CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 03-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9135 |
0.9190 |
0.0055 |
0.6% |
0.9060 |
| High |
0.9217 |
0.9391 |
0.0174 |
1.9% |
0.9391 |
| Low |
0.9127 |
0.9165 |
0.0038 |
0.4% |
0.8975 |
| Close |
0.9185 |
0.9374 |
0.0189 |
2.1% |
0.9374 |
| Range |
0.0090 |
0.0226 |
0.0137 |
152.5% |
0.0416 |
| ATR |
0.0093 |
0.0103 |
0.0009 |
10.2% |
0.0000 |
| Volume |
127,594 |
237,844 |
110,250 |
86.4% |
706,422 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9907 |
0.9498 |
|
| R3 |
0.9762 |
0.9681 |
0.9436 |
|
| R2 |
0.9536 |
0.9536 |
0.9415 |
|
| R1 |
0.9455 |
0.9455 |
0.9395 |
0.9495 |
| PP |
0.9310 |
0.9310 |
0.9310 |
0.9330 |
| S1 |
0.9229 |
0.9229 |
0.9353 |
0.9269 |
| S2 |
0.9084 |
0.9084 |
0.9333 |
|
| S3 |
0.8858 |
0.9003 |
0.9312 |
|
| S4 |
0.8632 |
0.8777 |
0.9250 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0349 |
0.9603 |
|
| R3 |
1.0078 |
0.9934 |
0.9488 |
|
| R2 |
0.9662 |
0.9662 |
0.9450 |
|
| R1 |
0.9518 |
0.9518 |
0.9412 |
0.9590 |
| PP |
0.9247 |
0.9247 |
0.9247 |
0.9283 |
| S1 |
0.9103 |
0.9103 |
0.9336 |
0.9175 |
| S2 |
0.8831 |
0.8831 |
0.9298 |
|
| S3 |
0.8416 |
0.8687 |
0.9260 |
|
| S4 |
0.8000 |
0.8272 |
0.9145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9391 |
0.8975 |
0.0416 |
4.4% |
0.0126 |
1.3% |
96% |
True |
False |
158,949 |
| 10 |
0.9391 |
0.8975 |
0.0416 |
4.4% |
0.0098 |
1.0% |
96% |
True |
False |
125,064 |
| 20 |
0.9404 |
0.8975 |
0.0429 |
4.6% |
0.0093 |
1.0% |
93% |
False |
False |
113,278 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0097 |
1.0% |
80% |
False |
False |
115,026 |
| 60 |
0.9483 |
0.8761 |
0.0723 |
7.7% |
0.0095 |
1.0% |
85% |
False |
False |
115,709 |
| 80 |
0.9483 |
0.8713 |
0.0770 |
8.2% |
0.0097 |
1.0% |
86% |
False |
False |
89,359 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0096 |
1.0% |
91% |
False |
False |
71,537 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.2% |
0.0088 |
0.9% |
92% |
False |
False |
59,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0351 |
|
2.618 |
0.9982 |
|
1.618 |
0.9756 |
|
1.000 |
0.9617 |
|
0.618 |
0.9530 |
|
HIGH |
0.9391 |
|
0.618 |
0.9304 |
|
0.500 |
0.9278 |
|
0.382 |
0.9251 |
|
LOW |
0.9165 |
|
0.618 |
0.9025 |
|
1.000 |
0.8939 |
|
1.618 |
0.8799 |
|
2.618 |
0.8573 |
|
4.250 |
0.8204 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9342 |
0.9319 |
| PP |
0.9310 |
0.9263 |
| S1 |
0.9278 |
0.9208 |
|