CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 22-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2016 |
22-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9686 |
0.9609 |
-0.0077 |
-0.8% |
0.9458 |
| High |
0.9686 |
0.9643 |
-0.0043 |
-0.4% |
0.9713 |
| Low |
0.9591 |
0.9604 |
0.0013 |
0.1% |
0.9458 |
| Close |
0.9609 |
0.9638 |
0.0030 |
0.3% |
0.9660 |
| Range |
0.0095 |
0.0040 |
-0.0055 |
-58.2% |
0.0255 |
| ATR |
0.0077 |
0.0075 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
91 |
19 |
-72 |
-79.1% |
613 |
|
| Daily Pivots for day following 22-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9747 |
0.9732 |
0.9660 |
|
| R3 |
0.9707 |
0.9692 |
0.9649 |
|
| R2 |
0.9668 |
0.9668 |
0.9645 |
|
| R1 |
0.9653 |
0.9653 |
0.9642 |
0.9660 |
| PP |
0.9628 |
0.9628 |
0.9628 |
0.9632 |
| S1 |
0.9613 |
0.9613 |
0.9634 |
0.9621 |
| S2 |
0.9589 |
0.9589 |
0.9631 |
|
| S3 |
0.9549 |
0.9574 |
0.9627 |
|
| S4 |
0.9510 |
0.9534 |
0.9616 |
|
|
| Weekly Pivots for week ending 17-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0272 |
0.9800 |
|
| R3 |
1.0120 |
1.0017 |
0.9730 |
|
| R2 |
0.9865 |
0.9865 |
0.9706 |
|
| R1 |
0.9762 |
0.9762 |
0.9683 |
0.9814 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9636 |
| S1 |
0.9507 |
0.9507 |
0.9636 |
0.9559 |
| S2 |
0.9355 |
0.9355 |
0.9613 |
|
| S3 |
0.9100 |
0.9252 |
0.9589 |
|
| S4 |
0.8845 |
0.8997 |
0.9519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9713 |
0.9502 |
0.0211 |
2.2% |
0.0095 |
1.0% |
65% |
False |
False |
81 |
| 10 |
0.9713 |
0.9398 |
0.0315 |
3.3% |
0.0076 |
0.8% |
76% |
False |
False |
84 |
| 20 |
0.9713 |
0.9055 |
0.0658 |
6.8% |
0.0066 |
0.7% |
89% |
False |
False |
77 |
| 40 |
0.9713 |
0.9043 |
0.0670 |
6.9% |
0.0055 |
0.6% |
89% |
False |
False |
44 |
| 60 |
0.9713 |
0.8952 |
0.0761 |
7.9% |
0.0043 |
0.5% |
90% |
False |
False |
31 |
| 80 |
0.9713 |
0.8829 |
0.0884 |
9.2% |
0.0038 |
0.4% |
92% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9811 |
|
2.618 |
0.9746 |
|
1.618 |
0.9707 |
|
1.000 |
0.9683 |
|
0.618 |
0.9667 |
|
HIGH |
0.9643 |
|
0.618 |
0.9628 |
|
0.500 |
0.9623 |
|
0.382 |
0.9619 |
|
LOW |
0.9604 |
|
0.618 |
0.9579 |
|
1.000 |
0.9564 |
|
1.618 |
0.9540 |
|
2.618 |
0.9500 |
|
4.250 |
0.9436 |
|
|
| Fisher Pivots for day following 22-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9638 |
| PP |
0.9628 |
0.9638 |
| S1 |
0.9623 |
0.9638 |
|