CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 10-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9354 |
0.9348 |
-0.0007 |
-0.1% |
0.9384 |
| High |
0.9412 |
0.9385 |
-0.0027 |
-0.3% |
0.9412 |
| Low |
0.9331 |
0.9322 |
-0.0009 |
-0.1% |
0.9269 |
| Close |
0.9358 |
0.9366 |
0.0008 |
0.1% |
0.9366 |
| Range |
0.0081 |
0.0063 |
-0.0018 |
-21.7% |
0.0143 |
| ATR |
0.0097 |
0.0094 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
143,450 |
43,990 |
-99,460 |
-69.3% |
618,425 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9519 |
0.9400 |
|
| R3 |
0.9484 |
0.9456 |
0.9383 |
|
| R2 |
0.9421 |
0.9421 |
0.9377 |
|
| R1 |
0.9393 |
0.9393 |
0.9371 |
0.9407 |
| PP |
0.9358 |
0.9358 |
0.9358 |
0.9364 |
| S1 |
0.9330 |
0.9330 |
0.9360 |
0.9344 |
| S2 |
0.9295 |
0.9295 |
0.9354 |
|
| S3 |
0.9232 |
0.9267 |
0.9348 |
|
| S4 |
0.9169 |
0.9204 |
0.9331 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9778 |
0.9715 |
0.9444 |
|
| R3 |
0.9635 |
0.9572 |
0.9405 |
|
| R2 |
0.9492 |
0.9492 |
0.9392 |
|
| R1 |
0.9429 |
0.9429 |
0.9379 |
0.9389 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9329 |
| S1 |
0.9286 |
0.9286 |
0.9352 |
0.9246 |
| S2 |
0.9206 |
0.9206 |
0.9339 |
|
| S3 |
0.9063 |
0.9143 |
0.9326 |
|
| S4 |
0.8920 |
0.9000 |
0.9287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9412 |
0.9269 |
0.0143 |
1.5% |
0.0077 |
0.8% |
68% |
False |
False |
123,685 |
| 10 |
0.9412 |
0.8975 |
0.0437 |
4.7% |
0.0102 |
1.1% |
89% |
False |
False |
141,317 |
| 20 |
0.9412 |
0.8975 |
0.0437 |
4.7% |
0.0088 |
0.9% |
89% |
False |
False |
119,071 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0097 |
1.0% |
78% |
False |
False |
116,238 |
| 60 |
0.9483 |
0.8806 |
0.0678 |
7.2% |
0.0093 |
1.0% |
83% |
False |
False |
116,784 |
| 80 |
0.9483 |
0.8756 |
0.0728 |
7.8% |
0.0093 |
1.0% |
84% |
False |
False |
97,044 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0096 |
1.0% |
90% |
False |
False |
77,714 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.2% |
0.0089 |
1.0% |
91% |
False |
False |
64,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9653 |
|
2.618 |
0.9550 |
|
1.618 |
0.9487 |
|
1.000 |
0.9448 |
|
0.618 |
0.9424 |
|
HIGH |
0.9385 |
|
0.618 |
0.9361 |
|
0.500 |
0.9354 |
|
0.382 |
0.9346 |
|
LOW |
0.9322 |
|
0.618 |
0.9283 |
|
1.000 |
0.9259 |
|
1.618 |
0.9220 |
|
2.618 |
0.9157 |
|
4.250 |
0.9054 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9362 |
0.9364 |
| PP |
0.9358 |
0.9363 |
| S1 |
0.9354 |
0.9362 |
|