 |
0.9606 |
| PP |
0.9570 |
0.9570 |
0.9570 |
0.9551 |
| S1 |
0.9466 |
0.9466 |
0.9523 |
0.9430 |
| S2 |
0.9393 |
0.9393 |
0.9507 |
|
| S3 |
0.9217 |
0.9290 |
0.9491 |
|
| S4 |
0.9040 |
0.9113 |
0.9442 |
|
|
| 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 |
0.9497 |
0.0554 |
5.8% |
0.0164 |
1.7% |
8% |
False |
True |
456 |
| 10 |
1.0050 |
0.9497 |
0.0554 |
5.8% |
0.0126 |
1.3% |
8% |
False |
True |
305 |
| 20 |
1.0117 |
0.9495 |
0.0622 |
6.5% |
0.0138 |
1.4% |
7% |
False |
False |
221 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0092 |
1.0% |
46% |
False |
False |
143 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.3% |
0.0077 |
0.8% |
47% |
False |
False |
97 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.6% |
0.0061 |
0.6% |
52% |
False |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0135 |
|
1.618 |
0.9959 |
|
1.000 |
0.9850 |
|
0.618 |
0.9782 |
|
HIGH |
0.9673 |
|
0.618 |
0.9606 |
|
0.500 |
0.9585 |
|
0.382 |
0.9564 |
|
LOW |
0.9497 |
|
0.618 |
0.9387 |
|
1.000 |
0.9320 |
|
1.618 |
0.9211 |
|
2.618 |
0.9034 |
|
4.250 |
0.8746 |
|
|
| Fisher Pivots for day following 14-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9585 |
0.9657 |
| PP |
0.9570 |
0.9618 |
| S1 |
0.9555 |
0.9579 |
|