CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9496 |
0.9391 |
-0.0105 |
-1.1% |
0.9989 |
| High |
0.9504 |
0.9543 |
0.0039 |
0.4% |
0.9991 |
| Low |
0.9402 |
0.9360 |
-0.0042 |
-0.4% |
0.9464 |
| Close |
0.9416 |
0.9503 |
0.0087 |
0.9% |
0.9536 |
| Range |
0.0103 |
0.0183 |
0.0081 |
78.5% |
0.0527 |
| ATR |
0.0119 |
0.0123 |
0.0005 |
3.9% |
0.0000 |
| Volume |
516 |
1,034 |
518 |
100.4% |
2,241 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0018 |
0.9943 |
0.9603 |
|
| R3 |
0.9835 |
0.9760 |
0.9553 |
|
| R2 |
0.9652 |
0.9652 |
0.9536 |
|
| R1 |
0.9577 |
0.9577 |
0.9519 |
0.9614 |
| PP |
0.9469 |
0.9469 |
0.9469 |
0.9487 |
| S1 |
0.9394 |
0.9394 |
0.9486 |
0.9431 |
| S2 |
0.9286 |
0.9286 |
0.9469 |
|
| S3 |
0.9103 |
0.9211 |
0.9452 |
|
| S4 |
0.8920 |
0.9028 |
0.9402 |
|
|
| 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 |
0.9614 |
0.9360 |
0.0254 |
2.7% |
0.0117 |
1.2% |
56% |
False |
True |
411 |
| 10 |
1.0050 |
0.9360 |
0.0690 |
7.3% |
0.0141 |
1.5% |
21% |
False |
True |
433 |
| 20 |
1.0117 |
0.9360 |
0.0757 |
8.0% |
0.0143 |
1.5% |
19% |
False |
True |
303 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0104 |
1.1% |
42% |
False |
False |
190 |
| 60 |
1.0117 |
0.9043 |
0.1074 |
11.3% |
0.0084 |
0.9% |
43% |
False |
False |
131 |
| 80 |
1.0117 |
0.8952 |
0.1165 |
12.3% |
0.0068 |
0.7% |
47% |
False |
False |
99 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.6% |
0.0059 |
0.6% |
52% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0321 |
|
2.618 |
1.0022 |
|
1.618 |
0.9839 |
|
1.000 |
0.9726 |
|
0.618 |
0.9656 |
|
HIGH |
0.9543 |
|
0.618 |
0.9473 |
|
0.500 |
0.9452 |
|
0.382 |
0.9430 |
|
LOW |
0.9360 |
|
0.618 |
0.9247 |
|
1.000 |
0.9177 |
|
1.618 |
0.9064 |
|
2.618 |
0.8881 |
|
4.250 |
0.8582 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9486 |
0.9486 |
| PP |
0.9469 |
0.9469 |
| S1 |
0.9452 |
0.9452 |
|