CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9190 |
0.9001 |
-0.0190 |
-2.1% |
0.9272 |
| High |
0.9190 |
0.9060 |
-0.0130 |
-1.4% |
0.9311 |
| Low |
0.8987 |
0.9001 |
0.0014 |
0.2% |
0.8987 |
| Close |
0.8996 |
0.9027 |
0.0031 |
0.3% |
0.8996 |
| Range |
0.0204 |
0.0060 |
-0.0144 |
-70.8% |
0.0324 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
357 |
85 |
-272 |
-76.2% |
708 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9208 |
0.9177 |
0.9060 |
|
| R3 |
0.9148 |
0.9117 |
0.9043 |
|
| R2 |
0.9089 |
0.9089 |
0.9038 |
|
| R1 |
0.9058 |
0.9058 |
0.9032 |
0.9073 |
| PP |
0.9029 |
0.9029 |
0.9029 |
0.9037 |
| S1 |
0.8998 |
0.8998 |
0.9022 |
0.9014 |
| S2 |
0.8970 |
0.8970 |
0.9016 |
|
| S3 |
0.8910 |
0.8939 |
0.9011 |
|
| S4 |
0.8851 |
0.8879 |
0.8994 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0070 |
0.9857 |
0.9174 |
|
| R3 |
0.9746 |
0.9533 |
0.9085 |
|
| R2 |
0.9422 |
0.9422 |
0.9055 |
|
| R1 |
0.9209 |
0.9209 |
0.9026 |
0.9153 |
| PP |
0.9098 |
0.9098 |
0.9098 |
0.9070 |
| S1 |
0.8885 |
0.8885 |
0.8966 |
0.8829 |
| S2 |
0.8774 |
0.8774 |
0.8937 |
|
| S3 |
0.8450 |
0.8561 |
0.8907 |
|
| S4 |
0.8126 |
0.8237 |
0.8818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9235 |
0.8987 |
0.0249 |
2.8% |
0.0086 |
1.0% |
16% |
False |
False |
131 |
| 10 |
0.9316 |
0.8987 |
0.0329 |
3.6% |
0.0079 |
0.9% |
12% |
False |
False |
152 |
| 20 |
0.9339 |
0.8840 |
0.0499 |
5.5% |
0.0078 |
0.9% |
37% |
False |
False |
130 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.9% |
0.0074 |
0.8% |
42% |
False |
False |
79 |
| 60 |
0.9339 |
0.8300 |
0.1039 |
11.5% |
0.0066 |
0.7% |
70% |
False |
False |
55 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.5% |
0.0056 |
0.6% |
70% |
False |
False |
42 |
| 100 |
0.9339 |
0.8182 |
0.1158 |
12.8% |
0.0047 |
0.5% |
73% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9313 |
|
2.618 |
0.9216 |
|
1.618 |
0.9156 |
|
1.000 |
0.9120 |
|
0.618 |
0.9097 |
|
HIGH |
0.9060 |
|
0.618 |
0.9037 |
|
0.500 |
0.9030 |
|
0.382 |
0.9023 |
|
LOW |
0.9001 |
|
0.618 |
0.8964 |
|
1.000 |
0.8941 |
|
1.618 |
0.8904 |
|
2.618 |
0.8845 |
|
4.250 |
0.8748 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9030 |
0.9088 |
| PP |
0.9029 |
0.9068 |
| S1 |
0.9028 |
0.9047 |
|