CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9650 |
0.9573 |
-0.0077 |
-0.8% |
0.9392 |
| High |
0.9685 |
0.9616 |
-0.0069 |
-0.7% |
0.9690 |
| Low |
0.9547 |
0.9568 |
0.0021 |
0.2% |
0.9391 |
| Close |
0.9574 |
0.9605 |
0.0031 |
0.3% |
0.9625 |
| Range |
0.0138 |
0.0049 |
-0.0089 |
-64.7% |
0.0299 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
121,803 |
75,818 |
-45,985 |
-37.8% |
809,255 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9722 |
0.9631 |
|
| R3 |
0.9693 |
0.9673 |
0.9618 |
|
| R2 |
0.9645 |
0.9645 |
0.9613 |
|
| R1 |
0.9625 |
0.9625 |
0.9609 |
0.9635 |
| PP |
0.9596 |
0.9596 |
0.9596 |
0.9601 |
| S1 |
0.9576 |
0.9576 |
0.9600 |
0.9586 |
| S2 |
0.9548 |
0.9548 |
0.9596 |
|
| S3 |
0.9499 |
0.9528 |
0.9591 |
|
| S4 |
0.9451 |
0.9479 |
0.9578 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0344 |
0.9789 |
|
| R3 |
1.0167 |
1.0045 |
0.9707 |
|
| R2 |
0.9868 |
0.9868 |
0.9680 |
|
| R1 |
0.9746 |
0.9746 |
0.9652 |
0.9807 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9599 |
| S1 |
0.9447 |
0.9447 |
0.9598 |
0.9508 |
| S2 |
0.9270 |
0.9270 |
0.9570 |
|
| S3 |
0.8971 |
0.9148 |
0.9543 |
|
| S4 |
0.8672 |
0.8849 |
0.9461 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9690 |
0.9464 |
0.0226 |
2.4% |
0.0116 |
1.2% |
62% |
False |
False |
140,300 |
| 10 |
0.9690 |
0.9354 |
0.0337 |
3.5% |
0.0098 |
1.0% |
75% |
False |
False |
132,972 |
| 20 |
0.9690 |
0.9008 |
0.0682 |
7.1% |
0.0098 |
1.0% |
87% |
False |
False |
75,993 |
| 40 |
0.9690 |
0.8987 |
0.0704 |
7.3% |
0.0094 |
1.0% |
88% |
False |
False |
38,255 |
| 60 |
0.9690 |
0.8918 |
0.0773 |
8.0% |
0.0088 |
0.9% |
89% |
False |
False |
25,547 |
| 80 |
0.9690 |
0.8804 |
0.0886 |
9.2% |
0.0084 |
0.9% |
90% |
False |
False |
19,168 |
| 100 |
0.9690 |
0.8312 |
0.1378 |
14.3% |
0.0076 |
0.8% |
94% |
False |
False |
15,335 |
| 120 |
0.9690 |
0.8300 |
0.1390 |
14.5% |
0.0069 |
0.7% |
94% |
False |
False |
12,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9822 |
|
2.618 |
0.9743 |
|
1.618 |
0.9694 |
|
1.000 |
0.9665 |
|
0.618 |
0.9646 |
|
HIGH |
0.9616 |
|
0.618 |
0.9597 |
|
0.500 |
0.9592 |
|
0.382 |
0.9586 |
|
LOW |
0.9568 |
|
0.618 |
0.9538 |
|
1.000 |
0.9519 |
|
1.618 |
0.9489 |
|
2.618 |
0.9441 |
|
4.250 |
0.9361 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9600 |
0.9616 |
| PP |
0.9596 |
0.9612 |
| S1 |
0.9592 |
0.9608 |
|