CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9551 |
0.9519 |
-0.0032 |
-0.3% |
0.9989 |
| High |
0.9614 |
0.9556 |
-0.0058 |
-0.6% |
0.9991 |
| Low |
0.9464 |
0.9471 |
0.0007 |
0.1% |
0.9464 |
| Close |
0.9536 |
0.9483 |
-0.0053 |
-0.6% |
0.9536 |
| Range |
0.0150 |
0.0086 |
-0.0064 |
-42.8% |
0.0527 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
263 |
61 |
-202 |
-76.8% |
2,241 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9760 |
0.9707 |
0.9530 |
|
| R3 |
0.9674 |
0.9621 |
0.9506 |
|
| R2 |
0.9589 |
0.9589 |
0.9498 |
|
| R1 |
0.9536 |
0.9536 |
0.9490 |
0.9519 |
| PP |
0.9503 |
0.9503 |
0.9503 |
0.9495 |
| S1 |
0.9450 |
0.9450 |
0.9475 |
0.9434 |
| S2 |
0.9418 |
0.9418 |
0.9467 |
|
| S3 |
0.9332 |
0.9365 |
0.9459 |
|
| S4 |
0.9247 |
0.9279 |
0.9435 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.0917 |
0.9825 |
|
| R3 |
1.0718 |
1.0390 |
0.9680 |
|
| R2 |
1.0191 |
1.0191 |
0.9632 |
|
| R1 |
0.9863 |
0.9863 |
0.9584 |
0.9763 |
| PP |
0.9664 |
0.9664 |
0.9664 |
0.9614 |
| S1 |
0.9336 |
0.9336 |
0.9487 |
0.9236 |
| S2 |
0.9137 |
0.9137 |
0.9439 |
|
| S3 |
0.8610 |
0.8809 |
0.9391 |
|
| S4 |
0.8083 |
0.8282 |
0.9246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9817 |
0.9464 |
0.0353 |
3.7% |
0.0146 |
1.5% |
5% |
False |
False |
397 |
| 10 |
1.0050 |
0.9464 |
0.0586 |
6.2% |
0.0134 |
1.4% |
3% |
False |
False |
320 |
| 20 |
1.0117 |
0.9464 |
0.0653 |
6.9% |
0.0136 |
1.4% |
3% |
False |
False |
225 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0097 |
1.0% |
40% |
False |
False |
147 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.4% |
0.0081 |
0.8% |
41% |
False |
False |
102 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.7% |
0.0064 |
0.7% |
47% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9919 |
|
2.618 |
0.9780 |
|
1.618 |
0.9694 |
|
1.000 |
0.9642 |
|
0.618 |
0.9609 |
|
HIGH |
0.9556 |
|
0.618 |
0.9523 |
|
0.500 |
0.9513 |
|
0.382 |
0.9503 |
|
LOW |
0.9471 |
|
0.618 |
0.9418 |
|
1.000 |
0.9385 |
|
1.618 |
0.9332 |
|
2.618 |
0.9247 |
|
4.250 |
0.9107 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9513 |
0.9569 |
| PP |
0.9503 |
0.9540 |
| S1 |
0.9493 |
0.9511 |
|