CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 20-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2016 |
20-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9202 |
0.9166 |
-0.0037 |
-0.4% |
0.9271 |
| High |
0.9204 |
0.9207 |
0.0003 |
0.0% |
0.9308 |
| Low |
0.9146 |
0.9112 |
-0.0034 |
-0.4% |
0.9126 |
| Close |
0.9175 |
0.9120 |
-0.0055 |
-0.6% |
0.9214 |
| Range |
0.0059 |
0.0096 |
0.0037 |
63.2% |
0.0183 |
| ATR |
0.0088 |
0.0088 |
0.0001 |
0.6% |
0.0000 |
| Volume |
102,978 |
95,204 |
-7,774 |
-7.5% |
508,585 |
|
| Daily Pivots for day following 20-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9433 |
0.9372 |
0.9173 |
|
| R3 |
0.9337 |
0.9276 |
0.9146 |
|
| R2 |
0.9242 |
0.9242 |
0.9138 |
|
| R1 |
0.9181 |
0.9181 |
0.9129 |
0.9164 |
| PP |
0.9146 |
0.9146 |
0.9146 |
0.9138 |
| S1 |
0.9085 |
0.9085 |
0.9111 |
0.9068 |
| S2 |
0.9051 |
0.9051 |
0.9102 |
|
| S3 |
0.8955 |
0.8990 |
0.9094 |
|
| S4 |
0.8860 |
0.8894 |
0.9067 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9671 |
0.9314 |
|
| R3 |
0.9581 |
0.9488 |
0.9264 |
|
| R2 |
0.9398 |
0.9398 |
0.9247 |
|
| R1 |
0.9306 |
0.9306 |
0.9230 |
0.9261 |
| PP |
0.9216 |
0.9216 |
0.9216 |
0.9193 |
| S1 |
0.9123 |
0.9123 |
0.9197 |
0.9078 |
| S2 |
0.9033 |
0.9033 |
0.9180 |
|
| S3 |
0.8851 |
0.8941 |
0.9163 |
|
| S4 |
0.8668 |
0.8758 |
0.9113 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9287 |
0.9112 |
0.0175 |
1.9% |
0.0081 |
0.9% |
5% |
False |
True |
99,761 |
| 10 |
0.9308 |
0.9112 |
0.0197 |
2.2% |
0.0091 |
1.0% |
4% |
False |
True |
118,509 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.5% |
0.0082 |
0.9% |
63% |
False |
False |
113,155 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.1% |
0.0090 |
1.0% |
66% |
False |
False |
87,555 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.6% |
0.0096 |
1.1% |
82% |
False |
False |
58,523 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.6% |
0.0087 |
1.0% |
82% |
False |
False |
43,933 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
13.0% |
0.0078 |
0.9% |
84% |
False |
False |
35,160 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
13.0% |
0.0070 |
0.8% |
84% |
False |
False |
29,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9613 |
|
2.618 |
0.9457 |
|
1.618 |
0.9362 |
|
1.000 |
0.9303 |
|
0.618 |
0.9266 |
|
HIGH |
0.9207 |
|
0.618 |
0.9171 |
|
0.500 |
0.9159 |
|
0.382 |
0.9148 |
|
LOW |
0.9112 |
|
0.618 |
0.9052 |
|
1.000 |
0.9016 |
|
1.618 |
0.8957 |
|
2.618 |
0.8861 |
|
4.250 |
0.8706 |
|
|
| Fisher Pivots for day following 20-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9159 |
0.9199 |
| PP |
0.9146 |
0.9173 |
| S1 |
0.9133 |
0.9146 |
|