CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9065 |
0.9085 |
0.0020 |
0.2% |
0.8888 |
| High |
0.9139 |
0.9186 |
0.0047 |
0.5% |
0.9007 |
| Low |
0.9062 |
0.9085 |
0.0023 |
0.3% |
0.8840 |
| Close |
0.9096 |
0.9167 |
0.0071 |
0.8% |
0.8999 |
| Range |
0.0077 |
0.0101 |
0.0024 |
31.2% |
0.0167 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
3.0% |
0.0000 |
| Volume |
146 |
65 |
-81 |
-55.5% |
343 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9409 |
0.9222 |
|
| R3 |
0.9348 |
0.9308 |
0.9194 |
|
| R2 |
0.9247 |
0.9247 |
0.9185 |
|
| R1 |
0.9207 |
0.9207 |
0.9176 |
0.9227 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9156 |
| S1 |
0.9106 |
0.9106 |
0.9157 |
0.9126 |
| S2 |
0.9045 |
0.9045 |
0.9148 |
|
| S3 |
0.8944 |
0.9005 |
0.9139 |
|
| S4 |
0.8843 |
0.8904 |
0.9111 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9391 |
0.9090 |
|
| R3 |
0.9283 |
0.9224 |
0.9044 |
|
| R2 |
0.9116 |
0.9116 |
0.9029 |
|
| R1 |
0.9057 |
0.9057 |
0.9014 |
0.9086 |
| PP |
0.8949 |
0.8949 |
0.8949 |
0.8963 |
| S1 |
0.8890 |
0.8890 |
0.8983 |
0.8919 |
| S2 |
0.8782 |
0.8782 |
0.8968 |
|
| S3 |
0.8615 |
0.8723 |
0.8953 |
|
| S4 |
0.8448 |
0.8556 |
0.8907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9186 |
0.8934 |
0.0252 |
2.7% |
0.0063 |
0.7% |
92% |
True |
False |
77 |
| 10 |
0.9186 |
0.8840 |
0.0346 |
3.8% |
0.0059 |
0.6% |
94% |
True |
False |
69 |
| 20 |
0.9186 |
0.8804 |
0.0382 |
4.2% |
0.0072 |
0.8% |
95% |
True |
False |
52 |
| 40 |
0.9186 |
0.8759 |
0.0427 |
4.7% |
0.0058 |
0.6% |
95% |
True |
False |
29 |
| 60 |
0.9186 |
0.8300 |
0.0886 |
9.7% |
0.0052 |
0.6% |
98% |
True |
False |
21 |
| 80 |
0.9186 |
0.8208 |
0.0979 |
10.7% |
0.0044 |
0.5% |
98% |
True |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9615 |
|
2.618 |
0.9450 |
|
1.618 |
0.9349 |
|
1.000 |
0.9287 |
|
0.618 |
0.9248 |
|
HIGH |
0.9186 |
|
0.618 |
0.9147 |
|
0.500 |
0.9136 |
|
0.382 |
0.9124 |
|
LOW |
0.9085 |
|
0.618 |
0.9023 |
|
1.000 |
0.8984 |
|
1.618 |
0.8922 |
|
2.618 |
0.8821 |
|
4.250 |
0.8656 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9142 |
| PP |
0.9146 |
0.9117 |
| S1 |
0.9136 |
0.9093 |
|