CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9470 |
0.9540 |
0.0071 |
0.7% |
0.9519 |
| High |
0.9513 |
0.9673 |
0.0160 |
1.7% |
0.9556 |
| Low |
0.9427 |
0.9501 |
0.0075 |
0.8% |
0.9360 |
| Close |
0.9506 |
0.9617 |
0.0111 |
1.2% |
0.9480 |
| Range |
0.0087 |
0.0172 |
0.0085 |
98.3% |
0.0196 |
| ATR |
0.0117 |
0.0121 |
0.0004 |
3.3% |
0.0000 |
| Volume |
310 |
453 |
143 |
46.1% |
2,033 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0035 |
0.9711 |
|
| R3 |
0.9940 |
0.9864 |
0.9664 |
|
| R2 |
0.9768 |
0.9768 |
0.9648 |
|
| R1 |
0.9692 |
0.9692 |
0.9632 |
0.9730 |
| PP |
0.9597 |
0.9597 |
0.9597 |
0.9616 |
| S1 |
0.9521 |
0.9521 |
0.9601 |
0.9559 |
| S2 |
0.9425 |
0.9425 |
0.9585 |
|
| S3 |
0.9254 |
0.9349 |
0.9569 |
|
| S4 |
0.9082 |
0.9178 |
0.9522 |
|
|
| 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 |
0.9673 |
0.9360 |
0.0313 |
3.2% |
0.0123 |
1.3% |
82% |
True |
False |
510 |
| 10 |
0.9680 |
0.9360 |
0.0320 |
3.3% |
0.0118 |
1.2% |
80% |
False |
False |
440 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
7.2% |
0.0118 |
1.2% |
37% |
False |
False |
310 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0112 |
1.2% |
53% |
False |
False |
215 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
11.0% |
0.0083 |
0.9% |
53% |
False |
False |
147 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.2% |
0.0072 |
0.8% |
54% |
False |
False |
111 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.4% |
0.0062 |
0.6% |
61% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0401 |
|
2.618 |
1.0121 |
|
1.618 |
0.9950 |
|
1.000 |
0.9844 |
|
0.618 |
0.9778 |
|
HIGH |
0.9673 |
|
0.618 |
0.9607 |
|
0.500 |
0.9587 |
|
0.382 |
0.9567 |
|
LOW |
0.9501 |
|
0.618 |
0.9395 |
|
1.000 |
0.9330 |
|
1.618 |
0.9224 |
|
2.618 |
0.9052 |
|
4.250 |
0.8772 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9594 |
| PP |
0.9597 |
0.9572 |
| S1 |
0.9587 |
0.9550 |
|