CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 19-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2016 |
19-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9169 |
0.9082 |
-0.0087 |
-0.9% |
0.9335 |
| High |
0.9203 |
0.9120 |
-0.0084 |
-0.9% |
0.9340 |
| Low |
0.9072 |
0.9064 |
-0.0008 |
-0.1% |
0.9134 |
| Close |
0.9098 |
0.9103 |
0.0006 |
0.1% |
0.9212 |
| Range |
0.0132 |
0.0056 |
-0.0076 |
-57.4% |
0.0206 |
| ATR |
0.0098 |
0.0095 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
128,262 |
99,700 |
-28,562 |
-22.3% |
498,809 |
|
| Daily Pivots for day following 19-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9263 |
0.9239 |
0.9134 |
|
| R3 |
0.9207 |
0.9183 |
0.9118 |
|
| R2 |
0.9151 |
0.9151 |
0.9113 |
|
| R1 |
0.9127 |
0.9127 |
0.9108 |
0.9139 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9101 |
| S1 |
0.9071 |
0.9071 |
0.9098 |
0.9083 |
| S2 |
0.9039 |
0.9039 |
0.9093 |
|
| S3 |
0.8983 |
0.9015 |
0.9088 |
|
| S4 |
0.8927 |
0.8959 |
0.9072 |
|
|
| 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 |
0.9226 |
0.9064 |
0.0163 |
1.8% |
0.0080 |
0.9% |
24% |
False |
True |
102,473 |
| 10 |
0.9404 |
0.9064 |
0.0340 |
3.7% |
0.0088 |
1.0% |
12% |
False |
True |
101,492 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0106 |
1.2% |
29% |
False |
False |
113,924 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.4% |
0.0094 |
1.0% |
44% |
False |
False |
114,058 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
8.0% |
0.0095 |
1.0% |
48% |
False |
False |
98,187 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0099 |
1.1% |
69% |
False |
False |
73,766 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0091 |
1.0% |
69% |
False |
False |
59,045 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.9% |
0.0083 |
0.9% |
72% |
False |
False |
49,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9358 |
|
2.618 |
0.9266 |
|
1.618 |
0.9210 |
|
1.000 |
0.9176 |
|
0.618 |
0.9154 |
|
HIGH |
0.9120 |
|
0.618 |
0.9098 |
|
0.500 |
0.9092 |
|
0.382 |
0.9085 |
|
LOW |
0.9064 |
|
0.618 |
0.9029 |
|
1.000 |
0.9008 |
|
1.618 |
0.8973 |
|
2.618 |
0.8917 |
|
4.250 |
0.8826 |
|
|
| Fisher Pivots for day following 19-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9099 |
0.9133 |
| PP |
0.9095 |
0.9123 |
| S1 |
0.9092 |
0.9113 |
|