CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 29-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2016 |
29-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8981 |
0.9255 |
0.0274 |
3.1% |
0.8954 |
| High |
0.9280 |
0.9421 |
0.0142 |
1.5% |
0.9421 |
| Low |
0.8947 |
0.9251 |
0.0304 |
3.4% |
0.8947 |
| Close |
0.9261 |
0.9378 |
0.0117 |
1.3% |
0.9378 |
| Range |
0.0333 |
0.0171 |
-0.0162 |
-48.7% |
0.0474 |
| ATR |
0.0106 |
0.0111 |
0.0005 |
4.3% |
0.0000 |
| Volume |
242,571 |
164,734 |
-77,837 |
-32.1% |
686,060 |
|
| Daily Pivots for day following 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9790 |
0.9472 |
|
| R3 |
0.9691 |
0.9620 |
0.9425 |
|
| R2 |
0.9520 |
0.9520 |
0.9409 |
|
| R1 |
0.9449 |
0.9449 |
0.9394 |
0.9485 |
| PP |
0.9350 |
0.9350 |
0.9350 |
0.9368 |
| S1 |
0.9279 |
0.9279 |
0.9362 |
0.9314 |
| S2 |
0.9179 |
0.9179 |
0.9347 |
|
| S3 |
0.9009 |
0.9108 |
0.9331 |
|
| S4 |
0.8838 |
0.8938 |
0.9284 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0498 |
0.9639 |
|
| R3 |
1.0197 |
1.0024 |
0.9508 |
|
| R2 |
0.9723 |
0.9723 |
0.9465 |
|
| R1 |
0.9550 |
0.9550 |
0.9421 |
0.9637 |
| PP |
0.9249 |
0.9249 |
0.9249 |
0.9292 |
| S1 |
0.9076 |
0.9076 |
0.9335 |
0.9163 |
| S2 |
0.8775 |
0.8775 |
0.9291 |
|
| S3 |
0.8301 |
0.8602 |
0.9248 |
|
| S4 |
0.7827 |
0.8128 |
0.9117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9421 |
0.8947 |
0.0474 |
5.1% |
0.0141 |
1.5% |
91% |
True |
False |
137,212 |
| 10 |
0.9421 |
0.8947 |
0.0474 |
5.1% |
0.0122 |
1.3% |
91% |
True |
False |
128,942 |
| 20 |
0.9421 |
0.8947 |
0.0474 |
5.1% |
0.0108 |
1.1% |
91% |
True |
False |
129,873 |
| 40 |
0.9421 |
0.8761 |
0.0661 |
7.0% |
0.0096 |
1.0% |
93% |
True |
False |
111,658 |
| 60 |
0.9421 |
0.8486 |
0.0935 |
10.0% |
0.0101 |
1.1% |
95% |
True |
False |
74,834 |
| 80 |
0.9421 |
0.8250 |
0.1171 |
12.5% |
0.0096 |
1.0% |
96% |
True |
False |
56,186 |
| 100 |
0.9421 |
0.8137 |
0.1284 |
13.7% |
0.0086 |
0.9% |
97% |
True |
False |
44,966 |
| 120 |
0.9421 |
0.8126 |
0.1296 |
13.8% |
0.0075 |
0.8% |
97% |
True |
False |
37,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0146 |
|
2.618 |
0.9867 |
|
1.618 |
0.9697 |
|
1.000 |
0.9592 |
|
0.618 |
0.9526 |
|
HIGH |
0.9421 |
|
0.618 |
0.9356 |
|
0.500 |
0.9336 |
|
0.382 |
0.9316 |
|
LOW |
0.9251 |
|
0.618 |
0.9145 |
|
1.000 |
0.9080 |
|
1.618 |
0.8975 |
|
2.618 |
0.8804 |
|
4.250 |
0.8526 |
|
|
| Fisher Pivots for day following 29-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9313 |
| PP |
0.9350 |
0.9249 |
| S1 |
0.9336 |
0.9184 |
|