CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 05-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2016 |
05-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8977 |
0.9000 |
0.0023 |
0.3% |
0.8850 |
| High |
0.9017 |
0.9113 |
0.0096 |
1.1% |
0.8979 |
| Low |
0.8962 |
0.8997 |
0.0035 |
0.4% |
0.8806 |
| Close |
0.9005 |
0.9067 |
0.0062 |
0.7% |
0.8969 |
| Range |
0.0056 |
0.0117 |
0.0061 |
109.9% |
0.0174 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
2.7% |
0.0000 |
| Volume |
85,725 |
180,267 |
94,542 |
110.3% |
473,775 |
|
| Daily Pivots for day following 05-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9408 |
0.9354 |
0.9131 |
|
| R3 |
0.9292 |
0.9237 |
0.9099 |
|
| R2 |
0.9175 |
0.9175 |
0.9088 |
|
| R1 |
0.9121 |
0.9121 |
0.9077 |
0.9148 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9072 |
| S1 |
0.9004 |
0.9004 |
0.9056 |
0.9032 |
| S2 |
0.8942 |
0.8942 |
0.9045 |
|
| S3 |
0.8826 |
0.8888 |
0.9034 |
|
| S4 |
0.8709 |
0.8771 |
0.9002 |
|
|
| 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 |
0.9113 |
0.8882 |
0.0232 |
2.6% |
0.0072 |
0.8% |
80% |
True |
False |
116,474 |
| 10 |
0.9113 |
0.8806 |
0.0308 |
3.4% |
0.0071 |
0.8% |
85% |
True |
False |
102,298 |
| 20 |
0.9113 |
0.8761 |
0.0353 |
3.9% |
0.0086 |
1.0% |
87% |
True |
False |
104,389 |
| 40 |
0.9113 |
0.8543 |
0.0570 |
6.3% |
0.0097 |
1.1% |
92% |
True |
False |
53,952 |
| 60 |
0.9113 |
0.8250 |
0.0863 |
9.5% |
0.0093 |
1.0% |
95% |
True |
False |
36,050 |
| 80 |
0.9113 |
0.8149 |
0.0964 |
10.6% |
0.0082 |
0.9% |
95% |
True |
False |
27,064 |
| 100 |
0.9113 |
0.8126 |
0.0988 |
10.9% |
0.0069 |
0.8% |
95% |
True |
False |
21,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9608 |
|
2.618 |
0.9418 |
|
1.618 |
0.9301 |
|
1.000 |
0.9230 |
|
0.618 |
0.9185 |
|
HIGH |
0.9113 |
|
0.618 |
0.9068 |
|
0.500 |
0.9055 |
|
0.382 |
0.9041 |
|
LOW |
0.8997 |
|
0.618 |
0.8925 |
|
1.000 |
0.8880 |
|
1.618 |
0.8808 |
|
2.618 |
0.8692 |
|
4.250 |
0.8501 |
|
|
| Fisher Pivots for day following 05-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9046 |
| PP |
0.9059 |
0.9026 |
| S1 |
0.9055 |
0.9006 |
|