CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 04-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2016 |
04-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9407 |
0.9362 |
-0.0045 |
-0.5% |
0.8954 |
| High |
0.9483 |
0.9421 |
-0.0062 |
-0.7% |
0.9421 |
| Low |
0.9382 |
0.9323 |
-0.0060 |
-0.6% |
0.8947 |
| Close |
0.9406 |
0.9361 |
-0.0045 |
-0.5% |
0.9378 |
| Range |
0.0101 |
0.0099 |
-0.0003 |
-2.5% |
0.0474 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
110,440 |
107,067 |
-3,373 |
-3.1% |
686,060 |
|
| Daily Pivots for day following 04-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9664 |
0.9611 |
0.9415 |
|
| R3 |
0.9565 |
0.9512 |
0.9388 |
|
| R2 |
0.9467 |
0.9467 |
0.9379 |
|
| R1 |
0.9414 |
0.9414 |
0.9370 |
0.9391 |
| PP |
0.9368 |
0.9368 |
0.9368 |
0.9357 |
| S1 |
0.9315 |
0.9315 |
0.9351 |
0.9292 |
| S2 |
0.9270 |
0.9270 |
0.9342 |
|
| S3 |
0.9171 |
0.9217 |
0.9333 |
|
| S4 |
0.9073 |
0.9118 |
0.9306 |
|
|
| Weekly Pivots for week ending 29-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0671 |
1.0498 |
0.9639 |
|
| R3 |
1.0197 |
1.0024 |
0.9508 |
|
| R2 |
0.9723 |
0.9723 |
0.9465 |
|
| R1 |
0.9550 |
0.9550 |
0.9421 |
0.9637 |
| PP |
0.9249 |
0.9249 |
0.9249 |
0.9292 |
| S1 |
0.9076 |
0.9076 |
0.9335 |
0.9163 |
| S2 |
0.8775 |
0.8775 |
0.9291 |
|
| S3 |
0.8301 |
0.8602 |
0.9248 |
|
| S4 |
0.7827 |
0.8128 |
0.9117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0153 |
1.6% |
77% |
False |
False |
145,627 |
| 10 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0122 |
1.3% |
77% |
False |
False |
130,155 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0107 |
1.1% |
77% |
False |
False |
124,332 |
| 40 |
0.9483 |
0.8761 |
0.0723 |
7.7% |
0.0097 |
1.0% |
83% |
False |
False |
117,150 |
| 60 |
0.9483 |
0.8688 |
0.0796 |
8.5% |
0.0099 |
1.1% |
85% |
False |
False |
80,168 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0096 |
1.0% |
90% |
False |
False |
60,186 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.3% |
0.0087 |
0.9% |
91% |
False |
False |
48,173 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.5% |
0.0076 |
0.8% |
91% |
False |
False |
40,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9840 |
|
2.618 |
0.9679 |
|
1.618 |
0.9580 |
|
1.000 |
0.9520 |
|
0.618 |
0.9482 |
|
HIGH |
0.9421 |
|
0.618 |
0.9383 |
|
0.500 |
0.9372 |
|
0.382 |
0.9360 |
|
LOW |
0.9323 |
|
0.618 |
0.9262 |
|
1.000 |
0.9224 |
|
1.618 |
0.9163 |
|
2.618 |
0.9065 |
|
4.250 |
0.8904 |
|
|
| Fisher Pivots for day following 04-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9372 |
0.9403 |
| PP |
0.9368 |
0.9389 |
| S1 |
0.9364 |
0.9375 |
|