CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9185 |
0.9260 |
0.0076 |
0.8% |
0.9433 |
| High |
0.9260 |
0.9265 |
0.0006 |
0.1% |
0.9509 |
| Low |
0.9185 |
0.9178 |
-0.0007 |
-0.1% |
0.9341 |
| Close |
0.9256 |
0.9199 |
-0.0057 |
-0.6% |
0.9372 |
| Range |
0.0075 |
0.0087 |
0.0012 |
16.0% |
0.0168 |
| ATR |
0.0089 |
0.0089 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
426 |
191 |
-235 |
-55.2% |
854 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9424 |
0.9247 |
|
| R3 |
0.9388 |
0.9337 |
0.9223 |
|
| R2 |
0.9301 |
0.9301 |
0.9215 |
|
| R1 |
0.9250 |
0.9250 |
0.9207 |
0.9232 |
| PP |
0.9214 |
0.9214 |
0.9214 |
0.9205 |
| S1 |
0.9163 |
0.9163 |
0.9191 |
0.9145 |
| S2 |
0.9127 |
0.9127 |
0.9183 |
|
| S3 |
0.9040 |
0.9076 |
0.9175 |
|
| S4 |
0.8953 |
0.8989 |
0.9151 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9809 |
0.9464 |
|
| R3 |
0.9743 |
0.9641 |
0.9418 |
|
| R2 |
0.9575 |
0.9575 |
0.9402 |
|
| R1 |
0.9473 |
0.9473 |
0.9387 |
0.9440 |
| PP |
0.9407 |
0.9407 |
0.9407 |
0.9391 |
| S1 |
0.9305 |
0.9305 |
0.9356 |
0.9272 |
| S2 |
0.9239 |
0.9239 |
0.9341 |
|
| S3 |
0.9071 |
0.9137 |
0.9325 |
|
| S4 |
0.8903 |
0.8969 |
0.9279 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9428 |
0.9178 |
0.0250 |
2.7% |
0.0086 |
0.9% |
8% |
False |
True |
343 |
| 10 |
0.9509 |
0.9178 |
0.0331 |
3.6% |
0.0085 |
0.9% |
6% |
False |
True |
300 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0093 |
1.0% |
41% |
False |
False |
228 |
| 40 |
0.9509 |
0.8840 |
0.0669 |
7.3% |
0.0082 |
0.9% |
54% |
False |
False |
164 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0071 |
0.8% |
56% |
False |
False |
113 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0066 |
0.7% |
74% |
False |
False |
87 |
| 100 |
0.9509 |
0.8241 |
0.1268 |
13.8% |
0.0058 |
0.6% |
76% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9635 |
|
2.618 |
0.9493 |
|
1.618 |
0.9406 |
|
1.000 |
0.9352 |
|
0.618 |
0.9319 |
|
HIGH |
0.9265 |
|
0.618 |
0.9232 |
|
0.500 |
0.9221 |
|
0.382 |
0.9211 |
|
LOW |
0.9178 |
|
0.618 |
0.9124 |
|
1.000 |
0.9091 |
|
1.618 |
0.9037 |
|
2.618 |
0.8950 |
|
4.250 |
0.8808 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9221 |
0.9221 |
| PP |
0.9214 |
0.9214 |
| S1 |
0.9206 |
0.9206 |
|