CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 30-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2016 |
30-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9762 |
0.9744 |
-0.0019 |
-0.2% |
0.9581 |
| High |
0.9814 |
0.9794 |
-0.0020 |
-0.2% |
1.0131 |
| Low |
0.9740 |
0.9705 |
-0.0035 |
-0.4% |
0.9400 |
| Close |
0.9777 |
0.9707 |
-0.0070 |
-0.7% |
0.9812 |
| Range |
0.0074 |
0.0090 |
0.0016 |
20.9% |
0.0731 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
87,760 |
113,261 |
25,501 |
29.1% |
735,551 |
|
| Daily Pivots for day following 30-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9945 |
0.9756 |
|
| R3 |
0.9914 |
0.9855 |
0.9732 |
|
| R2 |
0.9825 |
0.9825 |
0.9723 |
|
| R1 |
0.9766 |
0.9766 |
0.9715 |
0.9751 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9728 |
| S1 |
0.9676 |
0.9676 |
0.9699 |
0.9661 |
| S2 |
0.9646 |
0.9646 |
0.9691 |
|
| S3 |
0.9556 |
0.9587 |
0.9682 |
|
| S4 |
0.9467 |
0.9497 |
0.9658 |
|
|
| 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% |
0.0225 |
2.3% |
42% |
False |
False |
148,402 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.5% |
0.0168 |
1.7% |
42% |
False |
False |
131,634 |
| 20 |
1.0131 |
0.9197 |
0.0934 |
9.6% |
0.0139 |
1.4% |
55% |
False |
False |
119,033 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.6% |
0.0109 |
1.1% |
62% |
False |
False |
60,099 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.8% |
0.0104 |
1.1% |
63% |
False |
False |
40,130 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.7% |
0.0096 |
1.0% |
68% |
False |
False |
30,111 |
| 100 |
1.0131 |
0.8759 |
0.1372 |
14.1% |
0.0085 |
0.9% |
69% |
False |
False |
24,090 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.9% |
0.0078 |
0.8% |
77% |
False |
False |
20,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0174 |
|
2.618 |
1.0028 |
|
1.618 |
0.9939 |
|
1.000 |
0.9884 |
|
0.618 |
0.9849 |
|
HIGH |
0.9794 |
|
0.618 |
0.9760 |
|
0.500 |
0.9749 |
|
0.382 |
0.9739 |
|
LOW |
0.9705 |
|
0.618 |
0.9649 |
|
1.000 |
0.9615 |
|
1.618 |
0.9560 |
|
2.618 |
0.9470 |
|
4.250 |
0.9324 |
|
|
| Fisher Pivots for day following 30-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9749 |
0.9791 |
| PP |
0.9735 |
0.9763 |
| S1 |
0.9721 |
0.9735 |
|