CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 24-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2016 |
24-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9611 |
0.9500 |
-0.0111 |
-1.1% |
0.9606 |
| High |
0.9644 |
1.0117 |
0.0473 |
4.9% |
1.0117 |
| Low |
0.9495 |
0.9500 |
0.0005 |
0.1% |
0.9495 |
| Close |
0.9515 |
0.9845 |
0.0330 |
3.5% |
0.9845 |
| Range |
0.0149 |
0.0617 |
0.0468 |
313.8% |
0.0622 |
| ATR |
0.0080 |
0.0118 |
0.0038 |
47.9% |
0.0000 |
| Volume |
54 |
745 |
691 |
1,279.6% |
970 |
|
| Daily Pivots for day following 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1670 |
1.1374 |
1.0184 |
|
| R3 |
1.1054 |
1.0758 |
1.0015 |
|
| R2 |
1.0437 |
1.0437 |
0.9958 |
|
| R1 |
1.0141 |
1.0141 |
0.9902 |
1.0289 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9895 |
| S1 |
0.9525 |
0.9525 |
0.9788 |
0.9673 |
| S2 |
0.9204 |
0.9204 |
0.9732 |
|
| S3 |
0.8588 |
0.8908 |
0.9675 |
|
| S4 |
0.7971 |
0.8292 |
0.9506 |
|
|
| Weekly Pivots for week ending 24-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1683 |
1.1386 |
1.0187 |
|
| R3 |
1.1062 |
1.0764 |
1.0016 |
|
| R2 |
1.0440 |
1.0440 |
0.9959 |
|
| R1 |
1.0143 |
1.0143 |
0.9902 |
1.0292 |
| PP |
0.9819 |
0.9819 |
0.9819 |
0.9893 |
| S1 |
0.9521 |
0.9521 |
0.9788 |
0.9670 |
| S2 |
0.9197 |
0.9197 |
0.9731 |
|
| S3 |
0.8576 |
0.8900 |
0.9674 |
|
| S4 |
0.7954 |
0.8278 |
0.9503 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0117 |
0.9495 |
0.0622 |
6.3% |
0.0195 |
2.0% |
56% |
True |
False |
194 |
| 10 |
1.0117 |
0.9458 |
0.0659 |
6.7% |
0.0143 |
1.4% |
59% |
True |
False |
158 |
| 20 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0104 |
1.1% |
74% |
True |
False |
117 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0067 |
0.7% |
74% |
True |
False |
64 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0056 |
0.6% |
75% |
True |
False |
44 |
| 80 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0047 |
0.5% |
79% |
True |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2737 |
|
2.618 |
1.1730 |
|
1.618 |
1.1114 |
|
1.000 |
1.0733 |
|
0.618 |
1.0497 |
|
HIGH |
1.0117 |
|
0.618 |
0.9881 |
|
0.500 |
0.9808 |
|
0.382 |
0.9736 |
|
LOW |
0.9500 |
|
0.618 |
0.9119 |
|
1.000 |
0.8884 |
|
1.618 |
0.8503 |
|
2.618 |
0.7886 |
|
4.250 |
0.6880 |
|
|
| Fisher Pivots for day following 24-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9833 |
0.9832 |
| PP |
0.9821 |
0.9819 |
| S1 |
0.9808 |
0.9806 |
|