CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 23-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.9129 |
0.9111 |
-0.0018 |
-0.2% |
0.9246 |
High |
0.9129 |
0.9199 |
0.0070 |
0.8% |
0.9255 |
Low |
0.9079 |
0.9108 |
0.0029 |
0.3% |
0.9079 |
Close |
0.9106 |
0.9192 |
0.0086 |
0.9% |
0.9106 |
Range |
0.0051 |
0.0092 |
0.0041 |
82.2% |
0.0177 |
ATR |
0.0083 |
0.0083 |
0.0001 |
1.0% |
0.0000 |
Volume |
917 |
1,418 |
501 |
54.6% |
4,214 |
|
Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9442 |
0.9409 |
0.9242 |
|
R3 |
0.9350 |
0.9317 |
0.9217 |
|
R2 |
0.9258 |
0.9258 |
0.9208 |
|
R1 |
0.9225 |
0.9225 |
0.9200 |
0.9241 |
PP |
0.9166 |
0.9166 |
0.9166 |
0.9174 |
S1 |
0.9133 |
0.9133 |
0.9183 |
0.9150 |
S2 |
0.9074 |
0.9074 |
0.9175 |
|
S3 |
0.8982 |
0.9041 |
0.9166 |
|
S4 |
0.8890 |
0.8949 |
0.9141 |
|
|
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 |
0.9230 |
0.9079 |
0.0152 |
1.6% |
0.0078 |
0.9% |
75% |
False |
False |
1,033 |
10 |
0.9265 |
0.9079 |
0.0187 |
2.0% |
0.0075 |
0.8% |
61% |
False |
False |
697 |
20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0088 |
1.0% |
39% |
False |
False |
475 |
40 |
0.9509 |
0.8840 |
0.0669 |
7.3% |
0.0083 |
0.9% |
53% |
False |
False |
302 |
60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0079 |
0.9% |
55% |
False |
False |
211 |
80 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0071 |
0.8% |
74% |
False |
False |
160 |
100 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0062 |
0.7% |
74% |
False |
False |
129 |
120 |
0.9509 |
0.8182 |
0.1328 |
14.4% |
0.0054 |
0.6% |
76% |
False |
False |
107 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9590 |
2.618 |
0.9440 |
1.618 |
0.9348 |
1.000 |
0.9291 |
0.618 |
0.9256 |
HIGH |
0.9199 |
0.618 |
0.9164 |
0.500 |
0.9153 |
0.382 |
0.9143 |
LOW |
0.9108 |
0.618 |
0.9051 |
1.000 |
0.9016 |
1.618 |
0.8959 |
2.618 |
0.8867 |
4.250 |
0.8717 |
|
|
Fisher Pivots for day following 23-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9179 |
0.9174 |
PP |
0.9166 |
0.9156 |
S1 |
0.9153 |
0.9139 |
|