CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8912 |
0.8905 |
-0.0008 |
-0.1% |
0.8850 |
| High |
0.8937 |
0.8979 |
0.0043 |
0.5% |
0.8979 |
| Low |
0.8892 |
0.8900 |
0.0008 |
0.1% |
0.8806 |
| Close |
0.8904 |
0.8969 |
0.0065 |
0.7% |
0.8969 |
| Range |
0.0045 |
0.0080 |
0.0035 |
78.7% |
0.0174 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
89,029 |
135,431 |
46,402 |
52.1% |
473,775 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9188 |
0.9158 |
0.9012 |
|
| R3 |
0.9108 |
0.9078 |
0.8990 |
|
| R2 |
0.9029 |
0.9029 |
0.8983 |
|
| R1 |
0.8999 |
0.8999 |
0.8976 |
0.9014 |
| PP |
0.8949 |
0.8949 |
0.8949 |
0.8957 |
| S1 |
0.8919 |
0.8919 |
0.8961 |
0.8934 |
| S2 |
0.8870 |
0.8870 |
0.8954 |
|
| S3 |
0.8790 |
0.8840 |
0.8947 |
|
| S4 |
0.8711 |
0.8760 |
0.8925 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9438 |
0.9377 |
0.9064 |
|
| R3 |
0.9265 |
0.9203 |
0.9016 |
|
| R2 |
0.9091 |
0.9091 |
0.9000 |
|
| R1 |
0.9030 |
0.9030 |
0.8984 |
0.9061 |
| PP |
0.8918 |
0.8918 |
0.8918 |
0.8933 |
| S1 |
0.8856 |
0.8856 |
0.8953 |
0.8887 |
| S2 |
0.8744 |
0.8744 |
0.8937 |
|
| S3 |
0.8571 |
0.8683 |
0.8921 |
|
| S4 |
0.8397 |
0.8509 |
0.8873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8979 |
0.8806 |
0.0174 |
1.9% |
0.0065 |
0.7% |
94% |
True |
False |
94,755 |
| 10 |
0.9045 |
0.8806 |
0.0239 |
2.7% |
0.0067 |
0.7% |
68% |
False |
False |
92,109 |
| 20 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0085 |
0.9% |
70% |
False |
False |
93,442 |
| 40 |
0.9057 |
0.8486 |
0.0571 |
6.4% |
0.0097 |
1.1% |
85% |
False |
False |
47,314 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0092 |
1.0% |
89% |
False |
False |
31,624 |
| 80 |
0.9057 |
0.8137 |
0.0920 |
10.3% |
0.0080 |
0.9% |
90% |
False |
False |
23,739 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0069 |
0.8% |
91% |
False |
False |
18,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9317 |
|
2.618 |
0.9187 |
|
1.618 |
0.9108 |
|
1.000 |
0.9059 |
|
0.618 |
0.9028 |
|
HIGH |
0.8979 |
|
0.618 |
0.8949 |
|
0.500 |
0.8939 |
|
0.382 |
0.8930 |
|
LOW |
0.8900 |
|
0.618 |
0.8850 |
|
1.000 |
0.8820 |
|
1.618 |
0.8771 |
|
2.618 |
0.8691 |
|
4.250 |
0.8562 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8959 |
0.8956 |
| PP |
0.8949 |
0.8943 |
| S1 |
0.8939 |
0.8930 |
|