CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 27-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2016 |
27-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9540 |
0.9605 |
0.0065 |
0.7% |
0.9519 |
| High |
0.9673 |
0.9605 |
-0.0068 |
-0.7% |
0.9556 |
| Low |
0.9501 |
0.9445 |
-0.0056 |
-0.6% |
0.9360 |
| Close |
0.9617 |
0.9543 |
-0.0074 |
-0.8% |
0.9480 |
| Range |
0.0172 |
0.0160 |
-0.0012 |
-6.7% |
0.0196 |
| ATR |
0.0121 |
0.0125 |
0.0004 |
3.0% |
0.0000 |
| Volume |
453 |
677 |
224 |
49.4% |
2,033 |
|
| Daily Pivots for day following 27-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
0.9937 |
0.9631 |
|
| R3 |
0.9851 |
0.9777 |
0.9587 |
|
| R2 |
0.9691 |
0.9691 |
0.9572 |
|
| R1 |
0.9617 |
0.9617 |
0.9557 |
0.9574 |
| PP |
0.9531 |
0.9531 |
0.9531 |
0.9509 |
| S1 |
0.9457 |
0.9457 |
0.9528 |
0.9414 |
| S2 |
0.9371 |
0.9371 |
0.9513 |
|
| S3 |
0.9211 |
0.9297 |
0.9499 |
|
| S4 |
0.9051 |
0.9137 |
0.9455 |
|
|
| 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 |
3.3% |
0.0135 |
1.4% |
58% |
False |
False |
542 |
| 10 |
0.9673 |
0.9360 |
0.0313 |
3.3% |
0.0125 |
1.3% |
58% |
False |
False |
458 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
7.2% |
0.0120 |
1.3% |
26% |
False |
False |
342 |
| 40 |
1.0117 |
0.9158 |
0.0959 |
10.0% |
0.0115 |
1.2% |
40% |
False |
False |
226 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0086 |
0.9% |
46% |
False |
False |
158 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.3% |
0.0074 |
0.8% |
47% |
False |
False |
120 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.5% |
0.0063 |
0.7% |
55% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0285 |
|
2.618 |
1.0024 |
|
1.618 |
0.9864 |
|
1.000 |
0.9765 |
|
0.618 |
0.9704 |
|
HIGH |
0.9605 |
|
0.618 |
0.9544 |
|
0.500 |
0.9525 |
|
0.382 |
0.9506 |
|
LOW |
0.9445 |
|
0.618 |
0.9346 |
|
1.000 |
0.9285 |
|
1.618 |
0.9186 |
|
2.618 |
0.9026 |
|
4.250 |
0.8765 |
|
|
| Fisher Pivots for day following 27-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9537 |
0.9550 |
| PP |
0.9531 |
0.9547 |
| S1 |
0.9525 |
0.9545 |
|