CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9001 |
0.9039 |
0.0039 |
0.4% |
0.9272 |
| High |
0.9060 |
0.9069 |
0.0009 |
0.1% |
0.9311 |
| Low |
0.9001 |
0.9018 |
0.0018 |
0.2% |
0.8987 |
| Close |
0.9027 |
0.9018 |
-0.0009 |
-0.1% |
0.8996 |
| Range |
0.0060 |
0.0051 |
-0.0009 |
-14.3% |
0.0324 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
85 |
85 |
0 |
0.0% |
708 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9154 |
0.9046 |
|
| R3 |
0.9137 |
0.9103 |
0.9032 |
|
| R2 |
0.9086 |
0.9086 |
0.9027 |
|
| R1 |
0.9052 |
0.9052 |
0.9023 |
0.9044 |
| PP |
0.9035 |
0.9035 |
0.9035 |
0.9031 |
| S1 |
0.9001 |
0.9001 |
0.9013 |
0.8993 |
| S2 |
0.8984 |
0.8984 |
0.9009 |
|
| S3 |
0.8933 |
0.8950 |
0.9004 |
|
| S4 |
0.8882 |
0.8899 |
0.8990 |
|
|
| 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% |
0.0089 |
1.0% |
13% |
False |
False |
136 |
| 10 |
0.9311 |
0.8987 |
0.0324 |
3.6% |
0.0076 |
0.8% |
10% |
False |
False |
143 |
| 20 |
0.9339 |
0.8918 |
0.0422 |
4.7% |
0.0076 |
0.8% |
24% |
False |
False |
131 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.9% |
0.0075 |
0.8% |
40% |
False |
False |
81 |
| 60 |
0.9339 |
0.8312 |
0.1027 |
11.4% |
0.0064 |
0.7% |
69% |
False |
False |
56 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.5% |
0.0057 |
0.6% |
69% |
False |
False |
43 |
| 100 |
0.9339 |
0.8182 |
0.1158 |
12.8% |
0.0047 |
0.5% |
72% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9286 |
|
2.618 |
0.9203 |
|
1.618 |
0.9152 |
|
1.000 |
0.9120 |
|
0.618 |
0.9101 |
|
HIGH |
0.9069 |
|
0.618 |
0.9050 |
|
0.500 |
0.9044 |
|
0.382 |
0.9037 |
|
LOW |
0.9018 |
|
0.618 |
0.8986 |
|
1.000 |
0.8967 |
|
1.618 |
0.8935 |
|
2.618 |
0.8884 |
|
4.250 |
0.8801 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9044 |
0.9088 |
| PP |
0.9035 |
0.9065 |
| S1 |
0.9027 |
0.9041 |
|