CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 29-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2016 |
29-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9890 |
0.9827 |
-0.0063 |
-0.6% |
0.9606 |
| High |
0.9899 |
0.9846 |
-0.0054 |
-0.5% |
1.0117 |
| Low |
0.9792 |
0.9776 |
-0.0016 |
-0.2% |
0.9495 |
| Close |
0.9793 |
0.9812 |
0.0020 |
0.2% |
0.9845 |
| Range |
0.0108 |
0.0070 |
-0.0038 |
-34.9% |
0.0622 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
46 |
60 |
14 |
30.4% |
970 |
|
| Daily Pivots for day following 29-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
0.9987 |
0.9851 |
|
| R3 |
0.9951 |
0.9917 |
0.9831 |
|
| R2 |
0.9881 |
0.9881 |
0.9825 |
|
| R1 |
0.9847 |
0.9847 |
0.9818 |
0.9829 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9802 |
| S1 |
0.9777 |
0.9777 |
0.9806 |
0.9759 |
| S2 |
0.9741 |
0.9741 |
0.9799 |
|
| S3 |
0.9671 |
0.9707 |
0.9793 |
|
| S4 |
0.9601 |
0.9637 |
0.9774 |
|
|
| 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% |
0.0204 |
2.1% |
51% |
False |
False |
193 |
| 10 |
1.0117 |
0.9495 |
0.0622 |
6.3% |
0.0149 |
1.5% |
51% |
False |
False |
137 |
| 20 |
1.0117 |
0.9199 |
0.0918 |
9.4% |
0.0110 |
1.1% |
67% |
False |
False |
110 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0068 |
0.7% |
71% |
False |
False |
68 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0059 |
0.6% |
72% |
False |
False |
47 |
| 80 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0049 |
0.5% |
76% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
1.0029 |
|
1.618 |
0.9959 |
|
1.000 |
0.9916 |
|
0.618 |
0.9889 |
|
HIGH |
0.9846 |
|
0.618 |
0.9819 |
|
0.500 |
0.9811 |
|
0.382 |
0.9802 |
|
LOW |
0.9776 |
|
0.618 |
0.9732 |
|
1.000 |
0.9706 |
|
1.618 |
0.9662 |
|
2.618 |
0.9592 |
|
4.250 |
0.9478 |
|
|
| Fisher Pivots for day following 29-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9844 |
| PP |
0.9811 |
0.9834 |
| S1 |
0.9811 |
0.9823 |
|