CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9501 |
0.9443 |
-0.0058 |
-0.6% |
0.9966 |
| High |
0.9522 |
0.9489 |
-0.0033 |
-0.3% |
0.9971 |
| Low |
0.9433 |
0.9408 |
-0.0026 |
-0.3% |
0.9428 |
| Close |
0.9446 |
0.9451 |
0.0005 |
0.0% |
0.9499 |
| Range |
0.0089 |
0.0082 |
-0.0008 |
-8.4% |
0.0544 |
| ATR |
0.0140 |
0.0136 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
92,026 |
100,133 |
8,107 |
8.8% |
781,683 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9694 |
0.9654 |
0.9495 |
|
| R3 |
0.9612 |
0.9572 |
0.9473 |
|
| R2 |
0.9531 |
0.9531 |
0.9465 |
|
| R1 |
0.9491 |
0.9491 |
0.9458 |
0.9511 |
| PP |
0.9449 |
0.9449 |
0.9449 |
0.9459 |
| S1 |
0.9409 |
0.9409 |
0.9443 |
0.9429 |
| S2 |
0.9368 |
0.9368 |
0.9436 |
|
| S3 |
0.9286 |
0.9328 |
0.9428 |
|
| S4 |
0.9205 |
0.9246 |
0.9406 |
|
|
| 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 |
0.9646 |
0.9408 |
0.0239 |
2.5% |
0.0118 |
1.3% |
18% |
False |
True |
132,113 |
| 10 |
1.0025 |
0.9408 |
0.0618 |
6.5% |
0.0142 |
1.5% |
7% |
False |
True |
133,793 |
| 20 |
1.0131 |
0.9400 |
0.0731 |
7.7% |
0.0157 |
1.7% |
7% |
False |
False |
130,183 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.9% |
0.0127 |
1.3% |
39% |
False |
False |
98,205 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.1% |
0.0114 |
1.2% |
41% |
False |
False |
65,606 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.7% |
0.0104 |
1.1% |
47% |
False |
False |
49,237 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0097 |
1.0% |
49% |
False |
False |
39,394 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
19.4% |
0.0089 |
0.9% |
63% |
False |
False |
32,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9835 |
|
2.618 |
0.9702 |
|
1.618 |
0.9621 |
|
1.000 |
0.9571 |
|
0.618 |
0.9539 |
|
HIGH |
0.9489 |
|
0.618 |
0.9458 |
|
0.500 |
0.9448 |
|
0.382 |
0.9439 |
|
LOW |
0.9408 |
|
0.618 |
0.9357 |
|
1.000 |
0.9326 |
|
1.618 |
0.9276 |
|
2.618 |
0.9194 |
|
4.250 |
0.9061 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9450 |
0.9494 |
| PP |
0.9449 |
0.9479 |
| S1 |
0.9448 |
0.9465 |
|