CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 18-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2016 |
18-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9176 |
0.9169 |
-0.0008 |
-0.1% |
0.9335 |
| High |
0.9194 |
0.9203 |
0.0010 |
0.1% |
0.9340 |
| Low |
0.9125 |
0.9072 |
-0.0054 |
-0.6% |
0.9134 |
| Close |
0.9171 |
0.9098 |
-0.0073 |
-0.8% |
0.9212 |
| Range |
0.0069 |
0.0132 |
0.0063 |
92.0% |
0.0206 |
| ATR |
0.0095 |
0.0098 |
0.0003 |
2.7% |
0.0000 |
| Volume |
104,726 |
128,262 |
23,536 |
22.5% |
498,809 |
|
| Daily Pivots for day following 18-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9519 |
0.9440 |
0.9170 |
|
| R3 |
0.9387 |
0.9308 |
0.9134 |
|
| R2 |
0.9256 |
0.9256 |
0.9122 |
|
| R1 |
0.9177 |
0.9177 |
0.9110 |
0.9150 |
| PP |
0.9124 |
0.9124 |
0.9124 |
0.9111 |
| S1 |
0.9045 |
0.9045 |
0.9085 |
0.9019 |
| S2 |
0.8993 |
0.8993 |
0.9073 |
|
| S3 |
0.8861 |
0.8914 |
0.9061 |
|
| S4 |
0.8730 |
0.8782 |
0.9025 |
|
|
| 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 |
0.9072 |
0.0175 |
1.9% |
0.0088 |
1.0% |
15% |
False |
True |
101,968 |
| 10 |
0.9404 |
0.9072 |
0.0332 |
3.6% |
0.0089 |
1.0% |
8% |
False |
True |
98,869 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0106 |
1.2% |
28% |
False |
False |
114,512 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.4% |
0.0094 |
1.0% |
43% |
False |
False |
113,833 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
8.0% |
0.0095 |
1.0% |
47% |
False |
False |
96,540 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.6% |
0.0099 |
1.1% |
69% |
False |
False |
72,520 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.6% |
0.0091 |
1.0% |
69% |
False |
False |
58,049 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.9% |
0.0082 |
0.9% |
72% |
False |
False |
48,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9762 |
|
2.618 |
0.9547 |
|
1.618 |
0.9416 |
|
1.000 |
0.9335 |
|
0.618 |
0.9284 |
|
HIGH |
0.9203 |
|
0.618 |
0.9153 |
|
0.500 |
0.9137 |
|
0.382 |
0.9122 |
|
LOW |
0.9072 |
|
0.618 |
0.8990 |
|
1.000 |
0.8940 |
|
1.618 |
0.8859 |
|
2.618 |
0.8727 |
|
4.250 |
0.8513 |
|
|
| Fisher Pivots for day following 18-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9137 |
0.9149 |
| PP |
0.9124 |
0.9132 |
| S1 |
0.9111 |
0.9115 |
|