CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 09-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2016 |
09-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9329 |
0.9335 |
0.0006 |
0.1% |
0.9410 |
| High |
0.9404 |
0.9340 |
-0.0064 |
-0.7% |
0.9483 |
| Low |
0.9317 |
0.9215 |
-0.0103 |
-1.1% |
0.9310 |
| Close |
0.9342 |
0.9226 |
-0.0116 |
-1.2% |
0.9342 |
| Range |
0.0087 |
0.0125 |
0.0039 |
44.5% |
0.0173 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
1.8% |
0.0000 |
| Volume |
118,205 |
102,447 |
-15,758 |
-13.3% |
512,505 |
|
| Daily Pivots for day following 09-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9635 |
0.9556 |
0.9295 |
|
| R3 |
0.9510 |
0.9431 |
0.9260 |
|
| R2 |
0.9385 |
0.9385 |
0.9249 |
|
| R1 |
0.9306 |
0.9306 |
0.9237 |
0.9283 |
| PP |
0.9260 |
0.9260 |
0.9260 |
0.9249 |
| S1 |
0.9181 |
0.9181 |
0.9215 |
0.9158 |
| S2 |
0.9135 |
0.9135 |
0.9203 |
|
| S3 |
0.9010 |
0.9056 |
0.9192 |
|
| S4 |
0.8885 |
0.8931 |
0.9157 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9793 |
0.9437 |
|
| R3 |
0.9724 |
0.9620 |
0.9390 |
|
| R2 |
0.9551 |
0.9551 |
0.9374 |
|
| R1 |
0.9447 |
0.9447 |
0.9358 |
0.9413 |
| PP |
0.9378 |
0.9378 |
0.9378 |
0.9361 |
| S1 |
0.9274 |
0.9274 |
0.9326 |
0.9240 |
| S2 |
0.9205 |
0.9205 |
0.9310 |
|
| S3 |
0.9032 |
0.9101 |
0.9294 |
|
| S4 |
0.8859 |
0.8928 |
0.9247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9483 |
0.9215 |
0.0269 |
2.9% |
0.0095 |
1.0% |
4% |
False |
True |
102,325 |
| 10 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0116 |
1.3% |
52% |
False |
False |
119,626 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0103 |
1.1% |
52% |
False |
False |
114,957 |
| 40 |
0.9483 |
0.8776 |
0.0707 |
7.7% |
0.0096 |
1.0% |
64% |
False |
False |
116,926 |
| 60 |
0.9483 |
0.8737 |
0.0746 |
8.1% |
0.0096 |
1.0% |
66% |
False |
False |
85,039 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0098 |
1.1% |
79% |
False |
False |
63,855 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.5% |
0.0088 |
1.0% |
81% |
False |
False |
51,114 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.7% |
0.0078 |
0.8% |
81% |
False |
False |
42,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9871 |
|
2.618 |
0.9667 |
|
1.618 |
0.9542 |
|
1.000 |
0.9465 |
|
0.618 |
0.9417 |
|
HIGH |
0.9340 |
|
0.618 |
0.9292 |
|
0.500 |
0.9277 |
|
0.382 |
0.9262 |
|
LOW |
0.9215 |
|
0.618 |
0.9137 |
|
1.000 |
0.9090 |
|
1.618 |
0.9012 |
|
2.618 |
0.8887 |
|
4.250 |
0.8683 |
|
|
| Fisher Pivots for day following 09-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9277 |
0.9309 |
| PP |
0.9260 |
0.9281 |
| S1 |
0.9243 |
0.9254 |
|