CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9314 |
0.9248 |
-0.0066 |
-0.7% |
0.8999 |
| High |
0.9316 |
0.9248 |
-0.0068 |
-0.7% |
0.9324 |
| Low |
0.9241 |
0.9186 |
-0.0055 |
-0.6% |
0.8999 |
| Close |
0.9260 |
0.9199 |
-0.0061 |
-0.7% |
0.9277 |
| Range |
0.0075 |
0.0062 |
-0.0013 |
-17.3% |
0.0325 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
172 |
204 |
32 |
18.6% |
592 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9397 |
0.9360 |
0.9233 |
|
| R3 |
0.9335 |
0.9298 |
0.9216 |
|
| R2 |
0.9273 |
0.9273 |
0.9210 |
|
| R1 |
0.9236 |
0.9236 |
0.9204 |
0.9223 |
| PP |
0.9211 |
0.9211 |
0.9211 |
0.9204 |
| S1 |
0.9174 |
0.9174 |
0.9193 |
0.9161 |
| S2 |
0.9149 |
0.9149 |
0.9187 |
|
| S3 |
0.9087 |
0.9112 |
0.9181 |
|
| S4 |
0.9025 |
0.9050 |
0.9164 |
|
|
| 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 |
0.9158 |
0.0181 |
2.0% |
0.0091 |
1.0% |
22% |
False |
False |
181 |
| 10 |
0.9339 |
0.8934 |
0.0405 |
4.4% |
0.0077 |
0.8% |
65% |
False |
False |
129 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.4% |
0.0074 |
0.8% |
72% |
False |
False |
92 |
| 40 |
0.9339 |
0.8796 |
0.0544 |
5.9% |
0.0061 |
0.7% |
74% |
False |
False |
51 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0057 |
0.6% |
86% |
False |
False |
36 |
| 80 |
0.9339 |
0.8208 |
0.1132 |
12.3% |
0.0049 |
0.5% |
88% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9511 |
|
2.618 |
0.9410 |
|
1.618 |
0.9348 |
|
1.000 |
0.9310 |
|
0.618 |
0.9286 |
|
HIGH |
0.9248 |
|
0.618 |
0.9224 |
|
0.500 |
0.9217 |
|
0.382 |
0.9209 |
|
LOW |
0.9186 |
|
0.618 |
0.9147 |
|
1.000 |
0.9124 |
|
1.618 |
0.9085 |
|
2.618 |
0.9023 |
|
4.250 |
0.8922 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9217 |
0.9262 |
| PP |
0.9211 |
0.9241 |
| S1 |
0.9205 |
0.9220 |
|