CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9571 |
0.9420 |
-0.0151 |
-1.6% |
0.9581 |
| High |
0.9644 |
1.0131 |
0.0488 |
5.1% |
1.0131 |
| Low |
0.9445 |
0.9400 |
-0.0045 |
-0.5% |
0.9400 |
| Close |
0.9482 |
0.9812 |
0.0330 |
3.5% |
0.9812 |
| Range |
0.0199 |
0.0731 |
0.0533 |
268.3% |
0.0731 |
| ATR |
0.0104 |
0.0148 |
0.0045 |
43.2% |
0.0000 |
| Volume |
133,503 |
291,065 |
157,562 |
118.0% |
735,551 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1624 |
1.0214 |
|
| R3 |
1.1243 |
1.0893 |
1.0013 |
|
| R2 |
1.0512 |
1.0512 |
0.9946 |
|
| R1 |
1.0162 |
1.0162 |
0.9879 |
1.0337 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9868 |
| S1 |
0.9431 |
0.9431 |
0.9744 |
0.9606 |
| S2 |
0.9050 |
0.9050 |
0.9677 |
|
| S3 |
0.8319 |
0.8700 |
0.9610 |
|
| S4 |
0.7588 |
0.7969 |
0.9409 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1974 |
1.1624 |
1.0214 |
|
| R3 |
1.1243 |
1.0893 |
1.0013 |
|
| R2 |
1.0512 |
1.0512 |
0.9946 |
|
| R1 |
1.0162 |
1.0162 |
0.9879 |
1.0337 |
| PP |
0.9781 |
0.9781 |
0.9781 |
0.9868 |
| S1 |
0.9431 |
0.9431 |
0.9744 |
0.9606 |
| S2 |
0.9050 |
0.9050 |
0.9677 |
|
| S3 |
0.8319 |
0.8700 |
0.9610 |
|
| S4 |
0.7588 |
0.7969 |
0.9409 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0131 |
0.9400 |
0.0731 |
7.5% |
0.0243 |
2.5% |
56% |
True |
True |
147,110 |
| 10 |
1.0131 |
0.9391 |
0.0740 |
7.5% |
0.0177 |
1.8% |
57% |
True |
False |
154,480 |
| 20 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0139 |
1.4% |
72% |
True |
False |
97,150 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0108 |
1.1% |
72% |
True |
False |
48,855 |
| 60 |
1.0131 |
0.8944 |
0.1188 |
12.1% |
0.0102 |
1.0% |
73% |
True |
False |
32,620 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.5% |
0.0093 |
1.0% |
76% |
True |
False |
24,474 |
| 100 |
1.0131 |
0.8409 |
0.1723 |
17.6% |
0.0085 |
0.9% |
81% |
True |
False |
19,581 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.7% |
0.0076 |
0.8% |
83% |
True |
False |
16,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3238 |
|
2.618 |
1.2045 |
|
1.618 |
1.1314 |
|
1.000 |
1.0862 |
|
0.618 |
1.0583 |
|
HIGH |
1.0131 |
|
0.618 |
0.9852 |
|
0.500 |
0.9766 |
|
0.382 |
0.9679 |
|
LOW |
0.9400 |
|
0.618 |
0.8948 |
|
1.000 |
0.8669 |
|
1.618 |
0.8217 |
|
2.618 |
0.7486 |
|
4.250 |
0.6293 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9796 |
0.9796 |
| PP |
0.9781 |
0.9781 |
| S1 |
0.9766 |
0.9766 |
|