CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9038 |
0.9005 |
-0.0033 |
-0.4% |
0.9272 |
| High |
0.9040 |
0.9300 |
0.0260 |
2.9% |
0.9311 |
| Low |
0.9000 |
0.8987 |
-0.0014 |
-0.2% |
0.8987 |
| Close |
0.9025 |
0.9290 |
0.0266 |
2.9% |
0.8996 |
| Range |
0.0040 |
0.0313 |
0.0274 |
693.7% |
0.0324 |
| ATR |
0.0077 |
0.0094 |
0.0017 |
22.0% |
0.0000 |
| Volume |
98 |
454 |
356 |
363.3% |
708 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0025 |
0.9462 |
|
| R3 |
0.9819 |
0.9711 |
0.9376 |
|
| R2 |
0.9506 |
0.9506 |
0.9347 |
|
| R1 |
0.9398 |
0.9398 |
0.9319 |
0.9452 |
| PP |
0.9192 |
0.9192 |
0.9192 |
0.9219 |
| S1 |
0.9084 |
0.9084 |
0.9261 |
0.9138 |
| S2 |
0.8879 |
0.8879 |
0.9233 |
|
| S3 |
0.8565 |
0.8771 |
0.9204 |
|
| S4 |
0.8252 |
0.8457 |
0.9118 |
|
|
| 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 |
0.9300 |
0.8987 |
0.0313 |
3.4% |
0.0133 |
1.4% |
97% |
True |
True |
215 |
| 10 |
0.9311 |
0.8987 |
0.0324 |
3.5% |
0.0101 |
1.1% |
94% |
False |
True |
156 |
| 20 |
0.9339 |
0.8944 |
0.0396 |
4.3% |
0.0090 |
1.0% |
88% |
False |
False |
151 |
| 40 |
0.9339 |
0.8804 |
0.0535 |
5.8% |
0.0079 |
0.8% |
91% |
False |
False |
94 |
| 60 |
0.9339 |
0.8409 |
0.0931 |
10.0% |
0.0069 |
0.7% |
95% |
False |
False |
65 |
| 80 |
0.9339 |
0.8300 |
0.1039 |
11.2% |
0.0061 |
0.7% |
95% |
False |
False |
50 |
| 100 |
0.9339 |
0.8182 |
0.1158 |
12.5% |
0.0051 |
0.5% |
96% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0632 |
|
2.618 |
1.0121 |
|
1.618 |
0.9807 |
|
1.000 |
0.9613 |
|
0.618 |
0.9494 |
|
HIGH |
0.9300 |
|
0.618 |
0.9180 |
|
0.500 |
0.9143 |
|
0.382 |
0.9106 |
|
LOW |
0.8987 |
|
0.618 |
0.8793 |
|
1.000 |
0.8673 |
|
1.618 |
0.8479 |
|
2.618 |
0.8166 |
|
4.250 |
0.7654 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9241 |
0.9241 |
| PP |
0.9192 |
0.9192 |
| S1 |
0.9143 |
0.9143 |
|