CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 06-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2016 |
06-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9000 |
0.9079 |
0.0080 |
0.9% |
0.8850 |
| High |
0.9113 |
0.9163 |
0.0050 |
0.5% |
0.8979 |
| Low |
0.8997 |
0.9054 |
0.0058 |
0.6% |
0.8806 |
| Close |
0.9067 |
0.9137 |
0.0070 |
0.8% |
0.8969 |
| Range |
0.0117 |
0.0109 |
-0.0008 |
-6.9% |
0.0174 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
1.7% |
0.0000 |
| Volume |
180,267 |
165,662 |
-14,605 |
-8.1% |
473,775 |
|
| Daily Pivots for day following 06-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9443 |
0.9398 |
0.9196 |
|
| R3 |
0.9335 |
0.9290 |
0.9166 |
|
| R2 |
0.9226 |
0.9226 |
0.9156 |
|
| R1 |
0.9181 |
0.9181 |
0.9146 |
0.9204 |
| PP |
0.9118 |
0.9118 |
0.9118 |
0.9129 |
| S1 |
0.9073 |
0.9073 |
0.9127 |
0.9095 |
| S2 |
0.9009 |
0.9009 |
0.9117 |
|
| S3 |
0.8901 |
0.8964 |
0.9107 |
|
| S4 |
0.8792 |
0.8856 |
0.9077 |
|
|
| 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 |
0.9163 |
0.8892 |
0.0271 |
3.0% |
0.0081 |
0.9% |
90% |
True |
False |
131,222 |
| 10 |
0.9163 |
0.8806 |
0.0357 |
3.9% |
0.0072 |
0.8% |
93% |
True |
False |
107,800 |
| 20 |
0.9163 |
0.8761 |
0.0402 |
4.4% |
0.0087 |
1.0% |
94% |
True |
False |
109,968 |
| 40 |
0.9163 |
0.8688 |
0.0475 |
5.2% |
0.0095 |
1.0% |
95% |
True |
False |
58,086 |
| 60 |
0.9163 |
0.8250 |
0.0913 |
10.0% |
0.0093 |
1.0% |
97% |
True |
False |
38,804 |
| 80 |
0.9163 |
0.8149 |
0.1014 |
11.1% |
0.0082 |
0.9% |
97% |
True |
False |
29,134 |
| 100 |
0.9163 |
0.8126 |
0.1037 |
11.4% |
0.0070 |
0.8% |
97% |
True |
False |
23,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9624 |
|
2.618 |
0.9447 |
|
1.618 |
0.9338 |
|
1.000 |
0.9271 |
|
0.618 |
0.9230 |
|
HIGH |
0.9163 |
|
0.618 |
0.9121 |
|
0.500 |
0.9108 |
|
0.382 |
0.9095 |
|
LOW |
0.9054 |
|
0.618 |
0.8987 |
|
1.000 |
0.8946 |
|
1.618 |
0.8878 |
|
2.618 |
0.8770 |
|
4.250 |
0.8593 |
|
|
| Fisher Pivots for day following 06-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9127 |
0.9112 |
| PP |
0.9118 |
0.9087 |
| S1 |
0.9108 |
0.9062 |
|