CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 19-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2016 |
19-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9519 |
0.9492 |
-0.0027 |
-0.3% |
0.9989 |
| High |
0.9556 |
0.9512 |
-0.0045 |
-0.5% |
0.9991 |
| Low |
0.9471 |
0.9446 |
-0.0025 |
-0.3% |
0.9464 |
| Close |
0.9483 |
0.9487 |
0.0005 |
0.0% |
0.9536 |
| Range |
0.0086 |
0.0066 |
-0.0020 |
-22.8% |
0.0527 |
| ATR |
0.0124 |
0.0120 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
61 |
182 |
121 |
198.4% |
2,241 |
|
| Daily Pivots for day following 19-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9679 |
0.9649 |
0.9523 |
|
| R3 |
0.9613 |
0.9583 |
0.9505 |
|
| R2 |
0.9547 |
0.9547 |
0.9499 |
|
| R1 |
0.9517 |
0.9517 |
0.9493 |
0.9499 |
| PP |
0.9481 |
0.9481 |
0.9481 |
0.9472 |
| S1 |
0.9451 |
0.9451 |
0.9481 |
0.9433 |
| S2 |
0.9415 |
0.9415 |
0.9475 |
|
| S3 |
0.9349 |
0.9385 |
0.9469 |
|
| S4 |
0.9283 |
0.9319 |
0.9451 |
|
|
| 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 |
0.9680 |
0.9446 |
0.0235 |
2.5% |
0.0113 |
1.2% |
18% |
False |
True |
370 |
| 10 |
1.0050 |
0.9446 |
0.0605 |
6.4% |
0.0129 |
1.4% |
7% |
False |
True |
329 |
| 20 |
1.0117 |
0.9446 |
0.0671 |
7.1% |
0.0136 |
1.4% |
6% |
False |
True |
231 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0099 |
1.0% |
41% |
False |
False |
151 |
| 60 |
1.0117 |
0.9043 |
0.1074 |
11.3% |
0.0080 |
0.8% |
41% |
False |
False |
105 |
| 80 |
1.0117 |
0.8912 |
0.1205 |
12.7% |
0.0065 |
0.7% |
48% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9792 |
|
2.618 |
0.9684 |
|
1.618 |
0.9618 |
|
1.000 |
0.9578 |
|
0.618 |
0.9552 |
|
HIGH |
0.9512 |
|
0.618 |
0.9486 |
|
0.500 |
0.9479 |
|
0.382 |
0.9471 |
|
LOW |
0.9446 |
|
0.618 |
0.9405 |
|
1.000 |
0.9380 |
|
1.618 |
0.9339 |
|
2.618 |
0.9273 |
|
4.250 |
0.9165 |
|
|
| Fisher Pivots for day following 19-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9484 |
0.9530 |
| PP |
0.9481 |
0.9515 |
| S1 |
0.9479 |
0.9501 |
|