CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 28-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2016 |
28-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8997 |
0.8981 |
-0.0016 |
-0.2% |
0.9258 |
| High |
0.9017 |
0.9280 |
0.0263 |
2.9% |
0.9287 |
| Low |
0.8958 |
0.8947 |
-0.0011 |
-0.1% |
0.8955 |
| Close |
0.8995 |
0.9261 |
0.0267 |
3.0% |
0.8965 |
| Range |
0.0059 |
0.0333 |
0.0274 |
468.4% |
0.0332 |
| ATR |
0.0089 |
0.0106 |
0.0017 |
19.5% |
0.0000 |
| Volume |
88,642 |
242,571 |
153,929 |
173.7% |
603,366 |
|
| Daily Pivots for day following 28-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0043 |
0.9444 |
|
| R3 |
0.9828 |
0.9711 |
0.9352 |
|
| R2 |
0.9495 |
0.9495 |
0.9322 |
|
| R1 |
0.9378 |
0.9378 |
0.9291 |
0.9437 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9192 |
| S1 |
0.9046 |
0.9046 |
0.9231 |
0.9104 |
| S2 |
0.8830 |
0.8830 |
0.9200 |
|
| S3 |
0.8498 |
0.8713 |
0.9170 |
|
| S4 |
0.8165 |
0.8381 |
0.9078 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
0.9847 |
0.9147 |
|
| R3 |
0.9733 |
0.9515 |
0.9056 |
|
| R2 |
0.9401 |
0.9401 |
0.9025 |
|
| R1 |
0.9183 |
0.9183 |
0.8995 |
0.9126 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9040 |
| S1 |
0.8851 |
0.8851 |
0.8934 |
0.8794 |
| S2 |
0.8737 |
0.8737 |
0.8904 |
|
| S3 |
0.8405 |
0.8519 |
0.8873 |
|
| S4 |
0.8073 |
0.8187 |
0.8782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9280 |
0.8947 |
0.0333 |
3.6% |
0.0149 |
1.6% |
94% |
True |
True |
140,907 |
| 10 |
0.9287 |
0.8947 |
0.0340 |
3.7% |
0.0114 |
1.2% |
92% |
False |
True |
120,649 |
| 20 |
0.9308 |
0.8900 |
0.0409 |
4.4% |
0.0103 |
1.1% |
88% |
False |
False |
128,408 |
| 40 |
0.9308 |
0.8761 |
0.0548 |
5.9% |
0.0094 |
1.0% |
91% |
False |
False |
107,580 |
| 60 |
0.9308 |
0.8366 |
0.0942 |
10.2% |
0.0101 |
1.1% |
95% |
False |
False |
72,099 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.4% |
0.0094 |
1.0% |
96% |
False |
False |
54,128 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0085 |
0.9% |
96% |
False |
False |
43,319 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.8% |
0.0074 |
0.8% |
96% |
False |
False |
36,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0150 |
|
1.618 |
0.9817 |
|
1.000 |
0.9612 |
|
0.618 |
0.9485 |
|
HIGH |
0.9280 |
|
0.618 |
0.9152 |
|
0.500 |
0.9113 |
|
0.382 |
0.9074 |
|
LOW |
0.8947 |
|
0.618 |
0.8742 |
|
1.000 |
0.8615 |
|
1.618 |
0.8409 |
|
2.618 |
0.8077 |
|
4.250 |
0.7534 |
|
|
| Fisher Pivots for day following 28-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9212 |
0.9212 |
| PP |
0.9163 |
0.9163 |
| S1 |
0.9113 |
0.9113 |
|