CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9744 |
0.9706 |
-0.0038 |
-0.4% |
0.9836 |
| High |
0.9794 |
0.9786 |
-0.0009 |
-0.1% |
0.9892 |
| Low |
0.9705 |
0.9704 |
-0.0001 |
0.0% |
0.9704 |
| Close |
0.9707 |
0.9778 |
0.0071 |
0.7% |
0.9778 |
| Range |
0.0090 |
0.0082 |
-0.0008 |
-8.9% |
0.0188 |
| ATR |
0.0135 |
0.0132 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
113,261 |
81,696 |
-31,565 |
-27.9% |
532,642 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0000 |
0.9971 |
0.9823 |
|
| R3 |
0.9919 |
0.9889 |
0.9800 |
|
| R2 |
0.9837 |
0.9837 |
0.9793 |
|
| R1 |
0.9808 |
0.9808 |
0.9785 |
0.9823 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9763 |
| S1 |
0.9726 |
0.9726 |
0.9771 |
0.9741 |
| S2 |
0.9674 |
0.9674 |
0.9763 |
|
| S3 |
0.9593 |
0.9645 |
0.9756 |
|
| S4 |
0.9511 |
0.9563 |
0.9733 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0355 |
1.0255 |
0.9881 |
|
| R3 |
1.0167 |
1.0067 |
0.9830 |
|
| R2 |
0.9979 |
0.9979 |
0.9812 |
|
| R1 |
0.9879 |
0.9879 |
0.9795 |
0.9835 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9770 |
| S1 |
0.9691 |
0.9691 |
0.9761 |
0.9647 |
| S2 |
0.9603 |
0.9603 |
0.9744 |
|
| S3 |
0.9415 |
0.9503 |
0.9726 |
|
| S4 |
0.9227 |
0.9315 |
0.9675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9892 |
0.9704 |
0.0188 |
1.9% |
0.0095 |
1.0% |
39% |
False |
True |
106,528 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.5% |
0.0169 |
1.7% |
52% |
False |
False |
126,819 |
| 20 |
1.0131 |
0.9298 |
0.0833 |
8.5% |
0.0132 |
1.3% |
58% |
False |
False |
122,047 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0109 |
1.1% |
69% |
False |
False |
62,139 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0102 |
1.0% |
69% |
False |
False |
41,488 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.6% |
0.0096 |
1.0% |
73% |
False |
False |
31,132 |
| 100 |
1.0131 |
0.8762 |
0.1369 |
14.0% |
0.0086 |
0.9% |
74% |
False |
False |
24,907 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.7% |
0.0078 |
0.8% |
81% |
False |
False |
20,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0132 |
|
2.618 |
0.9999 |
|
1.618 |
0.9917 |
|
1.000 |
0.9867 |
|
0.618 |
0.9836 |
|
HIGH |
0.9786 |
|
0.618 |
0.9754 |
|
0.500 |
0.9745 |
|
0.382 |
0.9735 |
|
LOW |
0.9704 |
|
0.618 |
0.9654 |
|
1.000 |
0.9623 |
|
1.618 |
0.9572 |
|
2.618 |
0.9491 |
|
4.250 |
0.9358 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9767 |
0.9772 |
| PP |
0.9756 |
0.9765 |
| S1 |
0.9745 |
0.9759 |
|