CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 12-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2016 |
12-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9229 |
0.0076 |
0.8% |
0.9410 |
| High |
0.9235 |
0.9247 |
0.0012 |
0.1% |
0.9483 |
| Low |
0.9152 |
0.9147 |
-0.0006 |
-0.1% |
0.9310 |
| Close |
0.9227 |
0.9170 |
-0.0057 |
-0.6% |
0.9342 |
| Range |
0.0083 |
0.0100 |
0.0017 |
20.5% |
0.0173 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
84,815 |
97,177 |
12,362 |
14.6% |
512,505 |
|
| Daily Pivots for day following 12-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9488 |
0.9429 |
0.9225 |
|
| R3 |
0.9388 |
0.9329 |
0.9198 |
|
| R2 |
0.9288 |
0.9288 |
0.9188 |
|
| R1 |
0.9229 |
0.9229 |
0.9179 |
0.9208 |
| PP |
0.9188 |
0.9188 |
0.9188 |
0.9177 |
| S1 |
0.9129 |
0.9129 |
0.9161 |
0.9108 |
| S2 |
0.9088 |
0.9088 |
0.9152 |
|
| S3 |
0.8988 |
0.9029 |
0.9143 |
|
| S4 |
0.8888 |
0.8929 |
0.9115 |
|
|
| 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 |
0.9404 |
0.9147 |
0.0257 |
2.8% |
0.0097 |
1.1% |
9% |
False |
True |
100,511 |
| 10 |
0.9483 |
0.9147 |
0.0337 |
3.7% |
0.0098 |
1.1% |
7% |
False |
True |
106,159 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0106 |
1.2% |
42% |
False |
False |
113,404 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.4% |
0.0095 |
1.0% |
54% |
False |
False |
115,641 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
7.9% |
0.0095 |
1.0% |
57% |
False |
False |
89,702 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0098 |
1.1% |
75% |
False |
False |
67,374 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.5% |
0.0089 |
1.0% |
77% |
False |
False |
53,930 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.8% |
0.0080 |
0.9% |
77% |
False |
False |
44,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9672 |
|
2.618 |
0.9508 |
|
1.618 |
0.9408 |
|
1.000 |
0.9347 |
|
0.618 |
0.9308 |
|
HIGH |
0.9247 |
|
0.618 |
0.9208 |
|
0.500 |
0.9197 |
|
0.382 |
0.9185 |
|
LOW |
0.9147 |
|
0.618 |
0.9085 |
|
1.000 |
0.9047 |
|
1.618 |
0.8985 |
|
2.618 |
0.8885 |
|
4.250 |
0.8722 |
|
|
| Fisher Pivots for day following 12-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9197 |
| PP |
0.9188 |
0.9188 |
| S1 |
0.9179 |
0.9179 |
|