CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9179 |
0.9272 |
0.0093 |
1.0% |
0.9310 |
| High |
0.9244 |
0.9311 |
0.0067 |
0.7% |
0.9339 |
| Low |
0.9159 |
0.9223 |
0.0064 |
0.7% |
0.9159 |
| Close |
0.9243 |
0.9233 |
-0.0010 |
-0.1% |
0.9243 |
| Range |
0.0085 |
0.0088 |
0.0003 |
3.5% |
0.0180 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.0% |
0.0000 |
| Volume |
137 |
134 |
-3 |
-2.2% |
913 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9464 |
0.9281 |
|
| R3 |
0.9431 |
0.9376 |
0.9257 |
|
| R2 |
0.9343 |
0.9343 |
0.9249 |
|
| R1 |
0.9288 |
0.9288 |
0.9241 |
0.9272 |
| PP |
0.9255 |
0.9255 |
0.9255 |
0.9247 |
| S1 |
0.9200 |
0.9200 |
0.9225 |
0.9184 |
| S2 |
0.9167 |
0.9167 |
0.9217 |
|
| S3 |
0.9079 |
0.9112 |
0.9209 |
|
| S4 |
0.8991 |
0.9024 |
0.9185 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9696 |
0.9342 |
|
| R3 |
0.9608 |
0.9516 |
0.9293 |
|
| R2 |
0.9428 |
0.9428 |
0.9276 |
|
| R1 |
0.9335 |
0.9335 |
0.9260 |
0.9291 |
| PP |
0.9247 |
0.9247 |
0.9247 |
0.9225 |
| S1 |
0.9155 |
0.9155 |
0.9226 |
0.9111 |
| S2 |
0.9067 |
0.9067 |
0.9210 |
|
| S3 |
0.8886 |
0.8974 |
0.9193 |
|
| S4 |
0.8706 |
0.8794 |
0.9144 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9316 |
0.9159 |
0.0157 |
1.7% |
0.0071 |
0.8% |
47% |
False |
False |
173 |
| 10 |
0.9339 |
0.9062 |
0.0277 |
3.0% |
0.0085 |
0.9% |
62% |
False |
False |
161 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.4% |
0.0069 |
0.7% |
79% |
False |
False |
108 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.8% |
0.0064 |
0.7% |
80% |
False |
False |
63 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0060 |
0.6% |
90% |
False |
False |
44 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0051 |
0.5% |
90% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9685 |
|
2.618 |
0.9541 |
|
1.618 |
0.9453 |
|
1.000 |
0.9399 |
|
0.618 |
0.9365 |
|
HIGH |
0.9311 |
|
0.618 |
0.9277 |
|
0.500 |
0.9267 |
|
0.382 |
0.9256 |
|
LOW |
0.9223 |
|
0.618 |
0.9168 |
|
1.000 |
0.9135 |
|
1.618 |
0.9080 |
|
2.618 |
0.8992 |
|
4.250 |
0.8849 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9267 |
0.9235 |
| PP |
0.9255 |
0.9234 |
| S1 |
0.9244 |
0.9234 |
|