CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 23-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2016 |
23-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9100 |
0.9086 |
-0.0015 |
-0.2% |
0.9210 |
| High |
0.9107 |
0.9170 |
0.0063 |
0.7% |
0.9226 |
| Low |
0.9047 |
0.9076 |
0.0029 |
0.3% |
0.9047 |
| Close |
0.9076 |
0.9161 |
0.0086 |
0.9% |
0.9076 |
| Range |
0.0061 |
0.0095 |
0.0034 |
56.2% |
0.0180 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.2% |
0.0000 |
| Volume |
79,580 |
100,229 |
20,649 |
25.9% |
477,491 |
|
| Daily Pivots for day following 23-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9419 |
0.9385 |
0.9213 |
|
| R3 |
0.9325 |
0.9290 |
0.9187 |
|
| R2 |
0.9230 |
0.9230 |
0.9178 |
|
| R1 |
0.9196 |
0.9196 |
0.9170 |
0.9213 |
| PP |
0.9136 |
0.9136 |
0.9136 |
0.9144 |
| S1 |
0.9101 |
0.9101 |
0.9152 |
0.9118 |
| S2 |
0.9041 |
0.9041 |
0.9144 |
|
| S3 |
0.8947 |
0.9007 |
0.9135 |
|
| S4 |
0.8852 |
0.8912 |
0.9109 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9545 |
0.9174 |
|
| R3 |
0.9475 |
0.9365 |
0.9125 |
|
| R2 |
0.9296 |
0.9296 |
0.9108 |
|
| R1 |
0.9186 |
0.9186 |
0.9092 |
0.9151 |
| PP |
0.9116 |
0.9116 |
0.9116 |
0.9099 |
| S1 |
0.9006 |
0.9006 |
0.9059 |
0.8971 |
| S2 |
0.8937 |
0.8937 |
0.9043 |
|
| S3 |
0.8757 |
0.8827 |
0.9026 |
|
| S4 |
0.8578 |
0.8647 |
0.8977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9203 |
0.9047 |
0.0157 |
1.7% |
0.0082 |
0.9% |
73% |
False |
False |
102,499 |
| 10 |
0.9247 |
0.9047 |
0.0200 |
2.2% |
0.0083 |
0.9% |
57% |
False |
False |
97,408 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0099 |
1.1% |
40% |
False |
False |
108,517 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.4% |
0.0095 |
1.0% |
52% |
False |
False |
115,295 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
7.9% |
0.0094 |
1.0% |
56% |
False |
False |
101,126 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0100 |
1.1% |
74% |
False |
False |
76,011 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0092 |
1.0% |
74% |
False |
False |
60,843 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.8% |
0.0084 |
0.9% |
76% |
False |
False |
50,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9572 |
|
2.618 |
0.9417 |
|
1.618 |
0.9323 |
|
1.000 |
0.9265 |
|
0.618 |
0.9228 |
|
HIGH |
0.9170 |
|
0.618 |
0.9134 |
|
0.500 |
0.9123 |
|
0.382 |
0.9112 |
|
LOW |
0.9076 |
|
0.618 |
0.9017 |
|
1.000 |
0.8981 |
|
1.618 |
0.8923 |
|
2.618 |
0.8828 |
|
4.250 |
0.8674 |
|
|
| Fisher Pivots for day following 23-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9148 |
0.9143 |
| PP |
0.9136 |
0.9126 |
| S1 |
0.9123 |
0.9108 |
|