CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9350 |
0.9436 |
0.0086 |
0.9% |
0.9501 |
| High |
0.9507 |
0.9493 |
-0.0014 |
-0.1% |
0.9522 |
| Low |
0.9323 |
0.9418 |
0.0095 |
1.0% |
0.9323 |
| Close |
0.9465 |
0.9442 |
-0.0023 |
-0.2% |
0.9442 |
| Range |
0.0184 |
0.0075 |
-0.0109 |
-59.1% |
0.0199 |
| ATR |
0.0137 |
0.0133 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
162,374 |
89,180 |
-73,194 |
-45.1% |
535,423 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9634 |
0.9483 |
|
| R3 |
0.9601 |
0.9559 |
0.9462 |
|
| R2 |
0.9526 |
0.9526 |
0.9455 |
|
| R1 |
0.9484 |
0.9484 |
0.9448 |
0.9505 |
| PP |
0.9451 |
0.9451 |
0.9451 |
0.9461 |
| S1 |
0.9409 |
0.9409 |
0.9435 |
0.9430 |
| S2 |
0.9376 |
0.9376 |
0.9428 |
|
| S3 |
0.9301 |
0.9334 |
0.9421 |
|
| S4 |
0.9226 |
0.9259 |
0.9400 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9933 |
0.9551 |
|
| R3 |
0.9827 |
0.9734 |
0.9496 |
|
| R2 |
0.9628 |
0.9628 |
0.9478 |
|
| R1 |
0.9535 |
0.9535 |
0.9460 |
0.9482 |
| PP |
0.9429 |
0.9429 |
0.9429 |
0.9402 |
| S1 |
0.9336 |
0.9336 |
0.9423 |
0.9283 |
| S2 |
0.9230 |
0.9230 |
0.9405 |
|
| S3 |
0.9031 |
0.9137 |
0.9387 |
|
| S4 |
0.8832 |
0.8938 |
0.9332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9522 |
0.9323 |
0.0199 |
2.1% |
0.0107 |
1.1% |
60% |
False |
False |
107,084 |
| 10 |
0.9971 |
0.9323 |
0.0648 |
6.9% |
0.0142 |
1.5% |
18% |
False |
False |
131,710 |
| 20 |
1.0131 |
0.9323 |
0.0808 |
8.6% |
0.0156 |
1.7% |
15% |
False |
False |
130,790 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.9% |
0.0131 |
1.4% |
39% |
False |
False |
106,714 |
| 60 |
1.0131 |
0.8987 |
0.1145 |
12.1% |
0.0117 |
1.2% |
40% |
False |
False |
71,323 |
| 80 |
1.0131 |
0.8934 |
0.1197 |
12.7% |
0.0107 |
1.1% |
42% |
False |
False |
53,525 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
14.1% |
0.0099 |
1.1% |
48% |
False |
False |
42,827 |
| 120 |
1.0131 |
0.8360 |
0.1771 |
18.8% |
0.0091 |
1.0% |
61% |
False |
False |
35,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9811 |
|
2.618 |
0.9689 |
|
1.618 |
0.9614 |
|
1.000 |
0.9568 |
|
0.618 |
0.9539 |
|
HIGH |
0.9493 |
|
0.618 |
0.9464 |
|
0.500 |
0.9455 |
|
0.382 |
0.9446 |
|
LOW |
0.9418 |
|
0.618 |
0.9371 |
|
1.000 |
0.9343 |
|
1.618 |
0.9296 |
|
2.618 |
0.9221 |
|
4.250 |
0.9099 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9455 |
0.9433 |
| PP |
0.9451 |
0.9424 |
| S1 |
0.9446 |
0.9415 |
|