CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9384 |
0.9298 |
-0.0086 |
-0.9% |
0.9060 |
| High |
0.9398 |
0.9333 |
-0.0065 |
-0.7% |
0.9391 |
| Low |
0.9290 |
0.9269 |
-0.0022 |
-0.2% |
0.8975 |
| Close |
0.9314 |
0.9321 |
0.0007 |
0.1% |
0.9374 |
| Range |
0.0108 |
0.0065 |
-0.0043 |
-40.0% |
0.0416 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
159,901 |
123,445 |
-36,456 |
-22.8% |
706,422 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9501 |
0.9475 |
0.9356 |
|
| R3 |
0.9436 |
0.9411 |
0.9338 |
|
| R2 |
0.9372 |
0.9372 |
0.9332 |
|
| R1 |
0.9346 |
0.9346 |
0.9326 |
0.9359 |
| PP |
0.9307 |
0.9307 |
0.9307 |
0.9314 |
| S1 |
0.9282 |
0.9282 |
0.9315 |
0.9295 |
| S2 |
0.9243 |
0.9243 |
0.9309 |
|
| S3 |
0.9178 |
0.9217 |
0.9303 |
|
| S4 |
0.9114 |
0.9153 |
0.9285 |
|
|
| 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 |
0.9398 |
0.9025 |
0.0373 |
4.0% |
0.0127 |
1.4% |
79% |
False |
False |
164,020 |
| 10 |
0.9398 |
0.8975 |
0.0423 |
4.5% |
0.0100 |
1.1% |
82% |
False |
False |
135,418 |
| 20 |
0.9398 |
0.8975 |
0.0423 |
4.5% |
0.0091 |
1.0% |
82% |
False |
False |
116,413 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0097 |
1.0% |
70% |
False |
False |
115,685 |
| 60 |
0.9483 |
0.8776 |
0.0707 |
7.6% |
0.0094 |
1.0% |
77% |
False |
False |
116,755 |
| 80 |
0.9483 |
0.8737 |
0.0746 |
8.0% |
0.0095 |
1.0% |
78% |
False |
False |
92,882 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0096 |
1.0% |
87% |
False |
False |
74,366 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.3% |
0.0088 |
0.9% |
88% |
False |
False |
61,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9607 |
|
2.618 |
0.9502 |
|
1.618 |
0.9437 |
|
1.000 |
0.9398 |
|
0.618 |
0.9373 |
|
HIGH |
0.9333 |
|
0.618 |
0.9308 |
|
0.500 |
0.9301 |
|
0.382 |
0.9293 |
|
LOW |
0.9269 |
|
0.618 |
0.9229 |
|
1.000 |
0.9204 |
|
1.618 |
0.9164 |
|
2.618 |
0.9100 |
|
4.250 |
0.8994 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9314 |
0.9307 |
| PP |
0.9307 |
0.9294 |
| S1 |
0.9301 |
0.9281 |
|