CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 10-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2016 |
10-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9335 |
0.9229 |
-0.0107 |
-1.1% |
0.9410 |
| High |
0.9340 |
0.9243 |
-0.0097 |
-1.0% |
0.9483 |
| Low |
0.9215 |
0.9151 |
-0.0064 |
-0.7% |
0.9310 |
| Close |
0.9226 |
0.9157 |
-0.0070 |
-0.8% |
0.9342 |
| Range |
0.0125 |
0.0092 |
-0.0033 |
-26.4% |
0.0173 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
102,447 |
99,915 |
-2,532 |
-2.5% |
512,505 |
|
| Daily Pivots for day following 10-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9460 |
0.9400 |
0.9207 |
|
| R3 |
0.9368 |
0.9308 |
0.9182 |
|
| R2 |
0.9276 |
0.9276 |
0.9173 |
|
| R1 |
0.9216 |
0.9216 |
0.9165 |
0.9200 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9175 |
| S1 |
0.9124 |
0.9124 |
0.9148 |
0.9108 |
| S2 |
0.9092 |
0.9092 |
0.9140 |
|
| S3 |
0.9000 |
0.9032 |
0.9131 |
|
| S4 |
0.8908 |
0.8940 |
0.9106 |
|
|
| 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 |
0.9421 |
0.9151 |
0.0270 |
2.9% |
0.0093 |
1.0% |
2% |
False |
True |
100,220 |
| 10 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0119 |
1.3% |
39% |
False |
False |
121,081 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0103 |
1.1% |
39% |
False |
False |
114,732 |
| 40 |
0.9483 |
0.8776 |
0.0707 |
7.7% |
0.0097 |
1.1% |
54% |
False |
False |
117,669 |
| 60 |
0.9483 |
0.8737 |
0.0746 |
8.1% |
0.0095 |
1.0% |
56% |
False |
False |
86,698 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0098 |
1.1% |
74% |
False |
False |
65,103 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.6% |
0.0088 |
1.0% |
76% |
False |
False |
52,112 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.8% |
0.0078 |
0.9% |
76% |
False |
False |
43,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9634 |
|
2.618 |
0.9484 |
|
1.618 |
0.9392 |
|
1.000 |
0.9335 |
|
0.618 |
0.9300 |
|
HIGH |
0.9243 |
|
0.618 |
0.9208 |
|
0.500 |
0.9197 |
|
0.382 |
0.9186 |
|
LOW |
0.9151 |
|
0.618 |
0.9094 |
|
1.000 |
0.9059 |
|
1.618 |
0.9002 |
|
2.618 |
0.8910 |
|
4.250 |
0.8760 |
|
|
| Fisher Pivots for day following 10-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9197 |
0.9277 |
| PP |
0.9184 |
0.9237 |
| S1 |
0.9170 |
0.9197 |
|