CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 21-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2016 |
21-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9166 |
0.9123 |
-0.0043 |
-0.5% |
0.9271 |
| High |
0.9207 |
0.9159 |
-0.0048 |
-0.5% |
0.9308 |
| Low |
0.9112 |
0.9111 |
-0.0001 |
0.0% |
0.9126 |
| Close |
0.9120 |
0.9143 |
0.0023 |
0.2% |
0.9214 |
| Range |
0.0096 |
0.0048 |
-0.0048 |
-49.7% |
0.0183 |
| ATR |
0.0088 |
0.0085 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
95,204 |
111,448 |
16,244 |
17.1% |
508,585 |
|
| Daily Pivots for day following 21-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9282 |
0.9260 |
0.9169 |
|
| R3 |
0.9234 |
0.9212 |
0.9156 |
|
| R2 |
0.9186 |
0.9186 |
0.9151 |
|
| R1 |
0.9164 |
0.9164 |
0.9147 |
0.9175 |
| PP |
0.9138 |
0.9138 |
0.9138 |
0.9143 |
| S1 |
0.9116 |
0.9116 |
0.9138 |
0.9127 |
| S2 |
0.9090 |
0.9090 |
0.9134 |
|
| S3 |
0.9042 |
0.9068 |
0.9129 |
|
| S4 |
0.8994 |
0.9020 |
0.9116 |
|
|
| 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 |
0.9111 |
0.0176 |
1.9% |
0.0079 |
0.9% |
18% |
False |
True |
100,391 |
| 10 |
0.9308 |
0.9111 |
0.0197 |
2.2% |
0.0077 |
0.8% |
16% |
False |
True |
107,190 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.5% |
0.0081 |
0.9% |
67% |
False |
False |
114,192 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.0% |
0.0089 |
1.0% |
70% |
False |
False |
90,318 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.6% |
0.0096 |
1.1% |
84% |
False |
False |
60,380 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.6% |
0.0087 |
1.0% |
84% |
False |
False |
45,325 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0078 |
0.9% |
86% |
False |
False |
36,274 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
12.9% |
0.0070 |
0.8% |
86% |
False |
False |
30,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9363 |
|
2.618 |
0.9285 |
|
1.618 |
0.9237 |
|
1.000 |
0.9207 |
|
0.618 |
0.9189 |
|
HIGH |
0.9159 |
|
0.618 |
0.9141 |
|
0.500 |
0.9135 |
|
0.382 |
0.9129 |
|
LOW |
0.9111 |
|
0.618 |
0.9081 |
|
1.000 |
0.9063 |
|
1.618 |
0.9033 |
|
2.618 |
0.8985 |
|
4.250 |
0.8907 |
|
|
| Fisher Pivots for day following 21-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9140 |
0.9159 |
| PP |
0.9138 |
0.9154 |
| S1 |
0.9135 |
0.9148 |
|