CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 27-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2016 |
27-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9420 |
0.9836 |
0.0416 |
4.4% |
0.9581 |
| High |
1.0131 |
0.9892 |
-0.0239 |
-2.4% |
1.0131 |
| Low |
0.9400 |
0.9787 |
0.0387 |
4.1% |
0.9400 |
| Close |
0.9812 |
0.9836 |
0.0024 |
0.2% |
0.9812 |
| Range |
0.0731 |
0.0105 |
-0.0626 |
-85.6% |
0.0731 |
| ATR |
0.0148 |
0.0145 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
291,065 |
145,927 |
-145,138 |
-49.9% |
735,551 |
|
| Daily Pivots for day following 27-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0153 |
1.0099 |
0.9893 |
|
| R3 |
1.0048 |
0.9994 |
0.9864 |
|
| R2 |
0.9943 |
0.9943 |
0.9855 |
|
| R1 |
0.9889 |
0.9889 |
0.9845 |
0.9864 |
| PP |
0.9838 |
0.9838 |
0.9838 |
0.9825 |
| S1 |
0.9784 |
0.9784 |
0.9826 |
0.9759 |
| S2 |
0.9733 |
0.9733 |
0.9816 |
|
| S3 |
0.9628 |
0.9679 |
0.9807 |
|
| S4 |
0.9523 |
0.9574 |
0.9778 |
|
|
| 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 |
7.4% |
0.0244 |
2.5% |
60% |
False |
False |
153,623 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.4% |
0.0177 |
1.8% |
60% |
False |
False |
153,464 |
| 20 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0140 |
1.4% |
74% |
False |
False |
104,352 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0107 |
1.1% |
74% |
False |
False |
52,487 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0103 |
1.0% |
74% |
False |
False |
35,051 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.5% |
0.0094 |
1.0% |
78% |
False |
False |
26,298 |
| 100 |
1.0131 |
0.8531 |
0.1600 |
16.3% |
0.0084 |
0.9% |
82% |
False |
False |
21,040 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.6% |
0.0077 |
0.8% |
84% |
False |
False |
17,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0338 |
|
2.618 |
1.0167 |
|
1.618 |
1.0062 |
|
1.000 |
0.9997 |
|
0.618 |
0.9957 |
|
HIGH |
0.9892 |
|
0.618 |
0.9852 |
|
0.500 |
0.9840 |
|
0.382 |
0.9827 |
|
LOW |
0.9787 |
|
0.618 |
0.9722 |
|
1.000 |
0.9682 |
|
1.618 |
0.9617 |
|
2.618 |
0.9512 |
|
4.250 |
0.9341 |
|
|
| Fisher Pivots for day following 27-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9840 |
0.9812 |
| PP |
0.9838 |
0.9789 |
| S1 |
0.9837 |
0.9766 |
|