CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9947 |
0.9966 |
0.0019 |
0.2% |
0.9769 |
| High |
1.0025 |
0.9971 |
-0.0054 |
-0.5% |
1.0025 |
| Low |
0.9897 |
0.9740 |
-0.0157 |
-1.6% |
0.9750 |
| Close |
0.9979 |
0.9752 |
-0.0228 |
-2.3% |
0.9979 |
| Range |
0.0128 |
0.0231 |
0.0103 |
80.5% |
0.0275 |
| ATR |
0.0129 |
0.0137 |
0.0008 |
6.1% |
0.0000 |
| Volume |
138,872 |
126,018 |
-12,854 |
-9.3% |
474,987 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0364 |
0.9879 |
|
| R3 |
1.0283 |
1.0133 |
0.9815 |
|
| R2 |
1.0052 |
1.0052 |
0.9794 |
|
| R1 |
0.9902 |
0.9902 |
0.9773 |
0.9861 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9801 |
| S1 |
0.9671 |
0.9671 |
0.9730 |
0.9630 |
| S2 |
0.9590 |
0.9590 |
0.9709 |
|
| S3 |
0.9359 |
0.9440 |
0.9688 |
|
| S4 |
0.9128 |
0.9209 |
0.9624 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0636 |
1.0130 |
|
| R3 |
1.0468 |
1.0361 |
1.0055 |
|
| R2 |
1.0193 |
1.0193 |
1.0029 |
|
| R1 |
1.0086 |
1.0086 |
1.0004 |
1.0140 |
| PP |
0.9918 |
0.9918 |
0.9918 |
0.9945 |
| S1 |
0.9811 |
0.9811 |
0.9954 |
0.9865 |
| S2 |
0.9643 |
0.9643 |
0.9929 |
|
| S3 |
0.9368 |
0.9536 |
0.9903 |
|
| S4 |
0.9093 |
0.9261 |
0.9828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0025 |
0.9740 |
0.0285 |
2.9% |
0.0145 |
1.5% |
4% |
False |
True |
120,201 |
| 10 |
1.0025 |
0.9704 |
0.0321 |
3.3% |
0.0120 |
1.2% |
15% |
False |
False |
113,364 |
| 20 |
1.0131 |
0.9391 |
0.0740 |
7.6% |
0.0148 |
1.5% |
49% |
False |
False |
133,922 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.5% |
0.0117 |
1.2% |
66% |
False |
False |
77,121 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.7% |
0.0109 |
1.1% |
67% |
False |
False |
51,490 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.2% |
0.0099 |
1.0% |
71% |
False |
False |
38,643 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.6% |
0.0089 |
0.9% |
71% |
False |
False |
30,916 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
18.8% |
0.0083 |
0.8% |
79% |
False |
False |
25,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0953 |
|
2.618 |
1.0576 |
|
1.618 |
1.0345 |
|
1.000 |
1.0202 |
|
0.618 |
1.0114 |
|
HIGH |
0.9971 |
|
0.618 |
0.9883 |
|
0.500 |
0.9856 |
|
0.382 |
0.9828 |
|
LOW |
0.9740 |
|
0.618 |
0.9597 |
|
1.000 |
0.9509 |
|
1.618 |
0.9366 |
|
2.618 |
0.9135 |
|
4.250 |
0.8758 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9883 |
| PP |
0.9821 |
0.9839 |
| S1 |
0.9786 |
0.9795 |
|