CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9165 |
0.9154 |
-0.0011 |
-0.1% |
0.9271 |
| High |
0.9197 |
0.9222 |
0.0025 |
0.3% |
0.9308 |
| Low |
0.9143 |
0.9126 |
-0.0017 |
-0.2% |
0.9126 |
| Close |
0.9165 |
0.9214 |
0.0049 |
0.5% |
0.9214 |
| Range |
0.0054 |
0.0096 |
0.0042 |
77.8% |
0.0183 |
| ATR |
0.0089 |
0.0089 |
0.0001 |
0.6% |
0.0000 |
| Volume |
108,298 |
81,805 |
-26,493 |
-24.5% |
508,585 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9475 |
0.9440 |
0.9266 |
|
| R3 |
0.9379 |
0.9344 |
0.9240 |
|
| R2 |
0.9283 |
0.9283 |
0.9231 |
|
| R1 |
0.9248 |
0.9248 |
0.9222 |
0.9266 |
| PP |
0.9187 |
0.9187 |
0.9187 |
0.9196 |
| S1 |
0.9152 |
0.9152 |
0.9205 |
0.9170 |
| S2 |
0.9091 |
0.9091 |
0.9196 |
|
| S3 |
0.8995 |
0.9056 |
0.9187 |
|
| S4 |
0.8899 |
0.8960 |
0.9161 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9671 |
0.9314 |
|
| R3 |
0.9581 |
0.9488 |
0.9264 |
|
| R2 |
0.9398 |
0.9398 |
0.9247 |
|
| R1 |
0.9306 |
0.9306 |
0.9230 |
0.9261 |
| PP |
0.9216 |
0.9216 |
0.9216 |
0.9193 |
| S1 |
0.9123 |
0.9123 |
0.9197 |
0.9078 |
| S2 |
0.9033 |
0.9033 |
0.9180 |
|
| S3 |
0.8851 |
0.8941 |
0.9163 |
|
| S4 |
0.8668 |
0.8758 |
0.9113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9308 |
0.9126 |
0.0183 |
2.0% |
0.0076 |
0.8% |
48% |
False |
True |
101,717 |
| 10 |
0.9308 |
0.8962 |
0.0347 |
3.8% |
0.0094 |
1.0% |
73% |
False |
False |
130,804 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.5% |
0.0080 |
0.9% |
81% |
False |
False |
111,456 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.0% |
0.0090 |
1.0% |
83% |
False |
False |
79,890 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0096 |
1.0% |
91% |
False |
False |
53,389 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0085 |
0.9% |
91% |
False |
False |
40,075 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0075 |
0.8% |
92% |
False |
False |
32,073 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0068 |
0.7% |
92% |
False |
False |
26,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9630 |
|
2.618 |
0.9473 |
|
1.618 |
0.9377 |
|
1.000 |
0.9318 |
|
0.618 |
0.9281 |
|
HIGH |
0.9222 |
|
0.618 |
0.9185 |
|
0.500 |
0.9174 |
|
0.382 |
0.9162 |
|
LOW |
0.9126 |
|
0.618 |
0.9066 |
|
1.000 |
0.9030 |
|
1.618 |
0.8970 |
|
2.618 |
0.8874 |
|
4.250 |
0.8718 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9200 |
0.9202 |
| PP |
0.9187 |
0.9190 |
| S1 |
0.9174 |
0.9179 |
|