CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 15-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2016 |
15-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9452 |
0.9465 |
0.0013 |
0.1% |
0.9415 |
| High |
0.9500 |
0.9519 |
0.0020 |
0.2% |
0.9443 |
| Low |
0.9429 |
0.9432 |
0.0004 |
0.0% |
0.9298 |
| Close |
0.9470 |
0.9466 |
-0.0005 |
0.0% |
0.9398 |
| Range |
0.0071 |
0.0087 |
0.0016 |
22.5% |
0.0145 |
| ATR |
0.0090 |
0.0089 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
140,014 |
122,635 |
-17,379 |
-12.4% |
363,492 |
|
| Daily Pivots for day following 15-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9733 |
0.9686 |
0.9513 |
|
| R3 |
0.9646 |
0.9599 |
0.9489 |
|
| R2 |
0.9559 |
0.9559 |
0.9481 |
|
| R1 |
0.9512 |
0.9512 |
0.9473 |
0.9536 |
| PP |
0.9472 |
0.9472 |
0.9472 |
0.9484 |
| S1 |
0.9425 |
0.9425 |
0.9458 |
0.9449 |
| S2 |
0.9385 |
0.9385 |
0.9450 |
|
| S3 |
0.9298 |
0.9338 |
0.9442 |
|
| S4 |
0.9211 |
0.9251 |
0.9418 |
|
|
| 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 |
0.9519 |
0.9354 |
0.0166 |
1.7% |
0.0080 |
0.8% |
68% |
True |
False |
125,644 |
| 10 |
0.9519 |
0.9161 |
0.0358 |
3.8% |
0.0096 |
1.0% |
85% |
True |
False |
80,576 |
| 20 |
0.9519 |
0.9008 |
0.0511 |
5.4% |
0.0089 |
0.9% |
90% |
True |
False |
41,195 |
| 40 |
0.9519 |
0.8987 |
0.0533 |
5.6% |
0.0090 |
1.0% |
90% |
True |
False |
20,734 |
| 60 |
0.9519 |
0.8840 |
0.0679 |
7.2% |
0.0083 |
0.9% |
92% |
True |
False |
13,859 |
| 80 |
0.9519 |
0.8804 |
0.0715 |
7.6% |
0.0078 |
0.8% |
93% |
True |
False |
10,399 |
| 100 |
0.9519 |
0.8300 |
0.1219 |
12.9% |
0.0072 |
0.8% |
96% |
True |
False |
8,321 |
| 120 |
0.9519 |
0.8300 |
0.1219 |
12.9% |
0.0064 |
0.7% |
96% |
True |
False |
6,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9889 |
|
2.618 |
0.9747 |
|
1.618 |
0.9660 |
|
1.000 |
0.9606 |
|
0.618 |
0.9573 |
|
HIGH |
0.9519 |
|
0.618 |
0.9486 |
|
0.500 |
0.9476 |
|
0.382 |
0.9465 |
|
LOW |
0.9432 |
|
0.618 |
0.9378 |
|
1.000 |
0.9345 |
|
1.618 |
0.9291 |
|
2.618 |
0.9204 |
|
4.250 |
0.9062 |
|
|
| Fisher Pivots for day following 15-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9476 |
0.9462 |
| PP |
0.9472 |
0.9459 |
| S1 |
0.9469 |
0.9455 |
|