CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 01-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2016 |
01-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.9032 |
-0.0028 |
-0.3% |
0.9086 |
| High |
0.9062 |
0.9172 |
0.0111 |
1.2% |
0.9170 |
| Low |
0.8975 |
0.9025 |
0.0050 |
0.6% |
0.9057 |
| Close |
0.9045 |
0.9129 |
0.0084 |
0.9% |
0.9102 |
| Range |
0.0087 |
0.0148 |
0.0061 |
70.5% |
0.0113 |
| ATR |
0.0089 |
0.0094 |
0.0004 |
4.6% |
0.0000 |
| Volume |
169,665 |
171,319 |
1,654 |
1.0% |
464,641 |
|
| Daily Pivots for day following 01-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9551 |
0.9487 |
0.9210 |
|
| R3 |
0.9403 |
0.9340 |
0.9169 |
|
| R2 |
0.9256 |
0.9256 |
0.9156 |
|
| R1 |
0.9192 |
0.9192 |
0.9142 |
0.9224 |
| PP |
0.9108 |
0.9108 |
0.9108 |
0.9124 |
| S1 |
0.9045 |
0.9045 |
0.9115 |
0.9077 |
| S2 |
0.8961 |
0.8961 |
0.9101 |
|
| S3 |
0.8813 |
0.8897 |
0.9088 |
|
| S4 |
0.8666 |
0.8750 |
0.9047 |
|
|
| 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 |
0.9172 |
0.8975 |
0.0197 |
2.2% |
0.0086 |
0.9% |
78% |
True |
False |
125,020 |
| 10 |
0.9203 |
0.8975 |
0.0228 |
2.5% |
0.0085 |
0.9% |
67% |
False |
False |
111,316 |
| 20 |
0.9421 |
0.8975 |
0.0446 |
4.9% |
0.0086 |
0.9% |
34% |
False |
False |
104,033 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0096 |
1.1% |
34% |
False |
False |
115,647 |
| 60 |
0.9483 |
0.8761 |
0.0723 |
7.9% |
0.0093 |
1.0% |
51% |
False |
False |
111,894 |
| 80 |
0.9483 |
0.8543 |
0.0940 |
10.3% |
0.0097 |
1.1% |
62% |
False |
False |
84,800 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0094 |
1.0% |
71% |
False |
False |
67,889 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.6% |
0.0087 |
0.9% |
73% |
False |
False |
56,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9799 |
|
2.618 |
0.9558 |
|
1.618 |
0.9411 |
|
1.000 |
0.9320 |
|
0.618 |
0.9263 |
|
HIGH |
0.9172 |
|
0.618 |
0.9116 |
|
0.500 |
0.9098 |
|
0.382 |
0.9081 |
|
LOW |
0.9025 |
|
0.618 |
0.8933 |
|
1.000 |
0.8877 |
|
1.618 |
0.8786 |
|
2.618 |
0.8638 |
|
4.250 |
0.8398 |
|
|
| Fisher Pivots for day following 01-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9118 |
0.9110 |
| PP |
0.9108 |
0.9092 |
| S1 |
0.9098 |
0.9074 |
|