CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9223 |
0.9154 |
-0.0070 |
-0.8% |
0.9310 |
| High |
0.9235 |
0.9186 |
-0.0049 |
-0.5% |
0.9339 |
| Low |
0.9150 |
0.9143 |
-0.0008 |
-0.1% |
0.9159 |
| Close |
0.9151 |
0.9174 |
0.0023 |
0.3% |
0.9243 |
| Range |
0.0085 |
0.0044 |
-0.0042 |
-48.8% |
0.0180 |
| ATR |
0.0076 |
0.0074 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
55 |
98 |
43 |
78.2% |
913 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9298 |
0.9279 |
0.9197 |
|
| R3 |
0.9254 |
0.9236 |
0.9185 |
|
| R2 |
0.9211 |
0.9211 |
0.9181 |
|
| R1 |
0.9192 |
0.9192 |
0.9177 |
0.9202 |
| PP |
0.9167 |
0.9167 |
0.9167 |
0.9172 |
| S1 |
0.9149 |
0.9149 |
0.9170 |
0.9158 |
| S2 |
0.9124 |
0.9124 |
0.9166 |
|
| S3 |
0.9080 |
0.9105 |
0.9162 |
|
| S4 |
0.9037 |
0.9062 |
0.9150 |
|
|
| 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 |
0.9311 |
0.9143 |
0.0168 |
1.8% |
0.0068 |
0.7% |
18% |
False |
True |
97 |
| 10 |
0.9339 |
0.9143 |
0.0197 |
2.1% |
0.0067 |
0.7% |
16% |
False |
True |
135 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.4% |
0.0069 |
0.8% |
67% |
False |
False |
114 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.8% |
0.0068 |
0.7% |
69% |
False |
False |
68 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0061 |
0.7% |
84% |
False |
False |
48 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.3% |
0.0053 |
0.6% |
84% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9371 |
|
2.618 |
0.9300 |
|
1.618 |
0.9256 |
|
1.000 |
0.9230 |
|
0.618 |
0.9213 |
|
HIGH |
0.9186 |
|
0.618 |
0.9169 |
|
0.500 |
0.9164 |
|
0.382 |
0.9159 |
|
LOW |
0.9143 |
|
0.618 |
0.9116 |
|
1.000 |
0.9099 |
|
1.618 |
0.9072 |
|
2.618 |
0.9029 |
|
4.250 |
0.8958 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9170 |
0.9189 |
| PP |
0.9167 |
0.9184 |
| S1 |
0.9164 |
0.9179 |
|