CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 25-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2016 |
25-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.9159 |
0.9098 |
-0.0061 |
-0.7% |
0.9210 |
High |
0.9164 |
0.9107 |
-0.0058 |
-0.6% |
0.9226 |
Low |
0.9084 |
0.9058 |
-0.0027 |
-0.3% |
0.9047 |
Close |
0.9098 |
0.9088 |
-0.0010 |
-0.1% |
0.9076 |
Range |
0.0080 |
0.0049 |
-0.0031 |
-38.8% |
0.0180 |
ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
80,292 |
85,272 |
4,980 |
6.2% |
477,491 |
|
Daily Pivots for day following 25-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9231 |
0.9209 |
0.9115 |
|
R3 |
0.9182 |
0.9160 |
0.9101 |
|
R2 |
0.9133 |
0.9133 |
0.9097 |
|
R1 |
0.9111 |
0.9111 |
0.9092 |
0.9097 |
PP |
0.9084 |
0.9084 |
0.9084 |
0.9077 |
S1 |
0.9062 |
0.9062 |
0.9084 |
0.9048 |
S2 |
0.9035 |
0.9035 |
0.9079 |
|
S3 |
0.8986 |
0.9013 |
0.9075 |
|
S4 |
0.8937 |
0.8964 |
0.9061 |
|
|
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 |
0.9170 |
0.9047 |
0.0124 |
1.4% |
0.0068 |
0.7% |
34% |
False |
False |
89,014 |
10 |
0.9247 |
0.9047 |
0.0200 |
2.2% |
0.0078 |
0.9% |
21% |
False |
False |
95,491 |
20 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0100 |
1.1% |
26% |
False |
False |
108,095 |
40 |
0.9483 |
0.8892 |
0.0591 |
6.5% |
0.0094 |
1.0% |
33% |
False |
False |
114,413 |
60 |
0.9483 |
0.8756 |
0.0728 |
8.0% |
0.0092 |
1.0% |
46% |
False |
False |
103,742 |
80 |
0.9483 |
0.8297 |
0.1187 |
13.1% |
0.0098 |
1.1% |
67% |
False |
False |
78,068 |
100 |
0.9483 |
0.8250 |
0.1233 |
13.6% |
0.0093 |
1.0% |
68% |
False |
False |
62,496 |
120 |
0.9483 |
0.8126 |
0.1358 |
14.9% |
0.0085 |
0.9% |
71% |
False |
False |
52,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9315 |
2.618 |
0.9235 |
1.618 |
0.9186 |
1.000 |
0.9156 |
0.618 |
0.9137 |
HIGH |
0.9107 |
0.618 |
0.9088 |
0.500 |
0.9082 |
0.382 |
0.9076 |
LOW |
0.9058 |
0.618 |
0.9027 |
1.000 |
0.9009 |
1.618 |
0.8978 |
2.618 |
0.8929 |
4.250 |
0.8849 |
|
|
Fisher Pivots for day following 25-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9086 |
0.9114 |
PP |
0.9084 |
0.9105 |
S1 |
0.9082 |
0.9097 |
|