CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 06-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2016 |
06-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9190 |
0.9384 |
0.0195 |
2.1% |
0.9060 |
| High |
0.9391 |
0.9398 |
0.0007 |
0.1% |
0.9391 |
| Low |
0.9165 |
0.9290 |
0.0126 |
1.4% |
0.8975 |
| Close |
0.9374 |
0.9314 |
-0.0060 |
-0.6% |
0.9374 |
| Range |
0.0226 |
0.0108 |
-0.0119 |
-52.4% |
0.0416 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
0.3% |
0.0000 |
| Volume |
237,844 |
159,901 |
-77,943 |
-32.8% |
706,422 |
|
| Daily Pivots for day following 06-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9656 |
0.9593 |
0.9373 |
|
| R3 |
0.9549 |
0.9485 |
0.9344 |
|
| R2 |
0.9441 |
0.9441 |
0.9334 |
|
| R1 |
0.9378 |
0.9378 |
0.9324 |
0.9356 |
| PP |
0.9334 |
0.9334 |
0.9334 |
0.9323 |
| S1 |
0.9270 |
0.9270 |
0.9304 |
0.9248 |
| S2 |
0.9226 |
0.9226 |
0.9294 |
|
| S3 |
0.9119 |
0.9163 |
0.9284 |
|
| S4 |
0.9011 |
0.9055 |
0.9255 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0349 |
0.9603 |
|
| R3 |
1.0078 |
0.9934 |
0.9488 |
|
| R2 |
0.9662 |
0.9662 |
0.9450 |
|
| R1 |
0.9518 |
0.9518 |
0.9412 |
0.9590 |
| PP |
0.9247 |
0.9247 |
0.9247 |
0.9283 |
| S1 |
0.9103 |
0.9103 |
0.9336 |
0.9175 |
| S2 |
0.8831 |
0.8831 |
0.9298 |
|
| S3 |
0.8416 |
0.8687 |
0.9260 |
|
| S4 |
0.8000 |
0.8272 |
0.9145 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9398 |
0.8975 |
0.0423 |
4.5% |
0.0131 |
1.4% |
80% |
True |
False |
173,264 |
| 10 |
0.9398 |
0.8975 |
0.0423 |
4.5% |
0.0103 |
1.1% |
80% |
True |
False |
133,096 |
| 20 |
0.9398 |
0.8975 |
0.0423 |
4.5% |
0.0094 |
1.0% |
80% |
True |
False |
115,363 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.8% |
0.0097 |
1.0% |
68% |
False |
False |
115,444 |
| 60 |
0.9483 |
0.8776 |
0.0707 |
7.6% |
0.0095 |
1.0% |
76% |
False |
False |
116,793 |
| 80 |
0.9483 |
0.8737 |
0.0746 |
8.0% |
0.0096 |
1.0% |
77% |
False |
False |
91,350 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0096 |
1.0% |
86% |
False |
False |
73,135 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.3% |
0.0088 |
0.9% |
87% |
False |
False |
60,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9854 |
|
2.618 |
0.9679 |
|
1.618 |
0.9571 |
|
1.000 |
0.9505 |
|
0.618 |
0.9464 |
|
HIGH |
0.9398 |
|
0.618 |
0.9356 |
|
0.500 |
0.9344 |
|
0.382 |
0.9331 |
|
LOW |
0.9290 |
|
0.618 |
0.9224 |
|
1.000 |
0.9183 |
|
1.618 |
0.9116 |
|
2.618 |
0.9009 |
|
4.250 |
0.8833 |
|
|
| Fisher Pivots for day following 06-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9344 |
0.9297 |
| PP |
0.9334 |
0.9280 |
| S1 |
0.9324 |
0.9262 |
|