CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9310 |
0.9314 |
0.0004 |
0.0% |
0.8999 |
| High |
0.9339 |
0.9316 |
-0.0024 |
-0.3% |
0.9324 |
| Low |
0.9269 |
0.9241 |
-0.0028 |
-0.3% |
0.8999 |
| Close |
0.9314 |
0.9260 |
-0.0054 |
-0.6% |
0.9277 |
| Range |
0.0071 |
0.0075 |
0.0004 |
5.6% |
0.0325 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
181 |
172 |
-9 |
-5.0% |
592 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9497 |
0.9453 |
0.9301 |
|
| R3 |
0.9422 |
0.9378 |
0.9280 |
|
| R2 |
0.9347 |
0.9347 |
0.9273 |
|
| R1 |
0.9303 |
0.9303 |
0.9266 |
0.9288 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9264 |
| S1 |
0.9228 |
0.9228 |
0.9253 |
0.9213 |
| S2 |
0.9197 |
0.9197 |
0.9246 |
|
| S3 |
0.9122 |
0.9153 |
0.9239 |
|
| S4 |
0.9047 |
0.9078 |
0.9218 |
|
|
| 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 |
0.9085 |
0.0254 |
2.7% |
0.0099 |
1.1% |
69% |
False |
False |
154 |
| 10 |
0.9339 |
0.8918 |
0.0422 |
4.6% |
0.0076 |
0.8% |
81% |
False |
False |
119 |
| 20 |
0.9339 |
0.8818 |
0.0521 |
5.6% |
0.0077 |
0.8% |
85% |
False |
False |
84 |
| 40 |
0.9339 |
0.8796 |
0.0544 |
5.9% |
0.0059 |
0.6% |
85% |
False |
False |
46 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.2% |
0.0057 |
0.6% |
92% |
False |
False |
33 |
| 80 |
0.9339 |
0.8208 |
0.1132 |
12.2% |
0.0048 |
0.5% |
93% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9634 |
|
2.618 |
0.9512 |
|
1.618 |
0.9437 |
|
1.000 |
0.9391 |
|
0.618 |
0.9362 |
|
HIGH |
0.9316 |
|
0.618 |
0.9287 |
|
0.500 |
0.9278 |
|
0.382 |
0.9269 |
|
LOW |
0.9241 |
|
0.618 |
0.9194 |
|
1.000 |
0.9166 |
|
1.618 |
0.9119 |
|
2.618 |
0.9044 |
|
4.250 |
0.8922 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9278 |
0.9279 |
| PP |
0.9272 |
0.9273 |
| S1 |
0.9266 |
0.9266 |
|