CME Japanese Yen Future September 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 |
0.9166 |
0.9222 |
0.0056 |
0.6% |
0.9093 |
| High |
0.9248 |
0.9421 |
0.0174 |
1.9% |
0.9421 |
| Low |
0.9161 |
0.9197 |
0.0036 |
0.4% |
0.9008 |
| Close |
0.9217 |
0.9405 |
0.0188 |
2.0% |
0.9405 |
| Range |
0.0087 |
0.0224 |
0.0138 |
159.0% |
0.0413 |
| ATR |
0.0087 |
0.0097 |
0.0010 |
11.3% |
0.0000 |
| Volume |
2,104 |
21,431 |
19,327 |
918.6% |
32,822 |
|
| Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9933 |
0.9528 |
|
| R3 |
0.9789 |
0.9709 |
0.9466 |
|
| R2 |
0.9565 |
0.9565 |
0.9446 |
|
| R1 |
0.9485 |
0.9485 |
0.9425 |
0.9525 |
| PP |
0.9341 |
0.9341 |
0.9341 |
0.9361 |
| S1 |
0.9261 |
0.9261 |
0.9384 |
0.9301 |
| S2 |
0.9117 |
0.9117 |
0.9363 |
|
| S3 |
0.8893 |
0.9037 |
0.9343 |
|
| S4 |
0.8669 |
0.8813 |
0.9281 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0374 |
0.9632 |
|
| R3 |
1.0104 |
0.9961 |
0.9518 |
|
| R2 |
0.9691 |
0.9691 |
0.9480 |
|
| R1 |
0.9548 |
0.9548 |
0.9442 |
0.9619 |
| PP |
0.9278 |
0.9278 |
0.9278 |
0.9314 |
| S1 |
0.9135 |
0.9135 |
0.9367 |
0.9206 |
| S2 |
0.8865 |
0.8865 |
0.9329 |
|
| S3 |
0.8452 |
0.8722 |
0.9291 |
|
| S4 |
0.8039 |
0.8309 |
0.9177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9421 |
0.9008 |
0.0413 |
4.4% |
0.0123 |
1.3% |
96% |
True |
False |
6,942 |
| 10 |
0.9421 |
0.9008 |
0.0413 |
4.4% |
0.0095 |
1.0% |
96% |
True |
False |
3,938 |
| 20 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0087 |
0.9% |
94% |
False |
False |
2,231 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0088 |
0.9% |
80% |
False |
False |
1,208 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.5% |
0.0084 |
0.9% |
85% |
False |
False |
827 |
| 80 |
0.9509 |
0.8762 |
0.0747 |
7.9% |
0.0075 |
0.8% |
86% |
False |
False |
622 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0068 |
0.7% |
91% |
False |
False |
499 |
| 120 |
0.9509 |
0.8208 |
0.1302 |
13.8% |
0.0060 |
0.6% |
92% |
False |
False |
416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0373 |
|
2.618 |
1.0007 |
|
1.618 |
0.9783 |
|
1.000 |
0.9645 |
|
0.618 |
0.9559 |
|
HIGH |
0.9421 |
|
0.618 |
0.9335 |
|
0.500 |
0.9309 |
|
0.382 |
0.9283 |
|
LOW |
0.9197 |
|
0.618 |
0.9059 |
|
1.000 |
0.8973 |
|
1.618 |
0.8835 |
|
2.618 |
0.8611 |
|
4.250 |
0.8245 |
|
|
| Fisher Pivots for day following 03-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9373 |
0.9349 |
| PP |
0.9341 |
0.9294 |
| S1 |
0.9309 |
0.9239 |
|