CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9109 |
0.9129 |
0.0021 |
0.2% |
0.9246 |
| High |
0.9149 |
0.9129 |
-0.0020 |
-0.2% |
0.9255 |
| Low |
0.9094 |
0.9079 |
-0.0016 |
-0.2% |
0.9079 |
| Close |
0.9133 |
0.9106 |
-0.0028 |
-0.3% |
0.9106 |
| Range |
0.0055 |
0.0051 |
-0.0005 |
-8.2% |
0.0177 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
766 |
917 |
151 |
19.7% |
4,214 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9256 |
0.9231 |
0.9133 |
|
| R3 |
0.9205 |
0.9181 |
0.9119 |
|
| R2 |
0.9155 |
0.9155 |
0.9115 |
|
| R1 |
0.9130 |
0.9130 |
0.9110 |
0.9117 |
| PP |
0.9104 |
0.9104 |
0.9104 |
0.9098 |
| S1 |
0.9080 |
0.9080 |
0.9101 |
0.9067 |
| S2 |
0.9054 |
0.9054 |
0.9096 |
|
| S3 |
0.9003 |
0.9029 |
0.9092 |
|
| S4 |
0.8953 |
0.8979 |
0.9078 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9567 |
0.9203 |
|
| R3 |
0.9499 |
0.9391 |
0.9154 |
|
| R2 |
0.9323 |
0.9323 |
0.9138 |
|
| R1 |
0.9214 |
0.9214 |
0.9122 |
0.9180 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9129 |
| S1 |
0.9038 |
0.9038 |
0.9089 |
0.9004 |
| S2 |
0.8970 |
0.8970 |
0.9073 |
|
| S3 |
0.8793 |
0.8861 |
0.9057 |
|
| S4 |
0.8617 |
0.8685 |
0.9008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9255 |
0.9079 |
0.0177 |
1.9% |
0.0070 |
0.8% |
15% |
False |
True |
842 |
| 10 |
0.9364 |
0.9079 |
0.0286 |
3.1% |
0.0077 |
0.9% |
9% |
False |
True |
594 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0087 |
1.0% |
23% |
False |
False |
408 |
| 40 |
0.9509 |
0.8840 |
0.0669 |
7.3% |
0.0082 |
0.9% |
40% |
False |
False |
268 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0077 |
0.9% |
43% |
False |
False |
187 |
| 80 |
0.9509 |
0.8300 |
0.1209 |
13.3% |
0.0070 |
0.8% |
67% |
False |
False |
142 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.3% |
0.0062 |
0.7% |
67% |
False |
False |
114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9344 |
|
2.618 |
0.9261 |
|
1.618 |
0.9211 |
|
1.000 |
0.9180 |
|
0.618 |
0.9160 |
|
HIGH |
0.9129 |
|
0.618 |
0.9110 |
|
0.500 |
0.9104 |
|
0.382 |
0.9098 |
|
LOW |
0.9079 |
|
0.618 |
0.9047 |
|
1.000 |
0.9028 |
|
1.618 |
0.8997 |
|
2.618 |
0.8946 |
|
4.250 |
0.8864 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9105 |
0.9154 |
| PP |
0.9104 |
0.9138 |
| S1 |
0.9104 |
0.9122 |
|