CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 11-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2016 |
11-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9249 |
0.9271 |
0.0022 |
0.2% |
0.8977 |
| High |
0.9271 |
0.9308 |
0.0037 |
0.4% |
0.9304 |
| Low |
0.9181 |
0.9236 |
0.0055 |
0.6% |
0.8962 |
| Close |
0.9247 |
0.9282 |
0.0035 |
0.4% |
0.9247 |
| Range |
0.0090 |
0.0072 |
-0.0018 |
-20.0% |
0.0343 |
| ATR |
0.0095 |
0.0094 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
143,170 |
113,818 |
-29,352 |
-20.5% |
799,457 |
|
| Daily Pivots for day following 11-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9491 |
0.9458 |
0.9321 |
|
| R3 |
0.9419 |
0.9386 |
0.9301 |
|
| R2 |
0.9347 |
0.9347 |
0.9295 |
|
| R1 |
0.9314 |
0.9314 |
0.9288 |
0.9331 |
| PP |
0.9275 |
0.9275 |
0.9275 |
0.9283 |
| S1 |
0.9242 |
0.9242 |
0.9275 |
0.9259 |
| S2 |
0.9203 |
0.9203 |
0.9268 |
|
| S3 |
0.9131 |
0.9170 |
0.9262 |
|
| S4 |
0.9059 |
0.9098 |
0.9242 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0065 |
0.9435 |
|
| R3 |
0.9856 |
0.9722 |
0.9341 |
|
| R2 |
0.9513 |
0.9513 |
0.9309 |
|
| R1 |
0.9380 |
0.9380 |
0.9278 |
0.9447 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9204 |
| S1 |
0.9037 |
0.9037 |
0.9215 |
0.9104 |
| S2 |
0.8828 |
0.8828 |
0.9184 |
|
| S3 |
0.8486 |
0.8695 |
0.9152 |
|
| S4 |
0.8143 |
0.8352 |
0.9058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9308 |
0.8997 |
0.0312 |
3.4% |
0.0115 |
1.2% |
91% |
True |
False |
165,510 |
| 10 |
0.9308 |
0.8806 |
0.0503 |
5.4% |
0.0091 |
1.0% |
95% |
True |
False |
133,861 |
| 20 |
0.9308 |
0.8776 |
0.0532 |
5.7% |
0.0088 |
1.0% |
95% |
True |
False |
118,895 |
| 40 |
0.9308 |
0.8737 |
0.0571 |
6.2% |
0.0093 |
1.0% |
95% |
True |
False |
70,080 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.4% |
0.0096 |
1.0% |
97% |
True |
False |
46,821 |
| 80 |
0.9308 |
0.8149 |
0.1159 |
12.5% |
0.0084 |
0.9% |
98% |
True |
False |
35,153 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.7% |
0.0073 |
0.8% |
98% |
True |
False |
28,126 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.7% |
0.0067 |
0.7% |
98% |
True |
False |
23,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9614 |
|
2.618 |
0.9496 |
|
1.618 |
0.9424 |
|
1.000 |
0.9380 |
|
0.618 |
0.9352 |
|
HIGH |
0.9308 |
|
0.618 |
0.9280 |
|
0.500 |
0.9272 |
|
0.382 |
0.9264 |
|
LOW |
0.9236 |
|
0.618 |
0.9192 |
|
1.000 |
0.9164 |
|
1.618 |
0.9120 |
|
2.618 |
0.9048 |
|
4.250 |
0.8930 |
|
|
| Fisher Pivots for day following 11-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9278 |
0.9258 |
| PP |
0.9275 |
0.9235 |
| S1 |
0.9272 |
0.9212 |
|