CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9248 |
0.9185 |
-0.0063 |
-0.7% |
0.8999 |
| High |
0.9248 |
0.9220 |
-0.0028 |
-0.3% |
0.9324 |
| Low |
0.9186 |
0.9175 |
-0.0011 |
-0.1% |
0.8999 |
| Close |
0.9199 |
0.9195 |
-0.0004 |
0.0% |
0.9277 |
| Range |
0.0062 |
0.0046 |
-0.0017 |
-26.6% |
0.0325 |
| ATR |
0.0078 |
0.0076 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
204 |
219 |
15 |
7.4% |
592 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9333 |
0.9310 |
0.9220 |
|
| R3 |
0.9288 |
0.9264 |
0.9208 |
|
| R2 |
0.9242 |
0.9242 |
0.9203 |
|
| R1 |
0.9219 |
0.9219 |
0.9199 |
0.9230 |
| PP |
0.9197 |
0.9197 |
0.9197 |
0.9202 |
| S1 |
0.9173 |
0.9173 |
0.9191 |
0.9185 |
| S2 |
0.9151 |
0.9151 |
0.9187 |
|
| S3 |
0.9106 |
0.9128 |
0.9182 |
|
| S4 |
0.9060 |
0.9082 |
0.9170 |
|
|
| 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 |
0.9175 |
0.0165 |
1.8% |
0.0067 |
0.7% |
12% |
False |
True |
172 |
| 10 |
0.9339 |
0.8944 |
0.0396 |
4.3% |
0.0078 |
0.9% |
64% |
False |
False |
146 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.4% |
0.0071 |
0.8% |
71% |
False |
False |
101 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.8% |
0.0060 |
0.7% |
73% |
False |
False |
56 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0057 |
0.6% |
86% |
False |
False |
40 |
| 80 |
0.9339 |
0.8241 |
0.1098 |
11.9% |
0.0049 |
0.5% |
87% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9413 |
|
2.618 |
0.9339 |
|
1.618 |
0.9294 |
|
1.000 |
0.9266 |
|
0.618 |
0.9248 |
|
HIGH |
0.9220 |
|
0.618 |
0.9203 |
|
0.500 |
0.9197 |
|
0.382 |
0.9192 |
|
LOW |
0.9175 |
|
0.618 |
0.9146 |
|
1.000 |
0.9129 |
|
1.618 |
0.9101 |
|
2.618 |
0.9055 |
|
4.250 |
0.8981 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9245 |
| PP |
0.9197 |
0.9228 |
| S1 |
0.9196 |
0.9212 |
|