CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 05-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2016 |
05-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9362 |
0.9353 |
-0.0010 |
-0.1% |
0.8954 |
| High |
0.9421 |
0.9372 |
-0.0050 |
-0.5% |
0.9421 |
| Low |
0.9323 |
0.9310 |
-0.0013 |
-0.1% |
0.8947 |
| Close |
0.9361 |
0.9332 |
-0.0029 |
-0.3% |
0.9378 |
| Range |
0.0099 |
0.0062 |
-0.0037 |
-37.6% |
0.0474 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
107,067 |
73,467 |
-33,600 |
-31.4% |
686,060 |
|
| Daily Pivots for day following 05-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9522 |
0.9489 |
0.9366 |
|
| R3 |
0.9461 |
0.9427 |
0.9349 |
|
| R2 |
0.9399 |
0.9399 |
0.9343 |
|
| R1 |
0.9366 |
0.9366 |
0.9338 |
0.9352 |
| PP |
0.9338 |
0.9338 |
0.9338 |
0.9331 |
| S1 |
0.9304 |
0.9304 |
0.9326 |
0.9290 |
| S2 |
0.9276 |
0.9276 |
0.9321 |
|
| S3 |
0.9215 |
0.9243 |
0.9315 |
|
| S4 |
0.9153 |
0.9181 |
0.9298 |
|
|
| 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 |
0.9251 |
0.0233 |
2.5% |
0.0098 |
1.1% |
35% |
False |
False |
111,806 |
| 10 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0124 |
1.3% |
72% |
False |
False |
126,357 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0100 |
1.1% |
72% |
False |
False |
116,774 |
| 40 |
0.9483 |
0.8761 |
0.0723 |
7.7% |
0.0096 |
1.0% |
79% |
False |
False |
116,924 |
| 60 |
0.9483 |
0.8713 |
0.0770 |
8.3% |
0.0098 |
1.1% |
80% |
False |
False |
81,386 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0096 |
1.0% |
88% |
False |
False |
61,102 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.3% |
0.0087 |
0.9% |
89% |
False |
False |
48,908 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.5% |
0.0077 |
0.8% |
89% |
False |
False |
40,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9633 |
|
2.618 |
0.9533 |
|
1.618 |
0.9471 |
|
1.000 |
0.9433 |
|
0.618 |
0.9410 |
|
HIGH |
0.9372 |
|
0.618 |
0.9348 |
|
0.500 |
0.9341 |
|
0.382 |
0.9333 |
|
LOW |
0.9310 |
|
0.618 |
0.9272 |
|
1.000 |
0.9249 |
|
1.618 |
0.9210 |
|
2.618 |
0.9149 |
|
4.250 |
0.9049 |
|
|
| Fisher Pivots for day following 05-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9341 |
0.9397 |
| PP |
0.9338 |
0.9375 |
| S1 |
0.9335 |
0.9354 |
|