CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 17-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2016 |
17-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9210 |
0.9176 |
-0.0034 |
-0.4% |
0.9335 |
| High |
0.9226 |
0.9194 |
-0.0033 |
-0.4% |
0.9340 |
| Low |
0.9173 |
0.9125 |
-0.0048 |
-0.5% |
0.9134 |
| Close |
0.9182 |
0.9171 |
-0.0012 |
-0.1% |
0.9212 |
| Range |
0.0054 |
0.0069 |
0.0015 |
28.0% |
0.0206 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
65,223 |
104,726 |
39,503 |
60.6% |
498,809 |
|
| Daily Pivots for day following 17-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9369 |
0.9338 |
0.9208 |
|
| R3 |
0.9300 |
0.9270 |
0.9189 |
|
| R2 |
0.9232 |
0.9232 |
0.9183 |
|
| R1 |
0.9201 |
0.9201 |
0.9177 |
0.9182 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9154 |
| S1 |
0.9133 |
0.9133 |
0.9164 |
0.9114 |
| S2 |
0.9095 |
0.9095 |
0.9158 |
|
| S3 |
0.9026 |
0.9064 |
0.9152 |
|
| S4 |
0.8958 |
0.8996 |
0.9133 |
|
|
| 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 |
0.9247 |
0.9125 |
0.0122 |
1.3% |
0.0079 |
0.9% |
37% |
False |
True |
93,279 |
| 10 |
0.9421 |
0.9125 |
0.0296 |
3.2% |
0.0086 |
0.9% |
15% |
False |
True |
96,749 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0104 |
1.1% |
42% |
False |
False |
112,859 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.4% |
0.0093 |
1.0% |
54% |
False |
False |
113,392 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
7.9% |
0.0095 |
1.0% |
57% |
False |
False |
94,417 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0098 |
1.1% |
75% |
False |
False |
70,919 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0089 |
1.0% |
75% |
False |
False |
56,766 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.8% |
0.0081 |
0.9% |
77% |
False |
False |
47,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9485 |
|
2.618 |
0.9373 |
|
1.618 |
0.9304 |
|
1.000 |
0.9262 |
|
0.618 |
0.9236 |
|
HIGH |
0.9194 |
|
0.618 |
0.9167 |
|
0.500 |
0.9159 |
|
0.382 |
0.9151 |
|
LOW |
0.9125 |
|
0.618 |
0.9083 |
|
1.000 |
0.9057 |
|
1.618 |
0.9014 |
|
2.618 |
0.8946 |
|
4.250 |
0.8834 |
|
|
| Fisher Pivots for day following 17-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9167 |
0.9176 |
| PP |
0.9163 |
0.9174 |
| S1 |
0.9159 |
0.9172 |
|