CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 05-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2016 |
05-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9706 |
0.9769 |
0.0064 |
0.7% |
0.9836 |
| High |
0.9786 |
0.9881 |
0.0095 |
1.0% |
0.9892 |
| Low |
0.9704 |
0.9750 |
0.0046 |
0.5% |
0.9704 |
| Close |
0.9778 |
0.9871 |
0.0093 |
0.9% |
0.9778 |
| Range |
0.0082 |
0.0131 |
0.0049 |
60.1% |
0.0188 |
| ATR |
0.0132 |
0.0131 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
81,696 |
110,892 |
29,196 |
35.7% |
532,642 |
|
| Daily Pivots for day following 05-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0178 |
0.9942 |
|
| R3 |
1.0095 |
1.0048 |
0.9906 |
|
| R2 |
0.9964 |
0.9964 |
0.9894 |
|
| R1 |
0.9917 |
0.9917 |
0.9882 |
0.9941 |
| PP |
0.9834 |
0.9834 |
0.9834 |
0.9845 |
| S1 |
0.9787 |
0.9787 |
0.9859 |
0.9810 |
| S2 |
0.9703 |
0.9703 |
0.9847 |
|
| S3 |
0.9573 |
0.9656 |
0.9835 |
|
| S4 |
0.9442 |
0.9526 |
0.9799 |
|
|
| 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 |
0.9881 |
0.9704 |
0.0177 |
1.8% |
0.0100 |
1.0% |
94% |
True |
False |
99,521 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.4% |
0.0172 |
1.7% |
64% |
False |
False |
126,572 |
| 20 |
1.0131 |
0.9298 |
0.0833 |
8.4% |
0.0133 |
1.3% |
69% |
False |
False |
125,712 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0111 |
1.1% |
77% |
False |
False |
64,906 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0103 |
1.0% |
77% |
False |
False |
43,334 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.4% |
0.0096 |
1.0% |
80% |
False |
False |
32,518 |
| 100 |
1.0131 |
0.8796 |
0.1336 |
13.5% |
0.0086 |
0.9% |
80% |
False |
False |
26,016 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.6% |
0.0079 |
0.8% |
86% |
False |
False |
21,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0222 |
|
1.618 |
1.0092 |
|
1.000 |
1.0011 |
|
0.618 |
0.9961 |
|
HIGH |
0.9881 |
|
0.618 |
0.9831 |
|
0.500 |
0.9815 |
|
0.382 |
0.9800 |
|
LOW |
0.9750 |
|
0.618 |
0.9669 |
|
1.000 |
0.9620 |
|
1.618 |
0.9539 |
|
2.618 |
0.9408 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 05-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9844 |
| PP |
0.9834 |
0.9818 |
| S1 |
0.9815 |
0.9792 |
|