CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 24-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9086 |
0.9159 |
0.0073 |
0.8% |
0.9210 |
| High |
0.9170 |
0.9164 |
-0.0006 |
-0.1% |
0.9226 |
| Low |
0.9076 |
0.9084 |
0.0009 |
0.1% |
0.9047 |
| Close |
0.9161 |
0.9098 |
-0.0063 |
-0.7% |
0.9076 |
| Range |
0.0095 |
0.0080 |
-0.0015 |
-15.3% |
0.0180 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
100,229 |
80,292 |
-19,937 |
-19.9% |
477,491 |
|
| Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9307 |
0.9142 |
|
| R3 |
0.9275 |
0.9227 |
0.9120 |
|
| R2 |
0.9195 |
0.9195 |
0.9113 |
|
| R1 |
0.9147 |
0.9147 |
0.9105 |
0.9131 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9108 |
| S1 |
0.9067 |
0.9067 |
0.9091 |
0.9051 |
| S2 |
0.9035 |
0.9035 |
0.9083 |
|
| S3 |
0.8955 |
0.8987 |
0.9076 |
|
| S4 |
0.8875 |
0.8907 |
0.9054 |
|
|
| 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 |
0.9203 |
0.9047 |
0.0157 |
1.7% |
0.0085 |
0.9% |
33% |
False |
False |
97,612 |
| 10 |
0.9247 |
0.9047 |
0.0200 |
2.2% |
0.0082 |
0.9% |
26% |
False |
False |
95,445 |
| 20 |
0.9483 |
0.8947 |
0.0536 |
5.9% |
0.0100 |
1.1% |
28% |
False |
False |
108,263 |
| 40 |
0.9483 |
0.8882 |
0.0602 |
6.6% |
0.0095 |
1.0% |
36% |
False |
False |
114,579 |
| 60 |
0.9483 |
0.8756 |
0.0728 |
8.0% |
0.0094 |
1.0% |
47% |
False |
False |
102,393 |
| 80 |
0.9483 |
0.8271 |
0.1212 |
13.3% |
0.0098 |
1.1% |
68% |
False |
False |
77,005 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.6% |
0.0093 |
1.0% |
69% |
False |
False |
61,644 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.9% |
0.0084 |
0.9% |
72% |
False |
False |
51,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9504 |
|
2.618 |
0.9373 |
|
1.618 |
0.9293 |
|
1.000 |
0.9244 |
|
0.618 |
0.9213 |
|
HIGH |
0.9164 |
|
0.618 |
0.9133 |
|
0.500 |
0.9124 |
|
0.382 |
0.9115 |
|
LOW |
0.9084 |
|
0.618 |
0.9035 |
|
1.000 |
0.9004 |
|
1.618 |
0.8955 |
|
2.618 |
0.8875 |
|
4.250 |
0.8744 |
|
|
| Fisher Pivots for day following 24-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9124 |
0.9108 |
| PP |
0.9115 |
0.9105 |
| S1 |
0.9107 |
0.9101 |
|