CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 13-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2016 |
13-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9229 |
0.9179 |
-0.0050 |
-0.5% |
0.9335 |
| High |
0.9247 |
0.9222 |
-0.0025 |
-0.3% |
0.9340 |
| Low |
0.9147 |
0.9134 |
-0.0013 |
-0.1% |
0.9134 |
| Close |
0.9170 |
0.9212 |
0.0042 |
0.5% |
0.9212 |
| Range |
0.0100 |
0.0088 |
-0.0012 |
-12.0% |
0.0206 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
97,177 |
114,455 |
17,278 |
17.8% |
498,809 |
|
| Daily Pivots for day following 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9453 |
0.9421 |
0.9260 |
|
| R3 |
0.9365 |
0.9333 |
0.9236 |
|
| R2 |
0.9277 |
0.9277 |
0.9228 |
|
| R1 |
0.9245 |
0.9245 |
0.9220 |
0.9261 |
| PP |
0.9189 |
0.9189 |
0.9189 |
0.9197 |
| S1 |
0.9157 |
0.9157 |
0.9204 |
0.9173 |
| S2 |
0.9101 |
0.9101 |
0.9196 |
|
| S3 |
0.9013 |
0.9069 |
0.9188 |
|
| S4 |
0.8925 |
0.8981 |
0.9164 |
|
|
| Weekly Pivots for week ending 13-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9846 |
0.9735 |
0.9325 |
|
| R3 |
0.9640 |
0.9529 |
0.9269 |
|
| R2 |
0.9434 |
0.9434 |
0.9250 |
|
| R1 |
0.9323 |
0.9323 |
0.9231 |
0.9276 |
| PP |
0.9228 |
0.9228 |
0.9228 |
0.9205 |
| S1 |
0.9117 |
0.9117 |
0.9193 |
0.9070 |
| S2 |
0.9022 |
0.9022 |
0.9174 |
|
| S3 |
0.8816 |
0.8911 |
0.9155 |
|
| S4 |
0.8610 |
0.8705 |
0.9099 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9340 |
0.9134 |
0.0206 |
2.2% |
0.0098 |
1.1% |
38% |
False |
True |
99,761 |
| 10 |
0.9483 |
0.9134 |
0.0350 |
3.8% |
0.0090 |
1.0% |
22% |
False |
True |
101,131 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0106 |
1.1% |
49% |
False |
False |
115,037 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.4% |
0.0093 |
1.0% |
60% |
False |
False |
113,246 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
7.9% |
0.0095 |
1.0% |
63% |
False |
False |
91,606 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0098 |
1.1% |
78% |
False |
False |
68,801 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0089 |
1.0% |
78% |
False |
False |
55,067 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.7% |
0.0080 |
0.9% |
80% |
False |
False |
45,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9596 |
|
2.618 |
0.9452 |
|
1.618 |
0.9364 |
|
1.000 |
0.9310 |
|
0.618 |
0.9276 |
|
HIGH |
0.9222 |
|
0.618 |
0.9188 |
|
0.500 |
0.9178 |
|
0.382 |
0.9167 |
|
LOW |
0.9134 |
|
0.618 |
0.9079 |
|
1.000 |
0.9046 |
|
1.618 |
0.8991 |
|
2.618 |
0.8903 |
|
4.250 |
0.8760 |
|
|
| Fisher Pivots for day following 13-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9201 |
0.9205 |
| PP |
0.9189 |
0.9197 |
| S1 |
0.9178 |
0.9190 |
|