CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 04-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2016 |
04-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8905 |
0.8977 |
0.0073 |
0.8% |
0.8850 |
| High |
0.8979 |
0.9017 |
0.0038 |
0.4% |
0.8979 |
| Low |
0.8900 |
0.8962 |
0.0062 |
0.7% |
0.8806 |
| Close |
0.8969 |
0.9005 |
0.0036 |
0.4% |
0.8969 |
| Range |
0.0080 |
0.0056 |
-0.0024 |
-30.2% |
0.0174 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
135,431 |
85,725 |
-49,706 |
-36.7% |
473,775 |
|
| Daily Pivots for day following 04-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9161 |
0.9138 |
0.9035 |
|
| R3 |
0.9105 |
0.9083 |
0.9020 |
|
| R2 |
0.9050 |
0.9050 |
0.9015 |
|
| R1 |
0.9027 |
0.9027 |
0.9010 |
0.9039 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.9000 |
| S1 |
0.8972 |
0.8972 |
0.8999 |
0.8983 |
| S2 |
0.8939 |
0.8939 |
0.8994 |
|
| S3 |
0.8883 |
0.8916 |
0.8989 |
|
| S4 |
0.8828 |
0.8861 |
0.8974 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9438 |
0.9377 |
0.9064 |
|
| R3 |
0.9265 |
0.9203 |
0.9016 |
|
| R2 |
0.9091 |
0.9091 |
0.9000 |
|
| R1 |
0.9030 |
0.9030 |
0.8984 |
0.9061 |
| PP |
0.8918 |
0.8918 |
0.8918 |
0.8933 |
| S1 |
0.8856 |
0.8856 |
0.8953 |
0.8887 |
| S2 |
0.8744 |
0.8744 |
0.8937 |
|
| S3 |
0.8571 |
0.8683 |
0.8921 |
|
| S4 |
0.8397 |
0.8509 |
0.8873 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9017 |
0.8806 |
0.0212 |
2.3% |
0.0068 |
0.8% |
94% |
True |
False |
102,212 |
| 10 |
0.9017 |
0.8806 |
0.0212 |
2.3% |
0.0065 |
0.7% |
94% |
True |
False |
89,961 |
| 20 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0083 |
0.9% |
82% |
False |
False |
96,908 |
| 40 |
0.9057 |
0.8543 |
0.0514 |
5.7% |
0.0096 |
1.1% |
90% |
False |
False |
49,452 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0092 |
1.0% |
94% |
False |
False |
33,050 |
| 80 |
0.9057 |
0.8149 |
0.0908 |
10.1% |
0.0081 |
0.9% |
94% |
False |
False |
24,810 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.3% |
0.0068 |
0.8% |
94% |
False |
False |
19,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9253 |
|
2.618 |
0.9162 |
|
1.618 |
0.9107 |
|
1.000 |
0.9073 |
|
0.618 |
0.9051 |
|
HIGH |
0.9017 |
|
0.618 |
0.8996 |
|
0.500 |
0.8989 |
|
0.382 |
0.8983 |
|
LOW |
0.8962 |
|
0.618 |
0.8927 |
|
1.000 |
0.8906 |
|
1.618 |
0.8872 |
|
2.618 |
0.8816 |
|
4.250 |
0.8726 |
|
|
| Fisher Pivots for day following 04-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8999 |
0.8988 |
| PP |
0.8994 |
0.8971 |
| S1 |
0.8989 |
0.8955 |
|