CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9381 |
0.9391 |
0.0010 |
0.1% |
0.9001 |
| High |
0.9440 |
0.9400 |
-0.0040 |
-0.4% |
0.9446 |
| Low |
0.9361 |
0.9341 |
-0.0020 |
-0.2% |
0.8987 |
| Close |
0.9391 |
0.9362 |
-0.0029 |
-0.3% |
0.9408 |
| Range |
0.0079 |
0.0059 |
-0.0020 |
-25.3% |
0.0460 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
111 |
103 |
-8 |
-7.2% |
1,378 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9545 |
0.9512 |
0.9394 |
|
| R3 |
0.9486 |
0.9453 |
0.9378 |
|
| R2 |
0.9427 |
0.9427 |
0.9373 |
|
| R1 |
0.9394 |
0.9394 |
0.9367 |
0.9381 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9361 |
| S1 |
0.9335 |
0.9335 |
0.9357 |
0.9322 |
| S2 |
0.9309 |
0.9309 |
0.9351 |
|
| S3 |
0.9250 |
0.9276 |
0.9346 |
|
| S4 |
0.9191 |
0.9217 |
0.9330 |
|
|
| 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 |
0.9509 |
0.9288 |
0.0221 |
2.4% |
0.0084 |
0.9% |
33% |
False |
False |
256 |
| 10 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0109 |
1.2% |
72% |
False |
False |
236 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0088 |
0.9% |
72% |
False |
False |
185 |
| 40 |
0.9509 |
0.8804 |
0.0705 |
7.5% |
0.0082 |
0.9% |
79% |
False |
False |
125 |
| 60 |
0.9509 |
0.8762 |
0.0747 |
8.0% |
0.0070 |
0.8% |
80% |
False |
False |
85 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0063 |
0.7% |
88% |
False |
False |
65 |
| 100 |
0.9509 |
0.8208 |
0.1302 |
13.9% |
0.0054 |
0.6% |
89% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9651 |
|
2.618 |
0.9554 |
|
1.618 |
0.9495 |
|
1.000 |
0.9459 |
|
0.618 |
0.9436 |
|
HIGH |
0.9400 |
|
0.618 |
0.9377 |
|
0.500 |
0.9371 |
|
0.382 |
0.9364 |
|
LOW |
0.9341 |
|
0.618 |
0.9305 |
|
1.000 |
0.9282 |
|
1.618 |
0.9246 |
|
2.618 |
0.9187 |
|
4.250 |
0.9090 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9371 |
0.9425 |
| PP |
0.9368 |
0.9404 |
| S1 |
0.9365 |
0.9383 |
|