CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 31-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2016 |
31-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9148 |
0.9093 |
-0.0055 |
-0.6% |
0.9111 |
| High |
0.9164 |
0.9095 |
-0.0069 |
-0.8% |
0.9199 |
| Low |
0.9090 |
0.9008 |
-0.0082 |
-0.9% |
0.9089 |
| Close |
0.9133 |
0.9076 |
-0.0058 |
-0.6% |
0.9133 |
| Range |
0.0074 |
0.0087 |
0.0013 |
16.9% |
0.0111 |
| ATR |
0.0079 |
0.0082 |
0.0003 |
4.2% |
0.0000 |
| Volume |
1,891 |
5,845 |
3,954 |
209.1% |
5,644 |
|
| Daily Pivots for day following 31-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9319 |
0.9284 |
0.9123 |
|
| R3 |
0.9232 |
0.9197 |
0.9099 |
|
| R2 |
0.9146 |
0.9146 |
0.9091 |
|
| R1 |
0.9111 |
0.9111 |
0.9083 |
0.9085 |
| PP |
0.9059 |
0.9059 |
0.9059 |
0.9047 |
| S1 |
0.9024 |
0.9024 |
0.9068 |
0.8999 |
| S2 |
0.8973 |
0.8973 |
0.9060 |
|
| S3 |
0.8886 |
0.8938 |
0.9052 |
|
| S4 |
0.8800 |
0.8851 |
0.9028 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9473 |
0.9414 |
0.9194 |
|
| R3 |
0.9362 |
0.9303 |
0.9164 |
|
| R2 |
0.9251 |
0.9251 |
0.9153 |
|
| R1 |
0.9192 |
0.9192 |
0.9143 |
0.9222 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9155 |
| S1 |
0.9081 |
0.9081 |
0.9123 |
0.9111 |
| S2 |
0.9029 |
0.9029 |
0.9113 |
|
| S3 |
0.8918 |
0.8970 |
0.9102 |
|
| S4 |
0.8807 |
0.8859 |
0.9072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9194 |
0.9008 |
0.0186 |
2.0% |
0.0070 |
0.8% |
36% |
False |
True |
2,014 |
| 10 |
0.9230 |
0.9008 |
0.0222 |
2.4% |
0.0074 |
0.8% |
30% |
False |
True |
1,524 |
| 20 |
0.9509 |
0.9008 |
0.0501 |
5.5% |
0.0075 |
0.8% |
13% |
False |
True |
902 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.8% |
0.0085 |
0.9% |
17% |
False |
False |
546 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.8% |
0.0079 |
0.9% |
39% |
False |
False |
378 |
| 80 |
0.9509 |
0.8611 |
0.0898 |
9.9% |
0.0070 |
0.8% |
52% |
False |
False |
285 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.3% |
0.0065 |
0.7% |
64% |
False |
False |
229 |
| 120 |
0.9509 |
0.8201 |
0.1308 |
14.4% |
0.0057 |
0.6% |
67% |
False |
False |
191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9462 |
|
2.618 |
0.9321 |
|
1.618 |
0.9234 |
|
1.000 |
0.9181 |
|
0.618 |
0.9148 |
|
HIGH |
0.9095 |
|
0.618 |
0.9061 |
|
0.500 |
0.9051 |
|
0.382 |
0.9041 |
|
LOW |
0.9008 |
|
0.618 |
0.8955 |
|
1.000 |
0.8922 |
|
1.618 |
0.8868 |
|
2.618 |
0.8782 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 31-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9067 |
0.9090 |
| PP |
0.9059 |
0.9085 |
| S1 |
0.9051 |
0.9080 |
|