CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 13-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2016 |
13-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9280 |
0.9224 |
-0.0057 |
-0.6% |
0.8977 |
| High |
0.9286 |
0.9232 |
-0.0055 |
-0.6% |
0.9304 |
| Low |
0.9208 |
0.9155 |
-0.0053 |
-0.6% |
0.8962 |
| Close |
0.9229 |
0.9169 |
-0.0061 |
-0.7% |
0.9247 |
| Range |
0.0079 |
0.0077 |
-0.0002 |
-1.9% |
0.0343 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
104,408 |
100,256 |
-4,152 |
-4.0% |
799,457 |
|
| Daily Pivots for day following 13-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9416 |
0.9369 |
0.9211 |
|
| R3 |
0.9339 |
0.9292 |
0.9190 |
|
| R2 |
0.9262 |
0.9262 |
0.9183 |
|
| R1 |
0.9215 |
0.9215 |
0.9176 |
0.9200 |
| PP |
0.9185 |
0.9185 |
0.9185 |
0.9177 |
| S1 |
0.9138 |
0.9138 |
0.9161 |
0.9123 |
| S2 |
0.9108 |
0.9108 |
0.9154 |
|
| S3 |
0.9031 |
0.9061 |
0.9147 |
|
| S4 |
0.8954 |
0.8984 |
0.9126 |
|
|
| 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 |
0.9115 |
0.0193 |
2.1% |
0.0101 |
1.1% |
28% |
False |
False |
137,257 |
| 10 |
0.9308 |
0.8892 |
0.0416 |
4.5% |
0.0091 |
1.0% |
66% |
False |
False |
134,239 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.5% |
0.0088 |
1.0% |
72% |
False |
False |
119,177 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.0% |
0.0090 |
1.0% |
75% |
False |
False |
75,158 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0096 |
1.0% |
87% |
False |
False |
50,228 |
| 80 |
0.9308 |
0.8149 |
0.1159 |
12.6% |
0.0085 |
0.9% |
88% |
False |
False |
37,710 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0074 |
0.8% |
88% |
False |
False |
30,172 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0068 |
0.7% |
88% |
False |
False |
25,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9559 |
|
2.618 |
0.9433 |
|
1.618 |
0.9356 |
|
1.000 |
0.9309 |
|
0.618 |
0.9279 |
|
HIGH |
0.9232 |
|
0.618 |
0.9202 |
|
0.500 |
0.9193 |
|
0.382 |
0.9184 |
|
LOW |
0.9155 |
|
0.618 |
0.9107 |
|
1.000 |
0.9078 |
|
1.618 |
0.9030 |
|
2.618 |
0.8953 |
|
4.250 |
0.8827 |
|
|
| Fisher Pivots for day following 13-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9193 |
0.9231 |
| PP |
0.9185 |
0.9210 |
| S1 |
0.9177 |
0.9189 |
|