CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 14-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2016 |
14-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9224 |
0.9165 |
-0.0059 |
-0.6% |
0.8977 |
| High |
0.9232 |
0.9197 |
-0.0035 |
-0.4% |
0.9304 |
| Low |
0.9155 |
0.9143 |
-0.0012 |
-0.1% |
0.8962 |
| Close |
0.9169 |
0.9165 |
-0.0004 |
0.0% |
0.9247 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-29.9% |
0.0343 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
100,256 |
108,298 |
8,042 |
8.0% |
799,457 |
|
| Daily Pivots for day following 14-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9330 |
0.9302 |
0.9195 |
|
| R3 |
0.9276 |
0.9248 |
0.9180 |
|
| R2 |
0.9222 |
0.9222 |
0.9175 |
|
| R1 |
0.9194 |
0.9194 |
0.9170 |
0.9208 |
| PP |
0.9168 |
0.9168 |
0.9168 |
0.9175 |
| S1 |
0.9140 |
0.9140 |
0.9160 |
0.9154 |
| S2 |
0.9114 |
0.9114 |
0.9155 |
|
| S3 |
0.9060 |
0.9086 |
0.9150 |
|
| S4 |
0.9006 |
0.9032 |
0.9135 |
|
|
| 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 |
0.9308 |
0.9143 |
0.0166 |
1.8% |
0.0074 |
0.8% |
14% |
False |
True |
113,990 |
| 10 |
0.9308 |
0.8900 |
0.0409 |
4.5% |
0.0092 |
1.0% |
65% |
False |
False |
136,166 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.5% |
0.0085 |
0.9% |
72% |
False |
False |
117,878 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.0% |
0.0090 |
1.0% |
74% |
False |
False |
77,851 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.5% |
0.0095 |
1.0% |
86% |
False |
False |
52,031 |
| 80 |
0.9308 |
0.8149 |
0.1159 |
12.6% |
0.0085 |
0.9% |
88% |
False |
False |
39,061 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0075 |
0.8% |
88% |
False |
False |
31,255 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0068 |
0.7% |
88% |
False |
False |
26,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9426 |
|
2.618 |
0.9338 |
|
1.618 |
0.9284 |
|
1.000 |
0.9251 |
|
0.618 |
0.9230 |
|
HIGH |
0.9197 |
|
0.618 |
0.9176 |
|
0.500 |
0.9170 |
|
0.382 |
0.9163 |
|
LOW |
0.9143 |
|
0.618 |
0.9109 |
|
1.000 |
0.9089 |
|
1.618 |
0.9055 |
|
2.618 |
0.9001 |
|
4.250 |
0.8913 |
|
|
| Fisher Pivots for day following 14-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9170 |
0.9214 |
| PP |
0.9168 |
0.9198 |
| S1 |
0.9167 |
0.9181 |
|