CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 27-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2016 |
27-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9003 |
0.8997 |
-0.0006 |
-0.1% |
0.9258 |
| High |
0.9047 |
0.9017 |
-0.0031 |
-0.3% |
0.9287 |
| Low |
0.8982 |
0.8958 |
-0.0024 |
-0.3% |
0.8955 |
| Close |
0.8987 |
0.8995 |
0.0008 |
0.1% |
0.8965 |
| Range |
0.0066 |
0.0059 |
-0.0007 |
-10.7% |
0.0332 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
85,363 |
88,642 |
3,279 |
3.8% |
603,366 |
|
| Daily Pivots for day following 27-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9165 |
0.9138 |
0.9027 |
|
| R3 |
0.9107 |
0.9080 |
0.9011 |
|
| R2 |
0.9048 |
0.9048 |
0.9005 |
|
| R1 |
0.9021 |
0.9021 |
0.9000 |
0.9006 |
| PP |
0.8990 |
0.8990 |
0.8990 |
0.8982 |
| S1 |
0.8963 |
0.8963 |
0.8989 |
0.8947 |
| S2 |
0.8931 |
0.8931 |
0.8984 |
|
| S3 |
0.8873 |
0.8904 |
0.8978 |
|
| S4 |
0.8814 |
0.8846 |
0.8962 |
|
|
| 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 |
0.9164 |
0.8953 |
0.0211 |
2.3% |
0.0092 |
1.0% |
20% |
False |
False |
114,683 |
| 10 |
0.9287 |
0.8953 |
0.0334 |
3.7% |
0.0086 |
1.0% |
12% |
False |
False |
107,222 |
| 20 |
0.9308 |
0.8892 |
0.0416 |
4.6% |
0.0089 |
1.0% |
25% |
False |
False |
120,731 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.1% |
0.0088 |
1.0% |
43% |
False |
False |
101,565 |
| 60 |
0.9308 |
0.8297 |
0.1012 |
11.2% |
0.0097 |
1.1% |
69% |
False |
False |
68,060 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.8% |
0.0092 |
1.0% |
70% |
False |
False |
51,096 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
13.1% |
0.0082 |
0.9% |
73% |
False |
False |
40,894 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
13.1% |
0.0072 |
0.8% |
73% |
False |
False |
34,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9265 |
|
2.618 |
0.9170 |
|
1.618 |
0.9111 |
|
1.000 |
0.9075 |
|
0.618 |
0.9053 |
|
HIGH |
0.9017 |
|
0.618 |
0.8994 |
|
0.500 |
0.8987 |
|
0.382 |
0.8980 |
|
LOW |
0.8958 |
|
0.618 |
0.8922 |
|
1.000 |
0.8900 |
|
1.618 |
0.8863 |
|
2.618 |
0.8805 |
|
4.250 |
0.8709 |
|
|
| Fisher Pivots for day following 27-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8992 |
0.9000 |
| PP |
0.8990 |
0.8998 |
| S1 |
0.8987 |
0.8996 |
|