CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 20-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2016 |
20-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9443 |
0.9441 |
-0.0002 |
0.0% |
0.9966 |
| High |
0.9489 |
0.9470 |
-0.0020 |
-0.2% |
0.9971 |
| Low |
0.9408 |
0.9365 |
-0.0043 |
-0.5% |
0.9428 |
| Close |
0.9451 |
0.9379 |
-0.0072 |
-0.8% |
0.9499 |
| Range |
0.0082 |
0.0105 |
0.0024 |
28.8% |
0.0544 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
100,133 |
91,710 |
-8,423 |
-8.4% |
781,683 |
|
| Daily Pivots for day following 20-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9719 |
0.9654 |
0.9437 |
|
| R3 |
0.9614 |
0.9549 |
0.9408 |
|
| R2 |
0.9509 |
0.9509 |
0.9398 |
|
| R1 |
0.9444 |
0.9444 |
0.9389 |
0.9424 |
| PP |
0.9404 |
0.9404 |
0.9404 |
0.9394 |
| S1 |
0.9339 |
0.9339 |
0.9369 |
0.9319 |
| S2 |
0.9299 |
0.9299 |
0.9360 |
|
| S3 |
0.9194 |
0.9234 |
0.9350 |
|
| S4 |
0.9089 |
0.9129 |
0.9321 |
|
|
| 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 |
0.9639 |
0.9365 |
0.0275 |
2.9% |
0.0121 |
1.3% |
5% |
False |
True |
121,753 |
| 10 |
1.0025 |
0.9365 |
0.0661 |
7.0% |
0.0137 |
1.5% |
2% |
False |
True |
129,230 |
| 20 |
1.0131 |
0.9365 |
0.0767 |
8.2% |
0.0156 |
1.7% |
2% |
False |
True |
128,678 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
12.0% |
0.0127 |
1.4% |
33% |
False |
False |
100,463 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.2% |
0.0114 |
1.2% |
34% |
False |
False |
67,133 |
| 80 |
1.0131 |
0.8840 |
0.1291 |
13.8% |
0.0105 |
1.1% |
42% |
False |
False |
50,383 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.1% |
0.0098 |
1.0% |
43% |
False |
False |
40,311 |
| 120 |
1.0131 |
0.8300 |
0.1831 |
19.5% |
0.0090 |
1.0% |
59% |
False |
False |
33,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9916 |
|
2.618 |
0.9744 |
|
1.618 |
0.9639 |
|
1.000 |
0.9575 |
|
0.618 |
0.9534 |
|
HIGH |
0.9470 |
|
0.618 |
0.9429 |
|
0.500 |
0.9417 |
|
0.382 |
0.9405 |
|
LOW |
0.9365 |
|
0.618 |
0.9300 |
|
1.000 |
0.9260 |
|
1.618 |
0.9195 |
|
2.618 |
0.9090 |
|
4.250 |
0.8918 |
|
|
| Fisher Pivots for day following 20-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9417 |
0.9443 |
| PP |
0.9404 |
0.9422 |
| S1 |
0.9392 |
0.9400 |
|