CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 26-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2016 |
26-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9438 |
0.9468 |
0.0030 |
0.3% |
0.9501 |
| High |
0.9477 |
0.9636 |
0.0159 |
1.7% |
0.9522 |
| Low |
0.9388 |
0.9463 |
0.0075 |
0.8% |
0.9323 |
| Close |
0.9469 |
0.9578 |
0.0110 |
1.2% |
0.9442 |
| Range |
0.0090 |
0.0173 |
0.0084 |
93.3% |
0.0199 |
| ATR |
0.0130 |
0.0133 |
0.0003 |
2.4% |
0.0000 |
| Volume |
78,950 |
126,536 |
47,586 |
60.3% |
535,423 |
|
| Daily Pivots for day following 26-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
1.0001 |
0.9673 |
|
| R3 |
0.9905 |
0.9828 |
0.9626 |
|
| R2 |
0.9732 |
0.9732 |
0.9610 |
|
| R1 |
0.9655 |
0.9655 |
0.9594 |
0.9693 |
| PP |
0.9559 |
0.9559 |
0.9559 |
0.9578 |
| S1 |
0.9482 |
0.9482 |
0.9562 |
0.9520 |
| S2 |
0.9386 |
0.9386 |
0.9546 |
|
| S3 |
0.9213 |
0.9309 |
0.9530 |
|
| S4 |
0.9040 |
0.9136 |
0.9483 |
|
|
| 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 |
0.9636 |
0.9323 |
0.0313 |
3.3% |
0.0125 |
1.3% |
82% |
True |
False |
109,750 |
| 10 |
0.9646 |
0.9323 |
0.0323 |
3.4% |
0.0122 |
1.3% |
79% |
False |
False |
120,931 |
| 20 |
1.0025 |
0.9323 |
0.0702 |
7.3% |
0.0127 |
1.3% |
36% |
False |
False |
119,214 |
| 40 |
1.0131 |
0.9008 |
0.1123 |
11.7% |
0.0134 |
1.4% |
51% |
False |
False |
111,783 |
| 60 |
1.0131 |
0.9008 |
0.1123 |
11.7% |
0.0114 |
1.2% |
51% |
False |
False |
74,729 |
| 80 |
1.0131 |
0.8987 |
0.1145 |
11.9% |
0.0109 |
1.1% |
52% |
False |
False |
56,092 |
| 100 |
1.0131 |
0.8804 |
0.1327 |
13.9% |
0.0101 |
1.1% |
58% |
False |
False |
44,881 |
| 120 |
1.0131 |
0.8531 |
0.1600 |
16.7% |
0.0092 |
1.0% |
65% |
False |
False |
37,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0371 |
|
2.618 |
1.0088 |
|
1.618 |
0.9915 |
|
1.000 |
0.9809 |
|
0.618 |
0.9742 |
|
HIGH |
0.9636 |
|
0.618 |
0.9569 |
|
0.500 |
0.9549 |
|
0.382 |
0.9529 |
|
LOW |
0.9463 |
|
0.618 |
0.9356 |
|
1.000 |
0.9290 |
|
1.618 |
0.9183 |
|
2.618 |
0.9010 |
|
4.250 |
0.8727 |
|
|
| Fisher Pivots for day following 26-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9568 |
0.9556 |
| PP |
0.9559 |
0.9534 |
| S1 |
0.9549 |
0.9512 |
|