CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 26-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2016 |
26-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8954 |
0.9003 |
0.0049 |
0.5% |
0.9258 |
| High |
0.9033 |
0.9047 |
0.0014 |
0.2% |
0.9287 |
| Low |
0.8953 |
0.8982 |
0.0029 |
0.3% |
0.8955 |
| Close |
0.8996 |
0.8987 |
-0.0009 |
-0.1% |
0.8965 |
| Range |
0.0080 |
0.0066 |
-0.0015 |
-18.1% |
0.0332 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
104,750 |
85,363 |
-19,387 |
-18.5% |
603,366 |
|
| Daily Pivots for day following 26-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9202 |
0.9160 |
0.9023 |
|
| R3 |
0.9136 |
0.9094 |
0.9005 |
|
| R2 |
0.9071 |
0.9071 |
0.8999 |
|
| R1 |
0.9029 |
0.9029 |
0.8993 |
0.9017 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.8999 |
| S1 |
0.8963 |
0.8963 |
0.8981 |
0.8952 |
| S2 |
0.8940 |
0.8940 |
0.8975 |
|
| S3 |
0.8874 |
0.8898 |
0.8969 |
|
| S4 |
0.8809 |
0.8832 |
0.8951 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
0.9847 |
0.9147 |
|
| R3 |
0.9733 |
0.9515 |
0.9056 |
|
| R2 |
0.9401 |
0.9401 |
0.9025 |
|
| R1 |
0.9183 |
0.9183 |
0.8995 |
0.9126 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9040 |
| S1 |
0.8851 |
0.8851 |
0.8934 |
0.8794 |
| S2 |
0.8737 |
0.8737 |
0.8904 |
|
| S3 |
0.8405 |
0.8519 |
0.8873 |
|
| S4 |
0.8073 |
0.8187 |
0.8782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9207 |
0.8953 |
0.0254 |
2.8% |
0.0100 |
1.1% |
13% |
False |
False |
115,995 |
| 10 |
0.9287 |
0.8953 |
0.0334 |
3.7% |
0.0088 |
1.0% |
10% |
False |
False |
108,383 |
| 20 |
0.9308 |
0.8882 |
0.0427 |
4.7% |
0.0089 |
1.0% |
25% |
False |
False |
120,895 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.1% |
0.0090 |
1.0% |
42% |
False |
False |
99,458 |
| 60 |
0.9308 |
0.8271 |
0.1037 |
11.5% |
0.0097 |
1.1% |
69% |
False |
False |
66,586 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.8% |
0.0091 |
1.0% |
70% |
False |
False |
49,989 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
13.2% |
0.0081 |
0.9% |
73% |
False |
False |
40,007 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
13.2% |
0.0071 |
0.8% |
73% |
False |
False |
33,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9325 |
|
2.618 |
0.9218 |
|
1.618 |
0.9153 |
|
1.000 |
0.9113 |
|
0.618 |
0.9087 |
|
HIGH |
0.9047 |
|
0.618 |
0.9022 |
|
0.500 |
0.9014 |
|
0.382 |
0.9007 |
|
LOW |
0.8982 |
|
0.618 |
0.8941 |
|
1.000 |
0.8916 |
|
1.618 |
0.8876 |
|
2.618 |
0.8810 |
|
4.250 |
0.8703 |
|
|
| Fisher Pivots for day following 26-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9014 |
0.9059 |
| PP |
0.9005 |
0.9035 |
| S1 |
0.8996 |
0.9011 |
|