CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 21-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2016 |
21-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9441 |
0.9350 |
-0.0092 |
-1.0% |
0.9966 |
| High |
0.9470 |
0.9507 |
0.0037 |
0.4% |
0.9971 |
| Low |
0.9365 |
0.9323 |
-0.0042 |
-0.4% |
0.9428 |
| Close |
0.9379 |
0.9465 |
0.0086 |
0.9% |
0.9499 |
| Range |
0.0105 |
0.0184 |
0.0079 |
74.8% |
0.0544 |
| ATR |
0.0134 |
0.0137 |
0.0004 |
2.7% |
0.0000 |
| Volume |
91,710 |
162,374 |
70,664 |
77.1% |
781,683 |
|
| Daily Pivots for day following 21-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9982 |
0.9907 |
0.9565 |
|
| R3 |
0.9798 |
0.9723 |
0.9515 |
|
| R2 |
0.9615 |
0.9615 |
0.9498 |
|
| R1 |
0.9540 |
0.9540 |
0.9481 |
0.9577 |
| PP |
0.9431 |
0.9431 |
0.9431 |
0.9450 |
| S1 |
0.9356 |
0.9356 |
0.9448 |
0.9394 |
| S2 |
0.9248 |
0.9248 |
0.9431 |
|
| S3 |
0.9064 |
0.9173 |
0.9414 |
|
| S4 |
0.8881 |
0.8989 |
0.9364 |
|
|
| 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 |
0.9580 |
0.9323 |
0.0257 |
2.7% |
0.0122 |
1.3% |
55% |
False |
True |
120,216 |
| 10 |
1.0025 |
0.9323 |
0.0702 |
7.4% |
0.0148 |
1.6% |
20% |
False |
True |
136,679 |
| 20 |
1.0131 |
0.9323 |
0.0808 |
8.5% |
0.0162 |
1.7% |
18% |
False |
True |
133,006 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.9% |
0.0130 |
1.4% |
41% |
False |
False |
104,499 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.1% |
0.0117 |
1.2% |
42% |
False |
False |
69,838 |
| 80 |
1.0131 |
0.8918 |
0.1214 |
12.8% |
0.0106 |
1.1% |
45% |
False |
False |
52,411 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.0% |
0.0100 |
1.1% |
50% |
False |
False |
41,935 |
| 120 |
1.0131 |
0.8312 |
0.1819 |
19.2% |
0.0090 |
1.0% |
63% |
False |
False |
34,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
0.9987 |
|
1.618 |
0.9803 |
|
1.000 |
0.9690 |
|
0.618 |
0.9620 |
|
HIGH |
0.9507 |
|
0.618 |
0.9436 |
|
0.500 |
0.9415 |
|
0.382 |
0.9393 |
|
LOW |
0.9323 |
|
0.618 |
0.9210 |
|
1.000 |
0.9140 |
|
1.618 |
0.9026 |
|
2.618 |
0.8843 |
|
4.250 |
0.8543 |
|
|
| Fisher Pivots for day following 21-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9448 |
0.9448 |
| PP |
0.9431 |
0.9431 |
| S1 |
0.9415 |
0.9415 |
|