CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 06-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2016 |
06-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9769 |
0.9854 |
0.0085 |
0.9% |
0.9836 |
| High |
0.9881 |
1.0005 |
0.0125 |
1.3% |
0.9892 |
| Low |
0.9750 |
0.9851 |
0.0101 |
1.0% |
0.9704 |
| Close |
0.9871 |
0.9886 |
0.0016 |
0.2% |
0.9778 |
| Range |
0.0131 |
0.0154 |
0.0024 |
18.0% |
0.0188 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.2% |
0.0000 |
| Volume |
110,892 |
137,339 |
26,447 |
23.8% |
532,642 |
|
| Daily Pivots for day following 06-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0285 |
0.9971 |
|
| R3 |
1.0222 |
1.0131 |
0.9928 |
|
| R2 |
1.0068 |
1.0068 |
0.9914 |
|
| R1 |
0.9977 |
0.9977 |
0.9900 |
1.0023 |
| PP |
0.9914 |
0.9914 |
0.9914 |
0.9937 |
| S1 |
0.9823 |
0.9823 |
0.9872 |
0.9869 |
| S2 |
0.9760 |
0.9760 |
0.9858 |
|
| S3 |
0.9606 |
0.9669 |
0.9844 |
|
| S4 |
0.9452 |
0.9515 |
0.9801 |
|
|
| 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 |
1.0005 |
0.9704 |
0.0301 |
3.0% |
0.0106 |
1.1% |
60% |
True |
False |
106,189 |
| 10 |
1.0131 |
0.9400 |
0.0731 |
7.4% |
0.0174 |
1.8% |
66% |
False |
False |
128,125 |
| 20 |
1.0131 |
0.9343 |
0.0788 |
8.0% |
0.0137 |
1.4% |
69% |
False |
False |
130,508 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.4% |
0.0112 |
1.1% |
78% |
False |
False |
68,329 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.6% |
0.0105 |
1.1% |
79% |
False |
False |
45,620 |
| 80 |
1.0131 |
0.8804 |
0.1327 |
13.4% |
0.0097 |
1.0% |
82% |
False |
False |
34,234 |
| 100 |
1.0131 |
0.8796 |
0.1336 |
13.5% |
0.0086 |
0.9% |
82% |
False |
False |
27,389 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.5% |
0.0080 |
0.8% |
87% |
False |
False |
22,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0660 |
|
2.618 |
1.0408 |
|
1.618 |
1.0254 |
|
1.000 |
1.0159 |
|
0.618 |
1.0100 |
|
HIGH |
1.0005 |
|
0.618 |
0.9946 |
|
0.500 |
0.9928 |
|
0.382 |
0.9910 |
|
LOW |
0.9851 |
|
0.618 |
0.9756 |
|
1.000 |
0.9697 |
|
1.618 |
0.9602 |
|
2.618 |
0.9448 |
|
4.250 |
0.9197 |
|
|
| Fisher Pivots for day following 06-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9928 |
0.9876 |
| PP |
0.9914 |
0.9865 |
| S1 |
0.9900 |
0.9855 |
|