CME Japanese Yen Future September 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 |
0.9383 |
0.9379 |
-0.0004 |
0.0% |
0.9415 |
| High |
0.9443 |
0.9417 |
-0.0026 |
-0.3% |
0.9443 |
| Low |
0.9362 |
0.9354 |
-0.0009 |
-0.1% |
0.9298 |
| Close |
0.9389 |
0.9398 |
0.0009 |
0.1% |
0.9398 |
| Range |
0.0081 |
0.0064 |
-0.0018 |
-21.6% |
0.0145 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
84,728 |
124,758 |
40,030 |
47.2% |
363,492 |
|
| Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9580 |
0.9552 |
0.9432 |
|
| R3 |
0.9516 |
0.9489 |
0.9415 |
|
| R2 |
0.9453 |
0.9453 |
0.9409 |
|
| R1 |
0.9425 |
0.9425 |
0.9403 |
0.9439 |
| PP |
0.9389 |
0.9389 |
0.9389 |
0.9396 |
| S1 |
0.9362 |
0.9362 |
0.9392 |
0.9376 |
| S2 |
0.9326 |
0.9326 |
0.9386 |
|
| S3 |
0.9262 |
0.9298 |
0.9380 |
|
| S4 |
0.9199 |
0.9235 |
0.9363 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9815 |
0.9751 |
0.9477 |
|
| R3 |
0.9670 |
0.9606 |
0.9437 |
|
| R2 |
0.9525 |
0.9525 |
0.9424 |
|
| R1 |
0.9461 |
0.9461 |
0.9411 |
0.9420 |
| PP |
0.9380 |
0.9380 |
0.9380 |
0.9359 |
| S1 |
0.9316 |
0.9316 |
0.9384 |
0.9275 |
| S2 |
0.9235 |
0.9235 |
0.9371 |
|
| S3 |
0.9090 |
0.9171 |
0.9358 |
|
| S4 |
0.8945 |
0.9026 |
0.9318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9443 |
0.9298 |
0.0145 |
1.5% |
0.0078 |
0.8% |
69% |
False |
False |
72,698 |
| 10 |
0.9443 |
0.9008 |
0.0435 |
4.6% |
0.0100 |
1.1% |
90% |
False |
False |
39,820 |
| 20 |
0.9443 |
0.9008 |
0.0435 |
4.6% |
0.0085 |
0.9% |
90% |
False |
False |
20,320 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0089 |
0.9% |
79% |
False |
False |
10,274 |
| 60 |
0.9509 |
0.8840 |
0.0669 |
7.1% |
0.0083 |
0.9% |
83% |
False |
False |
6,883 |
| 80 |
0.9509 |
0.8804 |
0.0705 |
7.5% |
0.0075 |
0.8% |
84% |
False |
False |
5,165 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0070 |
0.7% |
91% |
False |
False |
4,133 |
| 120 |
0.9509 |
0.8241 |
0.1268 |
13.5% |
0.0063 |
0.7% |
91% |
False |
False |
3,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9687 |
|
2.618 |
0.9583 |
|
1.618 |
0.9520 |
|
1.000 |
0.9481 |
|
0.618 |
0.9456 |
|
HIGH |
0.9417 |
|
0.618 |
0.9393 |
|
0.500 |
0.9385 |
|
0.382 |
0.9378 |
|
LOW |
0.9354 |
|
0.618 |
0.9314 |
|
1.000 |
0.9290 |
|
1.618 |
0.9251 |
|
2.618 |
0.9187 |
|
4.250 |
0.9084 |
|
|
| Fisher Pivots for day following 10-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9393 |
0.9396 |
| PP |
0.9389 |
0.9395 |
| S1 |
0.9385 |
0.9393 |
|