CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 25-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9186 |
0.9113 |
-0.0073 |
-0.8% |
0.9246 |
| High |
0.9194 |
0.9136 |
-0.0058 |
-0.6% |
0.9255 |
| Low |
0.9116 |
0.9089 |
-0.0028 |
-0.3% |
0.9079 |
| Close |
0.9129 |
0.9119 |
-0.0010 |
-0.1% |
0.9106 |
| Range |
0.0078 |
0.0048 |
-0.0030 |
-38.7% |
0.0177 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
915 |
569 |
-346 |
-37.8% |
4,214 |
|
| Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9257 |
0.9236 |
0.9145 |
|
| R3 |
0.9210 |
0.9188 |
0.9132 |
|
| R2 |
0.9162 |
0.9162 |
0.9128 |
|
| R1 |
0.9141 |
0.9141 |
0.9123 |
0.9151 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9120 |
| S1 |
0.9093 |
0.9093 |
0.9115 |
0.9104 |
| S2 |
0.9067 |
0.9067 |
0.9110 |
|
| S3 |
0.9020 |
0.9046 |
0.9106 |
|
| S4 |
0.8972 |
0.8998 |
0.9093 |
|
|
| 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 |
0.9199 |
0.9079 |
0.0121 |
1.3% |
0.0064 |
0.7% |
33% |
False |
False |
917 |
| 10 |
0.9265 |
0.9079 |
0.0187 |
2.0% |
0.0072 |
0.8% |
22% |
False |
False |
754 |
| 20 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0090 |
1.0% |
25% |
False |
False |
540 |
| 40 |
0.9509 |
0.8934 |
0.0575 |
6.3% |
0.0083 |
0.9% |
32% |
False |
False |
335 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.7% |
0.0078 |
0.9% |
45% |
False |
False |
235 |
| 80 |
0.9509 |
0.8360 |
0.1149 |
12.6% |
0.0071 |
0.8% |
66% |
False |
False |
178 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.3% |
0.0064 |
0.7% |
68% |
False |
False |
143 |
| 120 |
0.9509 |
0.8182 |
0.1328 |
14.6% |
0.0055 |
0.6% |
71% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9338 |
|
2.618 |
0.9260 |
|
1.618 |
0.9213 |
|
1.000 |
0.9184 |
|
0.618 |
0.9165 |
|
HIGH |
0.9136 |
|
0.618 |
0.9118 |
|
0.500 |
0.9112 |
|
0.382 |
0.9107 |
|
LOW |
0.9089 |
|
0.618 |
0.9059 |
|
1.000 |
0.9041 |
|
1.618 |
0.9012 |
|
2.618 |
0.8964 |
|
4.250 |
0.8887 |
|
|
| Fisher Pivots for day following 25-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9117 |
0.9144 |
| PP |
0.9115 |
0.9136 |
| S1 |
0.9112 |
0.9127 |
|