CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 02-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9032 |
0.9135 |
0.0103 |
1.1% |
0.9086 |
| High |
0.9172 |
0.9217 |
0.0045 |
0.5% |
0.9170 |
| Low |
0.9025 |
0.9127 |
0.0103 |
1.1% |
0.9057 |
| Close |
0.9129 |
0.9185 |
0.0057 |
0.6% |
0.9102 |
| Range |
0.0148 |
0.0090 |
-0.0058 |
-39.3% |
0.0113 |
| ATR |
0.0094 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
171,319 |
127,594 |
-43,725 |
-25.5% |
464,641 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9445 |
0.9404 |
0.9234 |
|
| R3 |
0.9355 |
0.9315 |
0.9210 |
|
| R2 |
0.9266 |
0.9266 |
0.9201 |
|
| R1 |
0.9225 |
0.9225 |
0.9193 |
0.9246 |
| PP |
0.9176 |
0.9176 |
0.9176 |
0.9186 |
| S1 |
0.9136 |
0.9136 |
0.9177 |
0.9156 |
| S2 |
0.9087 |
0.9087 |
0.9169 |
|
| S3 |
0.8997 |
0.9046 |
0.9160 |
|
| S4 |
0.8908 |
0.8957 |
0.9136 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9449 |
0.9388 |
0.9164 |
|
| R3 |
0.9336 |
0.9275 |
0.9133 |
|
| R2 |
0.9223 |
0.9223 |
0.9122 |
|
| R1 |
0.9162 |
0.9162 |
0.9112 |
0.9192 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9125 |
| S1 |
0.9049 |
0.9049 |
0.9091 |
0.9079 |
| S2 |
0.8997 |
0.8997 |
0.9081 |
|
| S3 |
0.8884 |
0.8936 |
0.9070 |
|
| S4 |
0.8771 |
0.8823 |
0.9039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9217 |
0.8975 |
0.0242 |
2.6% |
0.0094 |
1.0% |
87% |
True |
False |
133,485 |
| 10 |
0.9217 |
0.8975 |
0.0242 |
2.6% |
0.0081 |
0.9% |
87% |
True |
False |
111,249 |
| 20 |
0.9404 |
0.8975 |
0.0429 |
4.7% |
0.0085 |
0.9% |
49% |
False |
False |
105,059 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0096 |
1.0% |
44% |
False |
False |
114,695 |
| 60 |
0.9483 |
0.8761 |
0.0723 |
7.9% |
0.0093 |
1.0% |
59% |
False |
False |
113,120 |
| 80 |
0.9483 |
0.8688 |
0.0796 |
8.7% |
0.0096 |
1.0% |
63% |
False |
False |
86,391 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.4% |
0.0094 |
1.0% |
76% |
False |
False |
69,161 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.5% |
0.0087 |
0.9% |
78% |
False |
False |
57,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9597 |
|
2.618 |
0.9451 |
|
1.618 |
0.9361 |
|
1.000 |
0.9306 |
|
0.618 |
0.9272 |
|
HIGH |
0.9217 |
|
0.618 |
0.9182 |
|
0.500 |
0.9172 |
|
0.382 |
0.9161 |
|
LOW |
0.9127 |
|
0.618 |
0.9072 |
|
1.000 |
0.9038 |
|
1.618 |
0.8982 |
|
2.618 |
0.8893 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9181 |
0.9155 |
| PP |
0.9176 |
0.9126 |
| S1 |
0.9172 |
0.9096 |
|