CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 03-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2016 |
03-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9410 |
0.9407 |
-0.0004 |
0.0% |
0.8954 |
| High |
0.9430 |
0.9483 |
0.0054 |
0.6% |
0.9421 |
| Low |
0.9370 |
0.9382 |
0.0013 |
0.1% |
0.8947 |
| Close |
0.9402 |
0.9406 |
0.0004 |
0.0% |
0.9378 |
| Range |
0.0060 |
0.0101 |
0.0041 |
68.3% |
0.0474 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
103,326 |
110,440 |
7,114 |
6.9% |
686,060 |
|
| Daily Pivots for day following 03-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9727 |
0.9667 |
0.9461 |
|
| R3 |
0.9626 |
0.9566 |
0.9433 |
|
| R2 |
0.9525 |
0.9525 |
0.9424 |
|
| R1 |
0.9465 |
0.9465 |
0.9415 |
0.9444 |
| PP |
0.9424 |
0.9424 |
0.9424 |
0.9413 |
| S1 |
0.9364 |
0.9364 |
0.9396 |
0.9343 |
| S2 |
0.9323 |
0.9323 |
0.9387 |
|
| S3 |
0.9222 |
0.9263 |
0.9378 |
|
| S4 |
0.9121 |
0.9162 |
0.9350 |
|
|
| 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 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0145 |
1.5% |
86% |
True |
False |
141,942 |
| 10 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0122 |
1.3% |
86% |
True |
False |
128,969 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0107 |
1.1% |
86% |
True |
False |
127,262 |
| 40 |
0.9483 |
0.8761 |
0.0723 |
7.7% |
0.0097 |
1.0% |
89% |
True |
False |
115,825 |
| 60 |
0.9483 |
0.8543 |
0.0940 |
10.0% |
0.0100 |
1.1% |
92% |
True |
False |
78,389 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.1% |
0.0096 |
1.0% |
94% |
True |
False |
58,853 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.2% |
0.0087 |
0.9% |
94% |
True |
False |
47,103 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.4% |
0.0076 |
0.8% |
94% |
True |
False |
39,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9912 |
|
2.618 |
0.9747 |
|
1.618 |
0.9646 |
|
1.000 |
0.9584 |
|
0.618 |
0.9545 |
|
HIGH |
0.9483 |
|
0.618 |
0.9444 |
|
0.500 |
0.9433 |
|
0.382 |
0.9421 |
|
LOW |
0.9382 |
|
0.618 |
0.9320 |
|
1.000 |
0.9281 |
|
1.618 |
0.9219 |
|
2.618 |
0.9118 |
|
4.250 |
0.8953 |
|
|
| Fisher Pivots for day following 03-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9433 |
0.9393 |
| PP |
0.9424 |
0.9380 |
| S1 |
0.9415 |
0.9367 |
|