CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9111 |
0.9186 |
0.0075 |
0.8% |
0.9246 |
| High |
0.9199 |
0.9194 |
-0.0006 |
-0.1% |
0.9255 |
| Low |
0.9108 |
0.9116 |
0.0009 |
0.1% |
0.9079 |
| Close |
0.9192 |
0.9129 |
-0.0063 |
-0.7% |
0.9106 |
| Range |
0.0092 |
0.0078 |
-0.0014 |
-15.8% |
0.0177 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
1,418 |
915 |
-503 |
-35.5% |
4,214 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9331 |
0.9171 |
|
| R3 |
0.9301 |
0.9254 |
0.9150 |
|
| R2 |
0.9224 |
0.9224 |
0.9143 |
|
| R1 |
0.9176 |
0.9176 |
0.9136 |
0.9161 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9139 |
| S1 |
0.9099 |
0.9099 |
0.9121 |
0.9084 |
| S2 |
0.9069 |
0.9069 |
0.9114 |
|
| S3 |
0.8991 |
0.9021 |
0.9107 |
|
| S4 |
0.8914 |
0.8944 |
0.9086 |
|
|
| 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 |
1.7% |
0.0081 |
0.9% |
33% |
False |
False |
1,111 |
| 10 |
0.9265 |
0.9079 |
0.0187 |
2.0% |
0.0075 |
0.8% |
27% |
False |
False |
740 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0090 |
1.0% |
27% |
False |
False |
516 |
| 40 |
0.9509 |
0.8918 |
0.0592 |
6.5% |
0.0083 |
0.9% |
36% |
False |
False |
324 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0080 |
0.9% |
46% |
False |
False |
226 |
| 80 |
0.9509 |
0.8312 |
0.1197 |
13.1% |
0.0071 |
0.8% |
68% |
False |
False |
171 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.2% |
0.0063 |
0.7% |
69% |
False |
False |
138 |
| 120 |
0.9509 |
0.8182 |
0.1328 |
14.5% |
0.0054 |
0.6% |
71% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9523 |
|
2.618 |
0.9396 |
|
1.618 |
0.9319 |
|
1.000 |
0.9271 |
|
0.618 |
0.9241 |
|
HIGH |
0.9194 |
|
0.618 |
0.9164 |
|
0.500 |
0.9155 |
|
0.382 |
0.9146 |
|
LOW |
0.9116 |
|
0.618 |
0.9068 |
|
1.000 |
0.9039 |
|
1.618 |
0.8991 |
|
2.618 |
0.8913 |
|
4.250 |
0.8787 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9139 |
| PP |
0.9146 |
0.9135 |
| S1 |
0.9137 |
0.9132 |
|