CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 18-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2016 |
18-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9511 |
0.9501 |
-0.0010 |
-0.1% |
0.9966 |
| High |
0.9580 |
0.9522 |
-0.0058 |
-0.6% |
0.9971 |
| Low |
0.9428 |
0.9433 |
0.0006 |
0.1% |
0.9428 |
| Close |
0.9499 |
0.9446 |
-0.0053 |
-0.6% |
0.9499 |
| Range |
0.0153 |
0.0089 |
-0.0064 |
-41.6% |
0.0544 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
154,840 |
92,026 |
-62,814 |
-40.6% |
781,683 |
|
| Daily Pivots for day following 18-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9734 |
0.9679 |
0.9495 |
|
| R3 |
0.9645 |
0.9590 |
0.9470 |
|
| R2 |
0.9556 |
0.9556 |
0.9462 |
|
| R1 |
0.9501 |
0.9501 |
0.9454 |
0.9484 |
| PP |
0.9467 |
0.9467 |
0.9467 |
0.9459 |
| S1 |
0.9412 |
0.9412 |
0.9438 |
0.9395 |
| S2 |
0.9378 |
0.9378 |
0.9430 |
|
| S3 |
0.9289 |
0.9323 |
0.9422 |
|
| S4 |
0.9200 |
0.9234 |
0.9397 |
|
|
| 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 |
0.9784 |
0.9428 |
0.0356 |
3.8% |
0.0150 |
1.6% |
5% |
False |
False |
149,538 |
| 10 |
1.0025 |
0.9428 |
0.0598 |
6.3% |
0.0147 |
1.6% |
3% |
False |
False |
134,869 |
| 20 |
1.0131 |
0.9400 |
0.0731 |
7.7% |
0.0158 |
1.7% |
6% |
False |
False |
130,844 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.9% |
0.0126 |
1.3% |
39% |
False |
False |
95,725 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.1% |
0.0116 |
1.2% |
40% |
False |
False |
63,943 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.7% |
0.0104 |
1.1% |
47% |
False |
False |
47,986 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0096 |
1.0% |
48% |
False |
False |
38,393 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
19.4% |
0.0089 |
0.9% |
63% |
False |
False |
31,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9900 |
|
2.618 |
0.9755 |
|
1.618 |
0.9666 |
|
1.000 |
0.9611 |
|
0.618 |
0.9577 |
|
HIGH |
0.9522 |
|
0.618 |
0.9488 |
|
0.500 |
0.9478 |
|
0.382 |
0.9467 |
|
LOW |
0.9433 |
|
0.618 |
0.9378 |
|
1.000 |
0.9344 |
|
1.618 |
0.9289 |
|
2.618 |
0.9200 |
|
4.250 |
0.9055 |
|
|
| Fisher Pivots for day following 18-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9478 |
0.9533 |
| PP |
0.9467 |
0.9504 |
| S1 |
0.9457 |
0.9475 |
|