CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 25-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2016 |
25-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9514 |
0.9470 |
-0.0044 |
-0.5% |
0.9519 |
| High |
0.9529 |
0.9513 |
-0.0016 |
-0.2% |
0.9556 |
| Low |
0.9456 |
0.9427 |
-0.0030 |
-0.3% |
0.9360 |
| Close |
0.9480 |
0.9506 |
0.0027 |
0.3% |
0.9480 |
| Range |
0.0073 |
0.0087 |
0.0014 |
18.5% |
0.0196 |
| ATR |
0.0120 |
0.0117 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
240 |
310 |
70 |
29.2% |
2,033 |
|
| Daily Pivots for day following 25-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9741 |
0.9710 |
0.9554 |
|
| R3 |
0.9655 |
0.9624 |
0.9530 |
|
| R2 |
0.9568 |
0.9568 |
0.9522 |
|
| R1 |
0.9537 |
0.9537 |
0.9514 |
0.9553 |
| PP |
0.9482 |
0.9482 |
0.9482 |
0.9490 |
| S1 |
0.9451 |
0.9451 |
0.9498 |
0.9466 |
| S2 |
0.9395 |
0.9395 |
0.9490 |
|
| S3 |
0.9309 |
0.9364 |
0.9482 |
|
| S4 |
0.9222 |
0.9278 |
0.9458 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0053 |
0.9962 |
0.9587 |
|
| R3 |
0.9857 |
0.9766 |
0.9533 |
|
| R2 |
0.9661 |
0.9661 |
0.9515 |
|
| R1 |
0.9570 |
0.9570 |
0.9497 |
0.9518 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9439 |
| S1 |
0.9374 |
0.9374 |
0.9462 |
0.9322 |
| S2 |
0.9269 |
0.9269 |
0.9444 |
|
| S3 |
0.9073 |
0.9178 |
0.9426 |
|
| S4 |
0.8877 |
0.8982 |
0.9372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9543 |
0.9360 |
0.0183 |
1.9% |
0.0102 |
1.1% |
80% |
False |
False |
456 |
| 10 |
0.9817 |
0.9360 |
0.0457 |
4.8% |
0.0124 |
1.3% |
32% |
False |
False |
427 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
7.3% |
0.0113 |
1.2% |
21% |
False |
False |
291 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0108 |
1.1% |
42% |
False |
False |
204 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0082 |
0.9% |
42% |
False |
False |
140 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.4% |
0.0070 |
0.7% |
44% |
False |
False |
106 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.5% |
0.0060 |
0.6% |
53% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9881 |
|
2.618 |
0.9739 |
|
1.618 |
0.9653 |
|
1.000 |
0.9600 |
|
0.618 |
0.9566 |
|
HIGH |
0.9513 |
|
0.618 |
0.9480 |
|
0.500 |
0.9470 |
|
0.382 |
0.9460 |
|
LOW |
0.9427 |
|
0.618 |
0.9373 |
|
1.000 |
0.9340 |
|
1.618 |
0.9287 |
|
2.618 |
0.9200 |
|
4.250 |
0.9059 |
|
|
| Fisher Pivots for day following 25-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9494 |
0.9488 |
| PP |
0.9482 |
0.9470 |
| S1 |
0.9470 |
0.9452 |
|