CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 19-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2016 |
19-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9258 |
0.9202 |
-0.0056 |
-0.6% |
0.9271 |
| High |
0.9287 |
0.9204 |
-0.0083 |
-0.9% |
0.9308 |
| Low |
0.9188 |
0.9146 |
-0.0042 |
-0.5% |
0.9126 |
| Close |
0.9203 |
0.9175 |
-0.0028 |
-0.3% |
0.9214 |
| Range |
0.0099 |
0.0059 |
-0.0041 |
-40.9% |
0.0183 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
110,524 |
102,978 |
-7,546 |
-6.8% |
508,585 |
|
| Daily Pivots for day following 19-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9350 |
0.9321 |
0.9207 |
|
| R3 |
0.9292 |
0.9263 |
0.9191 |
|
| R2 |
0.9233 |
0.9233 |
0.9186 |
|
| R1 |
0.9204 |
0.9204 |
0.9180 |
0.9190 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9168 |
| S1 |
0.9146 |
0.9146 |
0.9170 |
0.9131 |
| S2 |
0.9116 |
0.9116 |
0.9164 |
|
| S3 |
0.9058 |
0.9087 |
0.9159 |
|
| S4 |
0.8999 |
0.9029 |
0.9143 |
|
|
| 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 |
1.8% |
0.0077 |
0.8% |
31% |
False |
False |
100,772 |
| 10 |
0.9308 |
0.9054 |
0.0254 |
2.8% |
0.0092 |
1.0% |
48% |
False |
False |
125,555 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.5% |
0.0081 |
0.9% |
74% |
False |
False |
113,926 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.0% |
0.0090 |
1.0% |
76% |
False |
False |
85,197 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0095 |
1.0% |
87% |
False |
False |
56,939 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0086 |
0.9% |
87% |
False |
False |
42,743 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0077 |
0.8% |
89% |
False |
False |
34,208 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0069 |
0.8% |
89% |
False |
False |
28,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9453 |
|
2.618 |
0.9357 |
|
1.618 |
0.9299 |
|
1.000 |
0.9263 |
|
0.618 |
0.9240 |
|
HIGH |
0.9204 |
|
0.618 |
0.9182 |
|
0.500 |
0.9175 |
|
0.382 |
0.9168 |
|
LOW |
0.9146 |
|
0.618 |
0.9109 |
|
1.000 |
0.9087 |
|
1.618 |
0.9051 |
|
2.618 |
0.8992 |
|
4.250 |
0.8897 |
|
|
| Fisher Pivots for day following 19-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9175 |
0.9206 |
| PP |
0.9175 |
0.9196 |
| S1 |
0.9175 |
0.9185 |
|