CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 06-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2016 |
06-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9353 |
0.9329 |
-0.0024 |
-0.3% |
0.9410 |
| High |
0.9372 |
0.9404 |
0.0032 |
0.3% |
0.9483 |
| Low |
0.9310 |
0.9317 |
0.0007 |
0.1% |
0.9310 |
| Close |
0.9332 |
0.9342 |
0.0010 |
0.1% |
0.9342 |
| Range |
0.0062 |
0.0087 |
0.0025 |
40.7% |
0.0173 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
73,467 |
118,205 |
44,738 |
60.9% |
512,505 |
|
| Daily Pivots for day following 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9564 |
0.9390 |
|
| R3 |
0.9527 |
0.9478 |
0.9366 |
|
| R2 |
0.9441 |
0.9441 |
0.9358 |
|
| R1 |
0.9391 |
0.9391 |
0.9350 |
0.9416 |
| PP |
0.9354 |
0.9354 |
0.9354 |
0.9367 |
| S1 |
0.9305 |
0.9305 |
0.9334 |
0.9330 |
| S2 |
0.9268 |
0.9268 |
0.9326 |
|
| S3 |
0.9181 |
0.9218 |
0.9318 |
|
| S4 |
0.9095 |
0.9132 |
0.9294 |
|
|
| Weekly Pivots for week ending 06-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9793 |
0.9437 |
|
| R3 |
0.9724 |
0.9620 |
0.9390 |
|
| R2 |
0.9551 |
0.9551 |
0.9374 |
|
| R1 |
0.9447 |
0.9447 |
0.9358 |
0.9413 |
| PP |
0.9378 |
0.9378 |
0.9378 |
0.9361 |
| S1 |
0.9274 |
0.9274 |
0.9326 |
0.9240 |
| S2 |
0.9205 |
0.9205 |
0.9310 |
|
| S3 |
0.9032 |
0.9101 |
0.9294 |
|
| S4 |
0.8859 |
0.8928 |
0.9247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9483 |
0.9310 |
0.0173 |
1.9% |
0.0082 |
0.9% |
18% |
False |
False |
102,501 |
| 10 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0111 |
1.2% |
74% |
False |
False |
119,856 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0100 |
1.1% |
74% |
False |
False |
115,525 |
| 40 |
0.9483 |
0.8776 |
0.0707 |
7.6% |
0.0095 |
1.0% |
80% |
False |
False |
117,509 |
| 60 |
0.9483 |
0.8737 |
0.0746 |
8.0% |
0.0097 |
1.0% |
81% |
False |
False |
83,346 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0097 |
1.0% |
89% |
False |
False |
62,579 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.3% |
0.0087 |
0.9% |
89% |
False |
False |
50,089 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.5% |
0.0077 |
0.8% |
90% |
False |
False |
41,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9771 |
|
2.618 |
0.9630 |
|
1.618 |
0.9543 |
|
1.000 |
0.9490 |
|
0.618 |
0.9457 |
|
HIGH |
0.9404 |
|
0.618 |
0.9370 |
|
0.500 |
0.9360 |
|
0.382 |
0.9350 |
|
LOW |
0.9317 |
|
0.618 |
0.9264 |
|
1.000 |
0.9231 |
|
1.618 |
0.9177 |
|
2.618 |
0.9091 |
|
4.250 |
0.8949 |
|
|
| Fisher Pivots for day following 06-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9360 |
0.9366 |
| PP |
0.9354 |
0.9358 |
| S1 |
0.9348 |
0.9350 |
|