CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 22-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2016 |
22-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9391 |
0.9514 |
0.0123 |
1.3% |
0.9519 |
| High |
0.9543 |
0.9529 |
-0.0014 |
-0.1% |
0.9556 |
| Low |
0.9360 |
0.9456 |
0.0096 |
1.0% |
0.9360 |
| Close |
0.9503 |
0.9480 |
-0.0023 |
-0.2% |
0.9480 |
| Range |
0.0183 |
0.0073 |
-0.0110 |
-60.1% |
0.0196 |
| ATR |
0.0123 |
0.0120 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
1,034 |
240 |
-794 |
-76.8% |
2,033 |
|
| Daily Pivots for day following 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9707 |
0.9666 |
0.9520 |
|
| R3 |
0.9634 |
0.9593 |
0.9500 |
|
| R2 |
0.9561 |
0.9561 |
0.9493 |
|
| R1 |
0.9520 |
0.9520 |
0.9486 |
0.9504 |
| PP |
0.9488 |
0.9488 |
0.9488 |
0.9480 |
| S1 |
0.9447 |
0.9447 |
0.9473 |
0.9431 |
| S2 |
0.9415 |
0.9415 |
0.9466 |
|
| S3 |
0.9342 |
0.9374 |
0.9459 |
|
| S4 |
0.9269 |
0.9301 |
0.9439 |
|
|
| Weekly Pivots for week ending 22-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0053 |
0.9962 |
0.9587 |
|
| R3 |
0.9857 |
0.9766 |
0.9533 |
|
| R2 |
0.9661 |
0.9661 |
0.9515 |
|
| R1 |
0.9570 |
0.9570 |
0.9497 |
0.9518 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9439 |
| S1 |
0.9374 |
0.9374 |
0.9462 |
0.9322 |
| S2 |
0.9269 |
0.9269 |
0.9444 |
|
| S3 |
0.9073 |
0.9178 |
0.9426 |
|
| S4 |
0.8877 |
0.8982 |
0.9372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9556 |
0.9360 |
0.0196 |
2.1% |
0.0102 |
1.1% |
61% |
False |
False |
406 |
| 10 |
0.9991 |
0.9360 |
0.0631 |
6.7% |
0.0136 |
1.4% |
19% |
False |
False |
427 |
| 20 |
1.0117 |
0.9360 |
0.0757 |
8.0% |
0.0139 |
1.5% |
16% |
False |
False |
313 |
| 40 |
1.0117 |
0.9055 |
0.1062 |
11.2% |
0.0106 |
1.1% |
40% |
False |
False |
196 |
| 60 |
1.0117 |
0.9043 |
0.1074 |
11.3% |
0.0085 |
0.9% |
41% |
False |
False |
135 |
| 80 |
1.0117 |
0.8971 |
0.1146 |
12.1% |
0.0069 |
0.7% |
44% |
False |
False |
102 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.6% |
0.0060 |
0.6% |
51% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9839 |
|
2.618 |
0.9720 |
|
1.618 |
0.9647 |
|
1.000 |
0.9602 |
|
0.618 |
0.9574 |
|
HIGH |
0.9529 |
|
0.618 |
0.9501 |
|
0.500 |
0.9493 |
|
0.382 |
0.9484 |
|
LOW |
0.9456 |
|
0.618 |
0.9411 |
|
1.000 |
0.9383 |
|
1.618 |
0.9338 |
|
2.618 |
0.9265 |
|
4.250 |
0.9146 |
|
|
| Fisher Pivots for day following 22-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9470 |
| PP |
0.9488 |
0.9461 |
| S1 |
0.9484 |
0.9452 |
|