CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 13-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2016 |
13-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9751 |
0.9568 |
-0.0184 |
-1.9% |
0.9769 |
| High |
0.9784 |
0.9646 |
-0.0138 |
-1.4% |
1.0025 |
| Low |
0.9547 |
0.9556 |
0.0010 |
0.1% |
0.9750 |
| Close |
0.9566 |
0.9607 |
0.0041 |
0.4% |
0.9979 |
| Range |
0.0237 |
0.0090 |
-0.0147 |
-62.0% |
0.0275 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
187,256 |
143,513 |
-43,743 |
-23.4% |
474,987 |
|
| Daily Pivots for day following 13-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9830 |
0.9656 |
|
| R3 |
0.9783 |
0.9740 |
0.9631 |
|
| R2 |
0.9693 |
0.9693 |
0.9623 |
|
| R1 |
0.9650 |
0.9650 |
0.9615 |
0.9671 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9614 |
| S1 |
0.9560 |
0.9560 |
0.9598 |
0.9581 |
| S2 |
0.9513 |
0.9513 |
0.9590 |
|
| S3 |
0.9423 |
0.9470 |
0.9582 |
|
| S4 |
0.9333 |
0.9380 |
0.9557 |
|
|
| 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 |
0.9547 |
0.0479 |
5.0% |
0.0153 |
1.6% |
13% |
False |
False |
136,708 |
| 10 |
1.0025 |
0.9547 |
0.0479 |
5.0% |
0.0130 |
1.3% |
13% |
False |
False |
121,449 |
| 20 |
1.0131 |
0.9400 |
0.0731 |
7.6% |
0.0156 |
1.6% |
28% |
False |
False |
135,656 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.7% |
0.0122 |
1.3% |
53% |
False |
False |
85,373 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
11.9% |
0.0111 |
1.2% |
54% |
False |
False |
56,998 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.4% |
0.0101 |
1.1% |
59% |
False |
False |
42,776 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.8% |
0.0092 |
1.0% |
60% |
False |
False |
34,224 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
19.1% |
0.0085 |
0.9% |
71% |
False |
False |
28,521 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0029 |
|
2.618 |
0.9882 |
|
1.618 |
0.9792 |
|
1.000 |
0.9736 |
|
0.618 |
0.9702 |
|
HIGH |
0.9646 |
|
0.618 |
0.9612 |
|
0.500 |
0.9601 |
|
0.382 |
0.9590 |
|
LOW |
0.9556 |
|
0.618 |
0.9500 |
|
1.000 |
0.9466 |
|
1.618 |
0.9410 |
|
2.618 |
0.9320 |
|
4.250 |
0.9174 |
|
|
| Fisher Pivots for day following 13-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9605 |
0.9759 |
| PP |
0.9603 |
0.9708 |
| S1 |
0.9601 |
0.9657 |
|