CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 18-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2016 |
18-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9154 |
0.9258 |
0.0104 |
1.1% |
0.9271 |
| High |
0.9222 |
0.9287 |
0.0065 |
0.7% |
0.9308 |
| Low |
0.9126 |
0.9188 |
0.0062 |
0.7% |
0.9126 |
| Close |
0.9214 |
0.9203 |
-0.0011 |
-0.1% |
0.9214 |
| Range |
0.0096 |
0.0099 |
0.0003 |
3.1% |
0.0183 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
0.8% |
0.0000 |
| Volume |
81,805 |
110,524 |
28,719 |
35.1% |
508,585 |
|
| Daily Pivots for day following 18-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9462 |
0.9257 |
|
| R3 |
0.9424 |
0.9363 |
0.9230 |
|
| R2 |
0.9325 |
0.9325 |
0.9221 |
|
| R1 |
0.9264 |
0.9264 |
0.9212 |
0.9245 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9216 |
| S1 |
0.9165 |
0.9165 |
0.9193 |
0.9146 |
| S2 |
0.9127 |
0.9127 |
0.9184 |
|
| S3 |
0.9028 |
0.9066 |
0.9175 |
|
| S4 |
0.8929 |
0.8967 |
0.9148 |
|
|
| 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 |
0.9287 |
0.9126 |
0.0161 |
1.7% |
0.0081 |
0.9% |
48% |
True |
False |
101,058 |
| 10 |
0.9308 |
0.8997 |
0.0312 |
3.4% |
0.0098 |
1.1% |
66% |
False |
False |
133,284 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.5% |
0.0082 |
0.9% |
79% |
False |
False |
111,622 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.0% |
0.0090 |
1.0% |
81% |
False |
False |
82,639 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0096 |
1.0% |
90% |
False |
False |
55,228 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0085 |
0.9% |
90% |
False |
False |
41,456 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0076 |
0.8% |
91% |
False |
False |
33,178 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0069 |
0.7% |
91% |
False |
False |
27,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9707 |
|
2.618 |
0.9546 |
|
1.618 |
0.9447 |
|
1.000 |
0.9386 |
|
0.618 |
0.9348 |
|
HIGH |
0.9287 |
|
0.618 |
0.9249 |
|
0.500 |
0.9237 |
|
0.382 |
0.9225 |
|
LOW |
0.9188 |
|
0.618 |
0.9126 |
|
1.000 |
0.9089 |
|
1.618 |
0.9027 |
|
2.618 |
0.8928 |
|
4.250 |
0.8767 |
|
|
| Fisher Pivots for day following 18-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9237 |
0.9206 |
| PP |
0.9226 |
0.9205 |
| S1 |
0.9214 |
0.9204 |
|