CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9005 |
0.9288 |
0.0283 |
3.1% |
0.9001 |
| High |
0.9300 |
0.9446 |
0.0146 |
1.6% |
0.9446 |
| Low |
0.8987 |
0.9288 |
0.0302 |
3.4% |
0.8987 |
| Close |
0.9290 |
0.9408 |
0.0118 |
1.3% |
0.9408 |
| Range |
0.0313 |
0.0158 |
-0.0155 |
-49.6% |
0.0460 |
| ATR |
0.0094 |
0.0098 |
0.0005 |
4.9% |
0.0000 |
| Volume |
454 |
656 |
202 |
44.5% |
1,378 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9855 |
0.9789 |
0.9495 |
|
| R3 |
0.9697 |
0.9631 |
0.9451 |
|
| R2 |
0.9539 |
0.9539 |
0.9437 |
|
| R1 |
0.9473 |
0.9473 |
0.9422 |
0.9506 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9397 |
| S1 |
0.9315 |
0.9315 |
0.9394 |
0.9348 |
| S2 |
0.9223 |
0.9223 |
0.9379 |
|
| S3 |
0.9065 |
0.9157 |
0.9365 |
|
| S4 |
0.8907 |
0.8999 |
0.9321 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0659 |
1.0493 |
0.9661 |
|
| R3 |
1.0199 |
1.0033 |
0.9534 |
|
| R2 |
0.9740 |
0.9740 |
0.9492 |
|
| R1 |
0.9574 |
0.9574 |
0.9450 |
0.9657 |
| PP |
0.9280 |
0.9280 |
0.9280 |
0.9322 |
| S1 |
0.9114 |
0.9114 |
0.9366 |
0.9197 |
| S2 |
0.8821 |
0.8821 |
0.9324 |
|
| S3 |
0.8361 |
0.8655 |
0.9282 |
|
| S4 |
0.7902 |
0.8195 |
0.9155 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9446 |
0.8987 |
0.0460 |
4.9% |
0.0124 |
1.3% |
92% |
True |
False |
275 |
| 10 |
0.9446 |
0.8987 |
0.0460 |
4.9% |
0.0108 |
1.1% |
92% |
True |
False |
208 |
| 20 |
0.9446 |
0.8987 |
0.0460 |
4.9% |
0.0094 |
1.0% |
92% |
True |
False |
179 |
| 40 |
0.9446 |
0.8804 |
0.0642 |
6.8% |
0.0081 |
0.9% |
94% |
True |
False |
110 |
| 60 |
0.9446 |
0.8531 |
0.0915 |
9.7% |
0.0069 |
0.7% |
96% |
True |
False |
76 |
| 80 |
0.9446 |
0.8300 |
0.1146 |
12.2% |
0.0062 |
0.7% |
97% |
True |
False |
58 |
| 100 |
0.9446 |
0.8182 |
0.1265 |
13.4% |
0.0052 |
0.6% |
97% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
0.9860 |
|
1.618 |
0.9702 |
|
1.000 |
0.9604 |
|
0.618 |
0.9544 |
|
HIGH |
0.9446 |
|
0.618 |
0.9386 |
|
0.500 |
0.9367 |
|
0.382 |
0.9348 |
|
LOW |
0.9288 |
|
0.618 |
0.9190 |
|
1.000 |
0.9130 |
|
1.618 |
0.9032 |
|
2.618 |
0.8874 |
|
4.250 |
0.8617 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9394 |
0.9344 |
| PP |
0.9381 |
0.9280 |
| S1 |
0.9367 |
0.9216 |
|