CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 29-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2016 |
29-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9600 |
0.9600 |
0.0000 |
0.0% |
0.9470 |
| High |
0.9625 |
0.9857 |
0.0232 |
2.4% |
0.9857 |
| Low |
0.9535 |
0.9530 |
-0.0005 |
0.0% |
0.9427 |
| Close |
0.9541 |
0.9855 |
0.0315 |
3.3% |
0.9855 |
| Range |
0.0091 |
0.0327 |
0.0236 |
260.8% |
0.0430 |
| ATR |
0.0122 |
0.0137 |
0.0015 |
11.9% |
0.0000 |
| Volume |
175 |
1,334 |
1,159 |
662.3% |
2,949 |
|
| Daily Pivots for day following 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0617 |
1.0035 |
|
| R3 |
1.0400 |
1.0291 |
0.9945 |
|
| R2 |
1.0074 |
1.0074 |
0.9915 |
|
| R1 |
0.9964 |
0.9964 |
0.9885 |
1.0019 |
| PP |
0.9747 |
0.9747 |
0.9747 |
0.9774 |
| S1 |
0.9638 |
0.9638 |
0.9825 |
0.9692 |
| S2 |
0.9421 |
0.9421 |
0.9795 |
|
| S3 |
0.9094 |
0.9311 |
0.9765 |
|
| S4 |
0.8768 |
0.8985 |
0.9675 |
|
|
| Weekly Pivots for week ending 29-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1003 |
1.0859 |
1.0092 |
|
| R3 |
1.0573 |
1.0429 |
0.9973 |
|
| R2 |
1.0143 |
1.0143 |
0.9934 |
|
| R1 |
0.9999 |
0.9999 |
0.9894 |
1.0071 |
| PP |
0.9713 |
0.9713 |
0.9713 |
0.9749 |
| S1 |
0.9569 |
0.9569 |
0.9816 |
0.9641 |
| S2 |
0.9283 |
0.9283 |
0.9776 |
|
| S3 |
0.8853 |
0.9139 |
0.9737 |
|
| S4 |
0.8423 |
0.8709 |
0.9619 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9857 |
0.9427 |
0.0430 |
4.4% |
0.0167 |
1.7% |
100% |
True |
False |
589 |
| 10 |
0.9857 |
0.9360 |
0.0497 |
5.0% |
0.0135 |
1.4% |
100% |
True |
False |
498 |
| 20 |
1.0050 |
0.9360 |
0.0690 |
7.0% |
0.0134 |
1.4% |
72% |
False |
False |
410 |
| 40 |
1.0117 |
0.9278 |
0.0839 |
8.5% |
0.0122 |
1.2% |
69% |
False |
False |
260 |
| 60 |
1.0117 |
0.9055 |
0.1062 |
10.8% |
0.0091 |
0.9% |
75% |
False |
False |
183 |
| 80 |
1.0117 |
0.9035 |
0.1082 |
11.0% |
0.0079 |
0.8% |
76% |
False |
False |
139 |
| 100 |
1.0117 |
0.8829 |
0.1288 |
13.1% |
0.0067 |
0.7% |
80% |
False |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1244 |
|
2.618 |
1.0711 |
|
1.618 |
1.0385 |
|
1.000 |
1.0183 |
|
0.618 |
1.0058 |
|
HIGH |
0.9857 |
|
0.618 |
0.9732 |
|
0.500 |
0.9693 |
|
0.382 |
0.9655 |
|
LOW |
0.9530 |
|
0.618 |
0.9328 |
|
1.000 |
0.9203 |
|
1.618 |
0.9002 |
|
2.618 |
0.8675 |
|
4.250 |
0.8142 |
|
|
| Fisher Pivots for day following 29-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9801 |
0.9787 |
| PP |
0.9747 |
0.9719 |
| S1 |
0.9693 |
0.9651 |
|