CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 08-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9298 |
0.9317 |
0.0019 |
0.2% |
0.9060 |
| High |
0.9333 |
0.9383 |
0.0050 |
0.5% |
0.9391 |
| Low |
0.9269 |
0.9313 |
0.0045 |
0.5% |
0.8975 |
| Close |
0.9321 |
0.9351 |
0.0030 |
0.3% |
0.9374 |
| Range |
0.0065 |
0.0070 |
0.0006 |
8.5% |
0.0416 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
123,445 |
147,639 |
24,194 |
19.6% |
706,422 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9559 |
0.9525 |
0.9389 |
|
| R3 |
0.9489 |
0.9455 |
0.9370 |
|
| R2 |
0.9419 |
0.9419 |
0.9363 |
|
| R1 |
0.9385 |
0.9385 |
0.9357 |
0.9402 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9357 |
| S1 |
0.9315 |
0.9315 |
0.9344 |
0.9332 |
| S2 |
0.9279 |
0.9279 |
0.9338 |
|
| S3 |
0.9209 |
0.9245 |
0.9331 |
|
| S4 |
0.9139 |
0.9175 |
0.9312 |
|
|
| 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 |
0.9127 |
0.0271 |
2.9% |
0.0112 |
1.2% |
83% |
False |
False |
159,284 |
| 10 |
0.9398 |
0.8975 |
0.0423 |
4.5% |
0.0099 |
1.1% |
89% |
False |
False |
142,152 |
| 20 |
0.9398 |
0.8975 |
0.0423 |
4.5% |
0.0090 |
1.0% |
89% |
False |
False |
118,799 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0097 |
1.0% |
75% |
False |
False |
116,765 |
| 60 |
0.9483 |
0.8776 |
0.0707 |
7.6% |
0.0095 |
1.0% |
81% |
False |
False |
118,046 |
| 80 |
0.9483 |
0.8737 |
0.0746 |
8.0% |
0.0094 |
1.0% |
82% |
False |
False |
94,723 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.2% |
0.0097 |
1.0% |
89% |
False |
False |
75,842 |
| 120 |
0.9483 |
0.8149 |
0.1334 |
14.3% |
0.0089 |
0.9% |
90% |
False |
False |
63,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9681 |
|
2.618 |
0.9566 |
|
1.618 |
0.9496 |
|
1.000 |
0.9453 |
|
0.618 |
0.9426 |
|
HIGH |
0.9383 |
|
0.618 |
0.9356 |
|
0.500 |
0.9348 |
|
0.382 |
0.9340 |
|
LOW |
0.9313 |
|
0.618 |
0.9270 |
|
1.000 |
0.9243 |
|
1.618 |
0.9200 |
|
2.618 |
0.9130 |
|
4.250 |
0.9016 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9350 |
0.9345 |
| PP |
0.9349 |
0.9339 |
| S1 |
0.9348 |
0.9333 |
|