CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 28-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2016 |
28-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9855 |
0.9890 |
0.0035 |
0.4% |
0.9606 |
| High |
0.9913 |
0.9899 |
-0.0014 |
-0.1% |
1.0117 |
| Low |
0.9837 |
0.9792 |
-0.0046 |
-0.5% |
0.9495 |
| Close |
0.9868 |
0.9793 |
-0.0076 |
-0.8% |
0.9845 |
| Range |
0.0076 |
0.0108 |
0.0032 |
41.4% |
0.0622 |
| ATR |
0.0115 |
0.0115 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
64 |
46 |
-18 |
-28.1% |
970 |
|
| Daily Pivots for day following 28-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0079 |
0.9852 |
|
| R3 |
1.0043 |
0.9971 |
0.9822 |
|
| R2 |
0.9935 |
0.9935 |
0.9812 |
|
| R1 |
0.9864 |
0.9864 |
0.9802 |
0.9846 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9819 |
| S1 |
0.9756 |
0.9756 |
0.9783 |
0.9738 |
| S2 |
0.9720 |
0.9720 |
0.9773 |
|
| S3 |
0.9613 |
0.9649 |
0.9763 |
|
| S4 |
0.9505 |
0.9541 |
0.9733 |
|
|
| 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% |
0.0198 |
2.0% |
48% |
False |
False |
185 |
| 10 |
1.0117 |
0.9474 |
0.0643 |
6.6% |
0.0150 |
1.5% |
50% |
False |
False |
141 |
| 20 |
1.0117 |
0.9158 |
0.0959 |
9.8% |
0.0110 |
1.1% |
66% |
False |
False |
110 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0068 |
0.7% |
69% |
False |
False |
67 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0059 |
0.6% |
70% |
False |
False |
46 |
| 80 |
1.0117 |
0.8829 |
0.1288 |
13.2% |
0.0049 |
0.5% |
75% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0180 |
|
1.618 |
1.0073 |
|
1.000 |
1.0007 |
|
0.618 |
0.9965 |
|
HIGH |
0.9899 |
|
0.618 |
0.9858 |
|
0.500 |
0.9845 |
|
0.382 |
0.9833 |
|
LOW |
0.9792 |
|
0.618 |
0.9725 |
|
1.000 |
0.9684 |
|
1.618 |
0.9618 |
|
2.618 |
0.9510 |
|
4.250 |
0.9335 |
|
|
| Fisher Pivots for day following 28-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9845 |
0.9808 |
| PP |
0.9828 |
0.9803 |
| S1 |
0.9810 |
0.9798 |
|