CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 08-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2016 |
08-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9127 |
0.9249 |
0.0123 |
1.3% |
0.8977 |
| High |
0.9304 |
0.9271 |
-0.0033 |
-0.4% |
0.9304 |
| Low |
0.9115 |
0.9181 |
0.0066 |
0.7% |
0.8962 |
| Close |
0.9254 |
0.9247 |
-0.0008 |
-0.1% |
0.9247 |
| Range |
0.0189 |
0.0090 |
-0.0099 |
-52.4% |
0.0343 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
224,633 |
143,170 |
-81,463 |
-36.3% |
799,457 |
|
| Daily Pivots for day following 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9503 |
0.9465 |
0.9296 |
|
| R3 |
0.9413 |
0.9375 |
0.9271 |
|
| R2 |
0.9323 |
0.9323 |
0.9263 |
|
| R1 |
0.9285 |
0.9285 |
0.9255 |
0.9259 |
| PP |
0.9233 |
0.9233 |
0.9233 |
0.9220 |
| S1 |
0.9195 |
0.9195 |
0.9238 |
0.9169 |
| S2 |
0.9143 |
0.9143 |
0.9230 |
|
| S3 |
0.9053 |
0.9105 |
0.9222 |
|
| S4 |
0.8963 |
0.9015 |
0.9197 |
|
|
| Weekly Pivots for week ending 08-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0065 |
0.9435 |
|
| R3 |
0.9856 |
0.9722 |
0.9341 |
|
| R2 |
0.9513 |
0.9513 |
0.9309 |
|
| R1 |
0.9380 |
0.9380 |
0.9278 |
0.9447 |
| PP |
0.9171 |
0.9171 |
0.9171 |
0.9204 |
| S1 |
0.9037 |
0.9037 |
0.9215 |
0.9104 |
| S2 |
0.8828 |
0.8828 |
0.9184 |
|
| S3 |
0.8486 |
0.8695 |
0.9152 |
|
| S4 |
0.8143 |
0.8352 |
0.9058 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9304 |
0.8962 |
0.0343 |
3.7% |
0.0112 |
1.2% |
83% |
False |
False |
159,891 |
| 10 |
0.9304 |
0.8806 |
0.0499 |
5.4% |
0.0088 |
1.0% |
88% |
False |
False |
127,323 |
| 20 |
0.9304 |
0.8776 |
0.0528 |
5.7% |
0.0089 |
1.0% |
89% |
False |
False |
119,492 |
| 40 |
0.9304 |
0.8737 |
0.0567 |
6.1% |
0.0096 |
1.0% |
90% |
False |
False |
67,257 |
| 60 |
0.9304 |
0.8250 |
0.1054 |
11.4% |
0.0096 |
1.0% |
95% |
False |
False |
44,930 |
| 80 |
0.9304 |
0.8149 |
0.1155 |
12.5% |
0.0084 |
0.9% |
95% |
False |
False |
33,730 |
| 100 |
0.9304 |
0.8126 |
0.1179 |
12.7% |
0.0073 |
0.8% |
95% |
False |
False |
26,987 |
| 120 |
0.9304 |
0.8126 |
0.1179 |
12.7% |
0.0066 |
0.7% |
95% |
False |
False |
22,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9654 |
|
2.618 |
0.9507 |
|
1.618 |
0.9417 |
|
1.000 |
0.9361 |
|
0.618 |
0.9327 |
|
HIGH |
0.9271 |
|
0.618 |
0.9237 |
|
0.500 |
0.9226 |
|
0.382 |
0.9215 |
|
LOW |
0.9181 |
|
0.618 |
0.9125 |
|
1.000 |
0.9091 |
|
1.618 |
0.9035 |
|
2.618 |
0.8945 |
|
4.250 |
0.8799 |
|
|
| Fisher Pivots for day following 08-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9240 |
0.9224 |
| PP |
0.9233 |
0.9202 |
| S1 |
0.9226 |
0.9179 |
|