CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 07-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2016 |
07-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9079 |
0.9127 |
0.0048 |
0.5% |
0.8850 |
| High |
0.9163 |
0.9304 |
0.0142 |
1.5% |
0.8979 |
| Low |
0.9054 |
0.9115 |
0.0061 |
0.7% |
0.8806 |
| Close |
0.9137 |
0.9254 |
0.0118 |
1.3% |
0.8969 |
| Range |
0.0109 |
0.0189 |
0.0081 |
74.2% |
0.0174 |
| ATR |
0.0089 |
0.0096 |
0.0007 |
8.1% |
0.0000 |
| Volume |
165,662 |
224,633 |
58,971 |
35.6% |
473,775 |
|
| Daily Pivots for day following 07-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9791 |
0.9712 |
0.9358 |
|
| R3 |
0.9602 |
0.9523 |
0.9306 |
|
| R2 |
0.9413 |
0.9413 |
0.9289 |
|
| R1 |
0.9334 |
0.9334 |
0.9271 |
0.9374 |
| PP |
0.9224 |
0.9224 |
0.9224 |
0.9244 |
| S1 |
0.9145 |
0.9145 |
0.9237 |
0.9185 |
| S2 |
0.9035 |
0.9035 |
0.9219 |
|
| S3 |
0.8846 |
0.8956 |
0.9202 |
|
| S4 |
0.8657 |
0.8767 |
0.9150 |
|
|
| 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 |
0.9304 |
0.8900 |
0.0405 |
4.4% |
0.0110 |
1.2% |
88% |
True |
False |
158,343 |
| 10 |
0.9304 |
0.8806 |
0.0499 |
5.4% |
0.0085 |
0.9% |
90% |
True |
False |
121,193 |
| 20 |
0.9304 |
0.8761 |
0.0544 |
5.9% |
0.0092 |
1.0% |
91% |
True |
False |
117,075 |
| 40 |
0.9304 |
0.8713 |
0.0591 |
6.4% |
0.0097 |
1.1% |
92% |
True |
False |
63,692 |
| 60 |
0.9304 |
0.8250 |
0.1054 |
11.4% |
0.0095 |
1.0% |
95% |
True |
False |
42,545 |
| 80 |
0.9304 |
0.8149 |
0.1155 |
12.5% |
0.0084 |
0.9% |
96% |
True |
False |
31,941 |
| 100 |
0.9304 |
0.8126 |
0.1179 |
12.7% |
0.0072 |
0.8% |
96% |
True |
False |
25,556 |
| 120 |
0.9304 |
0.8126 |
0.1179 |
12.7% |
0.0066 |
0.7% |
96% |
True |
False |
21,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0107 |
|
2.618 |
0.9799 |
|
1.618 |
0.9610 |
|
1.000 |
0.9493 |
|
0.618 |
0.9421 |
|
HIGH |
0.9304 |
|
0.618 |
0.9232 |
|
0.500 |
0.9210 |
|
0.382 |
0.9187 |
|
LOW |
0.9115 |
|
0.618 |
0.8998 |
|
1.000 |
0.8926 |
|
1.618 |
0.8809 |
|
2.618 |
0.8620 |
|
4.250 |
0.8312 |
|
|
| Fisher Pivots for day following 07-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9239 |
0.9219 |
| PP |
0.9224 |
0.9185 |
| S1 |
0.9210 |
0.9150 |
|