CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 25-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2016 |
25-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9149 |
0.8954 |
-0.0195 |
-2.1% |
0.9258 |
| High |
0.9164 |
0.9033 |
-0.0131 |
-1.4% |
0.9287 |
| Low |
0.8955 |
0.8953 |
-0.0002 |
0.0% |
0.8955 |
| Close |
0.8965 |
0.8996 |
0.0031 |
0.3% |
0.8965 |
| Range |
0.0210 |
0.0080 |
-0.0130 |
-61.8% |
0.0332 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
183,212 |
104,750 |
-78,462 |
-42.8% |
603,366 |
|
| Daily Pivots for day following 25-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9234 |
0.9195 |
0.9040 |
|
| R3 |
0.9154 |
0.9115 |
0.9018 |
|
| R2 |
0.9074 |
0.9074 |
0.9010 |
|
| R1 |
0.9035 |
0.9035 |
0.9003 |
0.9054 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.9004 |
| S1 |
0.8955 |
0.8955 |
0.8988 |
0.8974 |
| S2 |
0.8914 |
0.8914 |
0.8981 |
|
| S3 |
0.8834 |
0.8875 |
0.8974 |
|
| S4 |
0.8754 |
0.8795 |
0.8952 |
|
|
| 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 |
0.9207 |
0.8953 |
0.0254 |
2.8% |
0.0098 |
1.1% |
17% |
False |
True |
119,518 |
| 10 |
0.9287 |
0.8953 |
0.0334 |
3.7% |
0.0090 |
1.0% |
13% |
False |
True |
110,288 |
| 20 |
0.9308 |
0.8806 |
0.0503 |
5.6% |
0.0091 |
1.0% |
38% |
False |
False |
122,074 |
| 40 |
0.9308 |
0.8756 |
0.0553 |
6.1% |
0.0091 |
1.0% |
43% |
False |
False |
97,431 |
| 60 |
0.9308 |
0.8250 |
0.1058 |
11.8% |
0.0100 |
1.1% |
70% |
False |
False |
65,176 |
| 80 |
0.9308 |
0.8250 |
0.1058 |
11.8% |
0.0090 |
1.0% |
70% |
False |
False |
48,924 |
| 100 |
0.9308 |
0.8126 |
0.1183 |
13.1% |
0.0081 |
0.9% |
74% |
False |
False |
39,154 |
| 120 |
0.9308 |
0.8126 |
0.1183 |
13.1% |
0.0071 |
0.8% |
74% |
False |
False |
32,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9373 |
|
2.618 |
0.9242 |
|
1.618 |
0.9162 |
|
1.000 |
0.9113 |
|
0.618 |
0.9082 |
|
HIGH |
0.9033 |
|
0.618 |
0.9002 |
|
0.500 |
0.8993 |
|
0.382 |
0.8984 |
|
LOW |
0.8953 |
|
0.618 |
0.8904 |
|
1.000 |
0.8873 |
|
1.618 |
0.8824 |
|
2.618 |
0.8744 |
|
4.250 |
0.8613 |
|
|
| Fisher Pivots for day following 25-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8995 |
0.9059 |
| PP |
0.8994 |
0.9038 |
| S1 |
0.8993 |
0.9017 |
|