CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 11-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2016 |
11-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9972 |
0.9989 |
0.0017 |
0.2% |
0.9800 |
| High |
1.0050 |
0.9991 |
-0.0059 |
-0.6% |
1.0050 |
| Low |
0.9936 |
0.9781 |
-0.0155 |
-1.6% |
0.9796 |
| Close |
1.0016 |
0.9788 |
-0.0227 |
-2.3% |
1.0016 |
| Range |
0.0114 |
0.0210 |
0.0096 |
84.2% |
0.0255 |
| ATR |
0.0107 |
0.0116 |
0.0009 |
8.6% |
0.0000 |
| Volume |
305 |
313 |
8 |
2.6% |
900 |
|
| Daily Pivots for day following 11-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0483 |
1.0346 |
0.9904 |
|
| R3 |
1.0273 |
1.0136 |
0.9846 |
|
| R2 |
1.0063 |
1.0063 |
0.9827 |
|
| R1 |
0.9926 |
0.9926 |
0.9808 |
0.9890 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9835 |
| S1 |
0.9716 |
0.9716 |
0.9769 |
0.9680 |
| S2 |
0.9643 |
0.9643 |
0.9750 |
|
| S3 |
0.9433 |
0.9506 |
0.9731 |
|
| S4 |
0.9223 |
0.9296 |
0.9673 |
|
|
| Weekly Pivots for week ending 08-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0621 |
1.0155 |
|
| R3 |
1.0463 |
1.0366 |
1.0085 |
|
| R2 |
1.0208 |
1.0208 |
1.0062 |
|
| R1 |
1.0112 |
1.0112 |
1.0039 |
1.0160 |
| PP |
0.9954 |
0.9954 |
0.9954 |
0.9978 |
| S1 |
0.9857 |
0.9857 |
0.9992 |
0.9906 |
| S2 |
0.9699 |
0.9699 |
0.9969 |
|
| S3 |
0.9445 |
0.9603 |
0.9946 |
|
| S4 |
0.9190 |
0.9348 |
0.9876 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9781 |
0.0269 |
2.7% |
0.0122 |
1.2% |
3% |
False |
True |
242 |
| 10 |
1.0050 |
0.9738 |
0.0312 |
3.2% |
0.0102 |
1.0% |
16% |
False |
False |
155 |
| 20 |
1.0117 |
0.9458 |
0.0659 |
6.7% |
0.0122 |
1.2% |
50% |
False |
False |
157 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0082 |
0.8% |
69% |
False |
False |
102 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0070 |
0.7% |
70% |
False |
False |
69 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.3% |
0.0056 |
0.6% |
73% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0884 |
|
2.618 |
1.0541 |
|
1.618 |
1.0331 |
|
1.000 |
1.0201 |
|
0.618 |
1.0121 |
|
HIGH |
0.9991 |
|
0.618 |
0.9911 |
|
0.500 |
0.9886 |
|
0.382 |
0.9861 |
|
LOW |
0.9781 |
|
0.618 |
0.9651 |
|
1.000 |
0.9571 |
|
1.618 |
0.9441 |
|
2.618 |
0.9231 |
|
4.250 |
0.8889 |
|
|
| Fisher Pivots for day following 11-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9886 |
0.9916 |
| PP |
0.9853 |
0.9873 |
| S1 |
0.9821 |
0.9831 |
|