CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 27-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9081 |
0.9115 |
0.0034 |
0.4% |
0.9086 |
| High |
0.9143 |
0.9138 |
-0.0005 |
-0.1% |
0.9170 |
| Low |
0.9075 |
0.9057 |
-0.0018 |
-0.2% |
0.9057 |
| Close |
0.9117 |
0.9102 |
-0.0015 |
-0.2% |
0.9102 |
| Range |
0.0068 |
0.0081 |
0.0013 |
19.3% |
0.0113 |
| ATR |
0.0087 |
0.0086 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
110,525 |
88,323 |
-22,202 |
-20.1% |
464,641 |
|
| Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9340 |
0.9301 |
0.9146 |
|
| R3 |
0.9260 |
0.9221 |
0.9124 |
|
| R2 |
0.9179 |
0.9179 |
0.9116 |
|
| R1 |
0.9140 |
0.9140 |
0.9109 |
0.9120 |
| PP |
0.9099 |
0.9099 |
0.9099 |
0.9088 |
| S1 |
0.9060 |
0.9060 |
0.9094 |
0.9039 |
| S2 |
0.9018 |
0.9018 |
0.9087 |
|
| S3 |
0.8938 |
0.8979 |
0.9079 |
|
| S4 |
0.8857 |
0.8899 |
0.9057 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9388 |
0.9164 |
|
| R3 |
0.9336 |
0.9275 |
0.9133 |
|
| R2 |
0.9223 |
0.9223 |
0.9122 |
|
| R1 |
0.9162 |
0.9162 |
0.9112 |
0.9192 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9125 |
| S1 |
0.9049 |
0.9049 |
0.9091 |
0.9079 |
| S2 |
0.8997 |
0.8997 |
0.9081 |
|
| S3 |
0.8884 |
0.8936 |
0.9070 |
|
| S4 |
0.8771 |
0.8823 |
0.9039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9170 |
0.9057 |
0.0113 |
1.2% |
0.0074 |
0.8% |
39% |
False |
True |
92,928 |
| 10 |
0.9226 |
0.9047 |
0.0180 |
2.0% |
0.0074 |
0.8% |
31% |
False |
False |
94,213 |
| 20 |
0.9483 |
0.9047 |
0.0437 |
4.8% |
0.0082 |
0.9% |
13% |
False |
False |
97,672 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0095 |
1.0% |
29% |
False |
False |
113,772 |
| 60 |
0.9483 |
0.8761 |
0.0723 |
7.9% |
0.0091 |
1.0% |
47% |
False |
False |
106,996 |
| 80 |
0.9483 |
0.8486 |
0.0997 |
11.0% |
0.0096 |
1.1% |
62% |
False |
False |
80,543 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0093 |
1.0% |
69% |
False |
False |
64,483 |
| 120 |
0.9483 |
0.8137 |
0.1346 |
14.8% |
0.0085 |
0.9% |
72% |
False |
False |
53,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9480 |
|
2.618 |
0.9348 |
|
1.618 |
0.9268 |
|
1.000 |
0.9218 |
|
0.618 |
0.9187 |
|
HIGH |
0.9138 |
|
0.618 |
0.9107 |
|
0.500 |
0.9097 |
|
0.382 |
0.9088 |
|
LOW |
0.9057 |
|
0.618 |
0.9007 |
|
1.000 |
0.8977 |
|
1.618 |
0.8927 |
|
2.618 |
0.8846 |
|
4.250 |
0.8715 |
|
|
| Fisher Pivots for day following 27-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9100 |
0.9101 |
| PP |
0.9099 |
0.9100 |
| S1 |
0.9097 |
0.9100 |
|