CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 22-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2016 |
22-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9123 |
0.9149 |
0.0026 |
0.3% |
0.9258 |
| High |
0.9159 |
0.9164 |
0.0005 |
0.1% |
0.9287 |
| Low |
0.9111 |
0.8955 |
-0.0157 |
-1.7% |
0.8955 |
| Close |
0.9143 |
0.8965 |
-0.0178 |
-1.9% |
0.8965 |
| Range |
0.0048 |
0.0210 |
0.0162 |
336.5% |
0.0332 |
| ATR |
0.0085 |
0.0094 |
0.0009 |
10.4% |
0.0000 |
| Volume |
111,448 |
183,212 |
71,764 |
64.4% |
603,366 |
|
| Daily Pivots for day following 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9656 |
0.9520 |
0.9080 |
|
| R3 |
0.9447 |
0.9310 |
0.9022 |
|
| R2 |
0.9237 |
0.9237 |
0.9003 |
|
| R1 |
0.9101 |
0.9101 |
0.8984 |
0.9064 |
| PP |
0.9028 |
0.9028 |
0.9028 |
0.9009 |
| S1 |
0.8891 |
0.8891 |
0.8945 |
0.8855 |
| S2 |
0.8818 |
0.8818 |
0.8926 |
|
| S3 |
0.8609 |
0.8682 |
0.8907 |
|
| S4 |
0.8399 |
0.8472 |
0.8849 |
|
|
| Weekly Pivots for week ending 22-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
0.9847 |
0.9147 |
|
| R3 |
0.9733 |
0.9515 |
0.9056 |
|
| R2 |
0.9401 |
0.9401 |
0.9025 |
|
| R1 |
0.9183 |
0.9183 |
0.8995 |
0.9126 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9040 |
| S1 |
0.8851 |
0.8851 |
0.8934 |
0.8794 |
| S2 |
0.8737 |
0.8737 |
0.8904 |
|
| S3 |
0.8405 |
0.8519 |
0.8873 |
|
| S4 |
0.8073 |
0.8187 |
0.8782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9287 |
0.8955 |
0.0332 |
3.7% |
0.0102 |
1.1% |
3% |
False |
True |
120,673 |
| 10 |
0.9308 |
0.8955 |
0.0354 |
3.9% |
0.0089 |
1.0% |
3% |
False |
True |
111,195 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.6% |
0.0089 |
1.0% |
32% |
False |
False |
119,259 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.2% |
0.0092 |
1.0% |
38% |
False |
False |
94,863 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.8% |
0.0099 |
1.1% |
68% |
False |
False |
63,432 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.8% |
0.0090 |
1.0% |
68% |
False |
False |
47,615 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
13.2% |
0.0080 |
0.9% |
71% |
False |
False |
38,106 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
13.2% |
0.0071 |
0.8% |
71% |
False |
False |
31,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0054 |
|
2.618 |
0.9712 |
|
1.618 |
0.9503 |
|
1.000 |
0.9374 |
|
0.618 |
0.9293 |
|
HIGH |
0.9164 |
|
0.618 |
0.9084 |
|
0.500 |
0.9059 |
|
0.382 |
0.9035 |
|
LOW |
0.8955 |
|
0.618 |
0.8825 |
|
1.000 |
0.8745 |
|
1.618 |
0.8616 |
|
2.618 |
0.8406 |
|
4.250 |
0.8064 |
|
|
| Fisher Pivots for day following 22-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9059 |
0.9081 |
| PP |
0.9028 |
0.9042 |
| S1 |
0.8996 |
0.9003 |
|