CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 28-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2016 |
28-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9605 |
0.9600 |
-0.0005 |
-0.1% |
0.9519 |
| High |
0.9605 |
0.9625 |
0.0020 |
0.2% |
0.9556 |
| Low |
0.9445 |
0.9535 |
0.0090 |
0.9% |
0.9360 |
| Close |
0.9543 |
0.9541 |
-0.0002 |
0.0% |
0.9480 |
| Range |
0.0160 |
0.0091 |
-0.0070 |
-43.4% |
0.0196 |
| ATR |
0.0125 |
0.0122 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
677 |
175 |
-502 |
-74.2% |
2,033 |
|
| Daily Pivots for day following 28-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9780 |
0.9590 |
|
| R3 |
0.9748 |
0.9689 |
0.9565 |
|
| R2 |
0.9657 |
0.9657 |
0.9557 |
|
| R1 |
0.9599 |
0.9599 |
0.9549 |
0.9583 |
| PP |
0.9567 |
0.9567 |
0.9567 |
0.9559 |
| S1 |
0.9508 |
0.9508 |
0.9532 |
0.9492 |
| S2 |
0.9476 |
0.9476 |
0.9524 |
|
| S3 |
0.9386 |
0.9418 |
0.9516 |
|
| S4 |
0.9295 |
0.9327 |
0.9491 |
|
|
| 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 |
0.9427 |
0.0246 |
2.6% |
0.0116 |
1.2% |
46% |
False |
False |
371 |
| 10 |
0.9673 |
0.9360 |
0.0313 |
3.3% |
0.0117 |
1.2% |
58% |
False |
False |
391 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
7.2% |
0.0121 |
1.3% |
26% |
False |
False |
348 |
| 40 |
1.0117 |
0.9199 |
0.0918 |
9.6% |
0.0115 |
1.2% |
37% |
False |
False |
229 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0086 |
0.9% |
46% |
False |
False |
161 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.3% |
0.0075 |
0.8% |
47% |
False |
False |
122 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.5% |
0.0064 |
0.7% |
55% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0010 |
|
2.618 |
0.9862 |
|
1.618 |
0.9771 |
|
1.000 |
0.9716 |
|
0.618 |
0.9681 |
|
HIGH |
0.9625 |
|
0.618 |
0.9590 |
|
0.500 |
0.9580 |
|
0.382 |
0.9569 |
|
LOW |
0.9535 |
|
0.618 |
0.9479 |
|
1.000 |
0.9444 |
|
1.618 |
0.9388 |
|
2.618 |
0.9298 |
|
4.250 |
0.9150 |
|
|
| Fisher Pivots for day following 28-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9580 |
0.9559 |
| PP |
0.9567 |
0.9553 |
| S1 |
0.9554 |
0.9547 |
|