CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 26-May-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2016 |
26-May-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9098 |
0.9081 |
-0.0018 |
-0.2% |
0.9210 |
| High |
0.9107 |
0.9143 |
0.0036 |
0.4% |
0.9226 |
| Low |
0.9058 |
0.9075 |
0.0018 |
0.2% |
0.9047 |
| Close |
0.9088 |
0.9117 |
0.0029 |
0.3% |
0.9076 |
| Range |
0.0049 |
0.0068 |
0.0019 |
37.8% |
0.0180 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
85,272 |
110,525 |
25,253 |
29.6% |
477,491 |
|
| Daily Pivots for day following 26-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9283 |
0.9154 |
|
| R3 |
0.9246 |
0.9215 |
0.9135 |
|
| R2 |
0.9179 |
0.9179 |
0.9129 |
|
| R1 |
0.9148 |
0.9148 |
0.9123 |
0.9163 |
| PP |
0.9111 |
0.9111 |
0.9111 |
0.9119 |
| S1 |
0.9080 |
0.9080 |
0.9110 |
0.9096 |
| S2 |
0.9044 |
0.9044 |
0.9104 |
|
| S3 |
0.8976 |
0.9013 |
0.9098 |
|
| S4 |
0.8909 |
0.8945 |
0.9079 |
|
|
| 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 |
0.9170 |
0.9047 |
0.0124 |
1.4% |
0.0070 |
0.8% |
57% |
False |
False |
91,179 |
| 10 |
0.9226 |
0.9047 |
0.0180 |
2.0% |
0.0075 |
0.8% |
39% |
False |
False |
96,826 |
| 20 |
0.9483 |
0.9047 |
0.0437 |
4.8% |
0.0086 |
0.9% |
16% |
False |
False |
101,492 |
| 40 |
0.9483 |
0.8900 |
0.0584 |
6.4% |
0.0095 |
1.0% |
37% |
False |
False |
114,950 |
| 60 |
0.9483 |
0.8761 |
0.0723 |
7.9% |
0.0091 |
1.0% |
49% |
False |
False |
105,551 |
| 80 |
0.9483 |
0.8366 |
0.1117 |
12.3% |
0.0098 |
1.1% |
67% |
False |
False |
79,448 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.5% |
0.0093 |
1.0% |
70% |
False |
False |
63,601 |
| 120 |
0.9483 |
0.8126 |
0.1358 |
14.9% |
0.0085 |
0.9% |
73% |
False |
False |
53,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9429 |
|
2.618 |
0.9319 |
|
1.618 |
0.9252 |
|
1.000 |
0.9210 |
|
0.618 |
0.9184 |
|
HIGH |
0.9143 |
|
0.618 |
0.9117 |
|
0.500 |
0.9109 |
|
0.382 |
0.9101 |
|
LOW |
0.9075 |
|
0.618 |
0.9033 |
|
1.000 |
0.9008 |
|
1.618 |
0.8966 |
|
2.618 |
0.8898 |
|
4.250 |
0.8788 |
|
|
| Fisher Pivots for day following 26-May-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9114 |
0.9115 |
| PP |
0.9111 |
0.9113 |
| S1 |
0.9109 |
0.9111 |
|