CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9415 |
0.0193 |
2.1% |
0.9093 |
| High |
0.9421 |
0.9428 |
0.0007 |
0.1% |
0.9421 |
| Low |
0.9197 |
0.9320 |
0.0123 |
1.3% |
0.9008 |
| Close |
0.9405 |
0.9344 |
-0.0061 |
-0.6% |
0.9405 |
| Range |
0.0224 |
0.0108 |
-0.0117 |
-52.0% |
0.0413 |
| ATR |
0.0097 |
0.0097 |
0.0001 |
0.8% |
0.0000 |
| Volume |
21,431 |
37,579 |
16,148 |
75.3% |
32,822 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9623 |
0.9403 |
|
| R3 |
0.9579 |
0.9515 |
0.9374 |
|
| R2 |
0.9471 |
0.9471 |
0.9364 |
|
| R1 |
0.9408 |
0.9408 |
0.9354 |
0.9386 |
| PP |
0.9364 |
0.9364 |
0.9364 |
0.9353 |
| S1 |
0.9300 |
0.9300 |
0.9334 |
0.9278 |
| S2 |
0.9256 |
0.9256 |
0.9324 |
|
| S3 |
0.9149 |
0.9193 |
0.9314 |
|
| S4 |
0.9041 |
0.9085 |
0.9285 |
|
|
| 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 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0130 |
1.4% |
80% |
True |
False |
14,080 |
| 10 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0100 |
1.1% |
80% |
True |
False |
7,604 |
| 20 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0089 |
1.0% |
80% |
True |
False |
4,099 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0088 |
0.9% |
68% |
False |
False |
2,146 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.5% |
0.0084 |
0.9% |
77% |
False |
False |
1,453 |
| 80 |
0.9509 |
0.8796 |
0.0714 |
7.6% |
0.0074 |
0.8% |
77% |
False |
False |
1,091 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0069 |
0.7% |
86% |
False |
False |
874 |
| 120 |
0.9509 |
0.8208 |
0.1302 |
13.9% |
0.0061 |
0.6% |
87% |
False |
False |
729 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9709 |
|
1.618 |
0.9601 |
|
1.000 |
0.9535 |
|
0.618 |
0.9494 |
|
HIGH |
0.9428 |
|
0.618 |
0.9386 |
|
0.500 |
0.9374 |
|
0.382 |
0.9361 |
|
LOW |
0.9320 |
|
0.618 |
0.9254 |
|
1.000 |
0.9213 |
|
1.618 |
0.9146 |
|
2.618 |
0.9039 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9374 |
0.9327 |
| PP |
0.9364 |
0.9311 |
| S1 |
0.9354 |
0.9294 |
|