CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9492 |
0.9496 |
0.0004 |
0.0% |
0.9989 |
| High |
0.9512 |
0.9504 |
-0.0008 |
-0.1% |
0.9991 |
| Low |
0.9446 |
0.9402 |
-0.0044 |
-0.5% |
0.9464 |
| Close |
0.9487 |
0.9416 |
-0.0072 |
-0.8% |
0.9536 |
| Range |
0.0066 |
0.0103 |
0.0037 |
55.3% |
0.0527 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
182 |
516 |
334 |
183.5% |
2,241 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9748 |
0.9684 |
0.9472 |
|
| R3 |
0.9645 |
0.9582 |
0.9444 |
|
| R2 |
0.9543 |
0.9543 |
0.9434 |
|
| R1 |
0.9479 |
0.9479 |
0.9425 |
0.9460 |
| PP |
0.9440 |
0.9440 |
0.9440 |
0.9431 |
| S1 |
0.9377 |
0.9377 |
0.9406 |
0.9357 |
| S2 |
0.9338 |
0.9338 |
0.9397 |
|
| S3 |
0.9235 |
0.9274 |
0.9387 |
|
| S4 |
0.9133 |
0.9172 |
0.9359 |
|
|
| 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 |
0.9673 |
0.9402 |
0.0272 |
2.9% |
0.0116 |
1.2% |
5% |
False |
True |
373 |
| 10 |
1.0050 |
0.9402 |
0.0649 |
6.9% |
0.0128 |
1.4% |
2% |
False |
True |
366 |
| 20 |
1.0117 |
0.9402 |
0.0715 |
7.6% |
0.0136 |
1.4% |
2% |
False |
True |
253 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.3% |
0.0100 |
1.1% |
34% |
False |
False |
164 |
| 60 |
1.0117 |
0.9043 |
0.1074 |
11.4% |
0.0082 |
0.9% |
35% |
False |
False |
114 |
| 80 |
1.0117 |
0.8951 |
0.1166 |
12.4% |
0.0066 |
0.7% |
40% |
False |
False |
86 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9940 |
|
2.618 |
0.9772 |
|
1.618 |
0.9670 |
|
1.000 |
0.9607 |
|
0.618 |
0.9567 |
|
HIGH |
0.9504 |
|
0.618 |
0.9465 |
|
0.500 |
0.9453 |
|
0.382 |
0.9441 |
|
LOW |
0.9402 |
|
0.618 |
0.9338 |
|
1.000 |
0.9299 |
|
1.618 |
0.9236 |
|
2.618 |
0.9133 |
|
4.250 |
0.8966 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9453 |
0.9479 |
| PP |
0.9440 |
0.9458 |
| S1 |
0.9428 |
0.9437 |
|