CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9601 |
0.9511 |
-0.0091 |
-0.9% |
0.9966 |
| High |
0.9639 |
0.9580 |
-0.0059 |
-0.6% |
0.9971 |
| Low |
0.9460 |
0.9428 |
-0.0033 |
-0.3% |
0.9428 |
| Close |
0.9504 |
0.9499 |
-0.0005 |
0.0% |
0.9499 |
| Range |
0.0179 |
0.0153 |
-0.0027 |
-14.8% |
0.0544 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.5% |
0.0000 |
| Volume |
170,056 |
154,840 |
-15,216 |
-8.9% |
781,683 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9960 |
0.9882 |
0.9583 |
|
| R3 |
0.9807 |
0.9729 |
0.9541 |
|
| R2 |
0.9655 |
0.9655 |
0.9527 |
|
| R1 |
0.9577 |
0.9577 |
0.9513 |
0.9540 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9484 |
| S1 |
0.9424 |
0.9424 |
0.9485 |
0.9387 |
| S2 |
0.9350 |
0.9350 |
0.9471 |
|
| S3 |
0.9197 |
0.9272 |
0.9457 |
|
| S4 |
0.9045 |
0.9119 |
0.9415 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1263 |
1.0925 |
0.9798 |
|
| R3 |
1.0720 |
1.0381 |
0.9648 |
|
| R2 |
1.0176 |
1.0176 |
0.9599 |
|
| R1 |
0.9838 |
0.9838 |
0.9549 |
0.9735 |
| PP |
0.9633 |
0.9633 |
0.9633 |
0.9581 |
| S1 |
0.9294 |
0.9294 |
0.9449 |
0.9192 |
| S2 |
0.9089 |
0.9089 |
0.9399 |
|
| S3 |
0.8546 |
0.8751 |
0.9350 |
|
| S4 |
0.8002 |
0.8207 |
0.9200 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9971 |
0.9428 |
0.0544 |
5.7% |
0.0178 |
1.9% |
13% |
False |
True |
156,336 |
| 10 |
1.0025 |
0.9428 |
0.0598 |
6.3% |
0.0146 |
1.5% |
12% |
False |
True |
133,836 |
| 20 |
1.0131 |
0.9400 |
0.0731 |
7.7% |
0.0157 |
1.7% |
14% |
False |
False |
132,735 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.8% |
0.0125 |
1.3% |
44% |
False |
False |
93,443 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.0% |
0.0115 |
1.2% |
45% |
False |
False |
62,411 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.6% |
0.0104 |
1.1% |
51% |
False |
False |
46,836 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0096 |
1.0% |
52% |
False |
False |
37,473 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
19.3% |
0.0088 |
0.9% |
65% |
False |
False |
31,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0228 |
|
2.618 |
0.9979 |
|
1.618 |
0.9827 |
|
1.000 |
0.9733 |
|
0.618 |
0.9674 |
|
HIGH |
0.9580 |
|
0.618 |
0.9522 |
|
0.500 |
0.9504 |
|
0.382 |
0.9486 |
|
LOW |
0.9428 |
|
0.618 |
0.9333 |
|
1.000 |
0.9275 |
|
1.618 |
0.9181 |
|
2.618 |
0.9028 |
|
4.250 |
0.8779 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9537 |
| PP |
0.9502 |
0.9524 |
| S1 |
0.9501 |
0.9512 |
|