CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 11-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2016 |
11-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9229 |
0.9153 |
-0.0076 |
-0.8% |
0.9410 |
| High |
0.9243 |
0.9235 |
-0.0008 |
-0.1% |
0.9483 |
| Low |
0.9151 |
0.9152 |
0.0001 |
0.0% |
0.9310 |
| Close |
0.9157 |
0.9227 |
0.0070 |
0.8% |
0.9342 |
| Range |
0.0092 |
0.0083 |
-0.0009 |
-9.8% |
0.0173 |
| ATR |
0.0103 |
0.0101 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
99,915 |
84,815 |
-15,100 |
-15.1% |
512,505 |
|
| Daily Pivots for day following 11-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9454 |
0.9423 |
0.9272 |
|
| R3 |
0.9371 |
0.9340 |
0.9249 |
|
| R2 |
0.9288 |
0.9288 |
0.9242 |
|
| R1 |
0.9257 |
0.9257 |
0.9234 |
0.9272 |
| PP |
0.9205 |
0.9205 |
0.9205 |
0.9212 |
| S1 |
0.9174 |
0.9174 |
0.9219 |
0.9189 |
| S2 |
0.9122 |
0.9122 |
0.9211 |
|
| S3 |
0.9039 |
0.9091 |
0.9204 |
|
| S4 |
0.8956 |
0.9008 |
0.9181 |
|
|
| 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 |
0.9404 |
0.9151 |
0.0253 |
2.7% |
0.0090 |
1.0% |
30% |
False |
False |
95,769 |
| 10 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0121 |
1.3% |
52% |
False |
False |
120,698 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0104 |
1.1% |
52% |
False |
False |
113,960 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.3% |
0.0096 |
1.0% |
62% |
False |
False |
116,568 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
7.9% |
0.0095 |
1.0% |
65% |
False |
False |
88,092 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0098 |
1.1% |
79% |
False |
False |
66,161 |
| 100 |
0.9483 |
0.8149 |
0.1334 |
14.5% |
0.0089 |
1.0% |
81% |
False |
False |
52,960 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.7% |
0.0079 |
0.9% |
81% |
False |
False |
44,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9588 |
|
2.618 |
0.9452 |
|
1.618 |
0.9369 |
|
1.000 |
0.9318 |
|
0.618 |
0.9286 |
|
HIGH |
0.9235 |
|
0.618 |
0.9203 |
|
0.500 |
0.9194 |
|
0.382 |
0.9184 |
|
LOW |
0.9152 |
|
0.618 |
0.9101 |
|
1.000 |
0.9069 |
|
1.618 |
0.9018 |
|
2.618 |
0.8935 |
|
4.250 |
0.8799 |
|
|
| Fisher Pivots for day following 11-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9216 |
0.9245 |
| PP |
0.9205 |
0.9239 |
| S1 |
0.9194 |
0.9233 |
|