CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 12-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2016 |
12-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9271 |
0.9280 |
0.0009 |
0.1% |
0.8977 |
| High |
0.9308 |
0.9286 |
-0.0022 |
-0.2% |
0.9304 |
| Low |
0.9236 |
0.9208 |
-0.0029 |
-0.3% |
0.8962 |
| Close |
0.9282 |
0.9229 |
-0.0053 |
-0.6% |
0.9247 |
| Range |
0.0072 |
0.0079 |
0.0007 |
9.0% |
0.0343 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
113,818 |
104,408 |
-9,410 |
-8.3% |
799,457 |
|
| Daily Pivots for day following 12-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9476 |
0.9431 |
0.9272 |
|
| R3 |
0.9398 |
0.9353 |
0.9251 |
|
| R2 |
0.9319 |
0.9319 |
0.9243 |
|
| R1 |
0.9274 |
0.9274 |
0.9236 |
0.9258 |
| PP |
0.9241 |
0.9241 |
0.9241 |
0.9233 |
| S1 |
0.9196 |
0.9196 |
0.9222 |
0.9179 |
| S2 |
0.9162 |
0.9162 |
0.9215 |
|
| S3 |
0.9084 |
0.9117 |
0.9207 |
|
| S4 |
0.9005 |
0.9039 |
0.9186 |
|
|
| 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 |
0.9054 |
0.0254 |
2.8% |
0.0108 |
1.2% |
69% |
False |
False |
150,338 |
| 10 |
0.9308 |
0.8882 |
0.0427 |
4.6% |
0.0090 |
1.0% |
81% |
False |
False |
133,406 |
| 20 |
0.9308 |
0.8776 |
0.0532 |
5.8% |
0.0090 |
1.0% |
85% |
False |
False |
120,606 |
| 40 |
0.9308 |
0.8737 |
0.0571 |
6.2% |
0.0091 |
1.0% |
86% |
False |
False |
72,680 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0096 |
1.0% |
93% |
False |
False |
48,560 |
| 80 |
0.9308 |
0.8149 |
0.1159 |
12.6% |
0.0084 |
0.9% |
93% |
False |
False |
36,457 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0074 |
0.8% |
93% |
False |
False |
29,170 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0067 |
0.7% |
93% |
False |
False |
24,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9620 |
|
2.618 |
0.9492 |
|
1.618 |
0.9413 |
|
1.000 |
0.9365 |
|
0.618 |
0.9335 |
|
HIGH |
0.9286 |
|
0.618 |
0.9256 |
|
0.500 |
0.9247 |
|
0.382 |
0.9237 |
|
LOW |
0.9208 |
|
0.618 |
0.9159 |
|
1.000 |
0.9129 |
|
1.618 |
0.9080 |
|
2.618 |
0.9002 |
|
4.250 |
0.8874 |
|
|
| Fisher Pivots for day following 12-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9247 |
0.9245 |
| PP |
0.9241 |
0.9239 |
| S1 |
0.9235 |
0.9234 |
|