CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9275 |
0.9310 |
0.0036 |
0.4% |
0.8999 |
| High |
0.9299 |
0.9339 |
0.0040 |
0.4% |
0.9324 |
| Low |
0.9219 |
0.9269 |
0.0050 |
0.5% |
0.8999 |
| Close |
0.9277 |
0.9314 |
0.0037 |
0.4% |
0.9277 |
| Range |
0.0080 |
0.0071 |
-0.0009 |
-11.3% |
0.0325 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
88 |
181 |
93 |
105.7% |
592 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9488 |
0.9353 |
|
| R3 |
0.9449 |
0.9417 |
0.9333 |
|
| R2 |
0.9378 |
0.9378 |
0.9327 |
|
| R1 |
0.9346 |
0.9346 |
0.9320 |
0.9362 |
| PP |
0.9307 |
0.9307 |
0.9307 |
0.9315 |
| S1 |
0.9275 |
0.9275 |
0.9307 |
0.9291 |
| S2 |
0.9236 |
0.9236 |
0.9300 |
|
| S3 |
0.9165 |
0.9204 |
0.9294 |
|
| S4 |
0.9094 |
0.9133 |
0.9274 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0175 |
1.0051 |
0.9456 |
|
| R3 |
0.9850 |
0.9726 |
0.9366 |
|
| R2 |
0.9525 |
0.9525 |
0.9337 |
|
| R1 |
0.9401 |
0.9401 |
0.9307 |
0.9463 |
| PP |
0.9200 |
0.9200 |
0.9200 |
0.9231 |
| S1 |
0.9076 |
0.9076 |
0.9247 |
0.9138 |
| S2 |
0.8875 |
0.8875 |
0.9217 |
|
| S3 |
0.8550 |
0.8751 |
0.9188 |
|
| S4 |
0.8225 |
0.8426 |
0.9098 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9339 |
0.9062 |
0.0277 |
3.0% |
0.0099 |
1.1% |
91% |
True |
False |
148 |
| 10 |
0.9339 |
0.8840 |
0.0499 |
5.4% |
0.0077 |
0.8% |
95% |
True |
False |
108 |
| 20 |
0.9339 |
0.8804 |
0.0535 |
5.7% |
0.0076 |
0.8% |
95% |
True |
False |
76 |
| 40 |
0.9339 |
0.8796 |
0.0544 |
5.8% |
0.0059 |
0.6% |
95% |
True |
False |
41 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.2% |
0.0056 |
0.6% |
97% |
True |
False |
30 |
| 80 |
0.9339 |
0.8208 |
0.1132 |
12.2% |
0.0048 |
0.5% |
98% |
True |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9641 |
|
2.618 |
0.9525 |
|
1.618 |
0.9454 |
|
1.000 |
0.9410 |
|
0.618 |
0.9383 |
|
HIGH |
0.9339 |
|
0.618 |
0.9312 |
|
0.500 |
0.9304 |
|
0.382 |
0.9296 |
|
LOW |
0.9269 |
|
0.618 |
0.9225 |
|
1.000 |
0.9198 |
|
1.618 |
0.9154 |
|
2.618 |
0.9083 |
|
4.250 |
0.8967 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9310 |
0.9292 |
| PP |
0.9307 |
0.9270 |
| S1 |
0.9304 |
0.9249 |
|