CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9317 |
0.9354 |
0.0037 |
0.4% |
0.9060 |
| High |
0.9383 |
0.9412 |
0.0029 |
0.3% |
0.9391 |
| Low |
0.9313 |
0.9331 |
0.0018 |
0.2% |
0.8975 |
| Close |
0.9351 |
0.9358 |
0.0007 |
0.1% |
0.9374 |
| Range |
0.0070 |
0.0081 |
0.0011 |
15.0% |
0.0416 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
147,639 |
143,450 |
-4,189 |
-2.8% |
706,422 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9608 |
0.9563 |
0.9402 |
|
| R3 |
0.9528 |
0.9483 |
0.9380 |
|
| R2 |
0.9447 |
0.9447 |
0.9372 |
|
| R1 |
0.9402 |
0.9402 |
0.9365 |
0.9425 |
| PP |
0.9367 |
0.9367 |
0.9367 |
0.9378 |
| S1 |
0.9322 |
0.9322 |
0.9350 |
0.9344 |
| S2 |
0.9286 |
0.9286 |
0.9343 |
|
| S3 |
0.9206 |
0.9241 |
0.9335 |
|
| S4 |
0.9125 |
0.9161 |
0.9313 |
|
|
| 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 |
0.9412 |
0.9165 |
0.0247 |
2.6% |
0.0110 |
1.2% |
78% |
True |
False |
162,455 |
| 10 |
0.9412 |
0.8975 |
0.0437 |
4.7% |
0.0102 |
1.1% |
88% |
True |
False |
147,970 |
| 20 |
0.9412 |
0.8975 |
0.0437 |
4.7% |
0.0090 |
1.0% |
88% |
True |
False |
121,731 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0097 |
1.0% |
77% |
False |
False |
117,845 |
| 60 |
0.9483 |
0.8806 |
0.0678 |
7.2% |
0.0094 |
1.0% |
81% |
False |
False |
118,289 |
| 80 |
0.9483 |
0.8756 |
0.0728 |
7.8% |
0.0094 |
1.0% |
83% |
False |
False |
96,501 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0096 |
1.0% |
90% |
False |
False |
77,275 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.3% |
0.0089 |
1.0% |
91% |
False |
False |
64,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9754 |
|
2.618 |
0.9622 |
|
1.618 |
0.9542 |
|
1.000 |
0.9492 |
|
0.618 |
0.9461 |
|
HIGH |
0.9412 |
|
0.618 |
0.9381 |
|
0.500 |
0.9371 |
|
0.382 |
0.9362 |
|
LOW |
0.9331 |
|
0.618 |
0.9281 |
|
1.000 |
0.9251 |
|
1.618 |
0.9201 |
|
2.618 |
0.9120 |
|
4.250 |
0.8989 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9371 |
0.9352 |
| PP |
0.9367 |
0.9346 |
| S1 |
0.9362 |
0.9340 |
|