CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 20-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2016 |
20-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9082 |
0.9100 |
0.0018 |
0.2% |
0.9210 |
| High |
0.9120 |
0.9107 |
-0.0013 |
-0.1% |
0.9226 |
| Low |
0.9064 |
0.9047 |
-0.0017 |
-0.2% |
0.9047 |
| Close |
0.9103 |
0.9076 |
-0.0028 |
-0.3% |
0.9076 |
| Range |
0.0056 |
0.0061 |
0.0005 |
8.0% |
0.0180 |
| ATR |
0.0095 |
0.0092 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
99,700 |
79,580 |
-20,120 |
-20.2% |
477,491 |
|
| Daily Pivots for day following 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9227 |
0.9109 |
|
| R3 |
0.9197 |
0.9167 |
0.9092 |
|
| R2 |
0.9137 |
0.9137 |
0.9087 |
|
| R1 |
0.9106 |
0.9106 |
0.9081 |
0.9091 |
| PP |
0.9076 |
0.9076 |
0.9076 |
0.9069 |
| S1 |
0.9046 |
0.9046 |
0.9070 |
0.9031 |
| S2 |
0.9016 |
0.9016 |
0.9064 |
|
| S3 |
0.8955 |
0.8985 |
0.9059 |
|
| S4 |
0.8895 |
0.8925 |
0.9042 |
|
|
| Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9545 |
0.9174 |
|
| R3 |
0.9475 |
0.9365 |
0.9125 |
|
| R2 |
0.9296 |
0.9296 |
0.9108 |
|
| R1 |
0.9186 |
0.9186 |
0.9092 |
0.9151 |
| PP |
0.9116 |
0.9116 |
0.9116 |
0.9099 |
| S1 |
0.9006 |
0.9006 |
0.9059 |
0.8971 |
| S2 |
0.8937 |
0.8937 |
0.9043 |
|
| S3 |
0.8757 |
0.8827 |
0.9026 |
|
| S4 |
0.8578 |
0.8647 |
0.8977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9226 |
0.9047 |
0.0180 |
2.0% |
0.0074 |
0.8% |
16% |
False |
True |
95,498 |
| 10 |
0.9340 |
0.9047 |
0.0293 |
3.2% |
0.0086 |
0.9% |
10% |
False |
True |
97,630 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0099 |
1.1% |
24% |
False |
False |
108,743 |
| 40 |
0.9483 |
0.8806 |
0.0678 |
7.5% |
0.0094 |
1.0% |
40% |
False |
False |
114,001 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
8.0% |
0.0094 |
1.0% |
44% |
False |
False |
99,490 |
| 80 |
0.9483 |
0.8250 |
0.1233 |
13.6% |
0.0099 |
1.1% |
67% |
False |
False |
74,760 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.6% |
0.0091 |
1.0% |
67% |
False |
False |
59,841 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
15.0% |
0.0083 |
0.9% |
70% |
False |
False |
49,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9364 |
|
2.618 |
0.9265 |
|
1.618 |
0.9205 |
|
1.000 |
0.9168 |
|
0.618 |
0.9144 |
|
HIGH |
0.9107 |
|
0.618 |
0.9084 |
|
0.500 |
0.9077 |
|
0.382 |
0.9070 |
|
LOW |
0.9047 |
|
0.618 |
0.9009 |
|
1.000 |
0.8986 |
|
1.618 |
0.8949 |
|
2.618 |
0.8888 |
|
4.250 |
0.8789 |
|
|
| Fisher Pivots for day following 20-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9077 |
0.9125 |
| PP |
0.9076 |
0.9108 |
| S1 |
0.9076 |
0.9092 |
|