CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 15-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2016 |
15-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9551 |
-0.0117 |
-1.2% |
0.9989 |
| High |
0.9673 |
0.9614 |
-0.0060 |
-0.6% |
0.9991 |
| Low |
0.9497 |
0.9464 |
-0.0033 |
-0.3% |
0.9464 |
| Close |
0.9540 |
0.9536 |
-0.0004 |
0.0% |
0.9536 |
| Range |
0.0177 |
0.0150 |
-0.0027 |
-15.3% |
0.0527 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.4% |
0.0000 |
| Volume |
847 |
263 |
-584 |
-68.9% |
2,241 |
|
| Daily Pivots for day following 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9910 |
0.9618 |
|
| R3 |
0.9837 |
0.9761 |
0.9577 |
|
| R2 |
0.9687 |
0.9687 |
0.9563 |
|
| R1 |
0.9611 |
0.9611 |
0.9549 |
0.9575 |
| PP |
0.9538 |
0.9538 |
0.9538 |
0.9519 |
| S1 |
0.9462 |
0.9462 |
0.9522 |
0.9425 |
| S2 |
0.9388 |
0.9388 |
0.9508 |
|
| S3 |
0.9239 |
0.9312 |
0.9494 |
|
| S4 |
0.9089 |
0.9163 |
0.9453 |
|
|
| Weekly Pivots for week ending 15-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1245 |
1.0917 |
0.9825 |
|
| R3 |
1.0718 |
1.0390 |
0.9680 |
|
| R2 |
1.0191 |
1.0191 |
0.9632 |
|
| R1 |
0.9863 |
0.9863 |
0.9584 |
0.9763 |
| PP |
0.9664 |
0.9664 |
0.9664 |
0.9614 |
| S1 |
0.9336 |
0.9336 |
0.9487 |
0.9236 |
| S2 |
0.9137 |
0.9137 |
0.9439 |
|
| S3 |
0.8610 |
0.8809 |
0.9391 |
|
| S4 |
0.8083 |
0.8282 |
0.9246 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9991 |
0.9464 |
0.0527 |
5.5% |
0.0171 |
1.8% |
14% |
False |
True |
448 |
| 10 |
1.0050 |
0.9464 |
0.0586 |
6.1% |
0.0133 |
1.4% |
12% |
False |
True |
323 |
| 20 |
1.0117 |
0.9464 |
0.0653 |
6.8% |
0.0135 |
1.4% |
11% |
False |
True |
224 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.1% |
0.0096 |
1.0% |
45% |
False |
False |
150 |
| 60 |
1.0117 |
0.9035 |
0.1082 |
11.3% |
0.0079 |
0.8% |
46% |
False |
False |
101 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.6% |
0.0063 |
0.7% |
52% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0249 |
|
2.618 |
1.0005 |
|
1.618 |
0.9855 |
|
1.000 |
0.9763 |
|
0.618 |
0.9706 |
|
HIGH |
0.9614 |
|
0.618 |
0.9556 |
|
0.500 |
0.9539 |
|
0.382 |
0.9521 |
|
LOW |
0.9464 |
|
0.618 |
0.9372 |
|
1.000 |
0.9315 |
|
1.618 |
0.9222 |
|
2.618 |
0.9073 |
|
4.250 |
0.8829 |
|
|
| Fisher Pivots for day following 15-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9539 |
0.9572 |
| PP |
0.9538 |
0.9560 |
| S1 |
0.9537 |
0.9548 |
|