CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 13-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9348 |
0.9366 |
0.0018 |
0.2% |
0.9384 |
| High |
0.9385 |
0.9455 |
0.0070 |
0.7% |
0.9412 |
| Low |
0.9322 |
0.9359 |
0.0037 |
0.4% |
0.9269 |
| Close |
0.9366 |
0.9396 |
0.0030 |
0.3% |
0.9366 |
| Range |
0.0063 |
0.0096 |
0.0033 |
52.4% |
0.0143 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.1% |
0.0000 |
| Volume |
43,990 |
3,738 |
-40,252 |
-91.5% |
618,425 |
|
| Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9691 |
0.9639 |
0.9448 |
|
| R3 |
0.9595 |
0.9543 |
0.9422 |
|
| R2 |
0.9499 |
0.9499 |
0.9413 |
|
| R1 |
0.9447 |
0.9447 |
0.9404 |
0.9473 |
| PP |
0.9403 |
0.9403 |
0.9403 |
0.9416 |
| S1 |
0.9351 |
0.9351 |
0.9387 |
0.9377 |
| S2 |
0.9307 |
0.9307 |
0.9378 |
|
| S3 |
0.9211 |
0.9255 |
0.9369 |
|
| S4 |
0.9115 |
0.9159 |
0.9343 |
|
|
| Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9778 |
0.9715 |
0.9444 |
|
| R3 |
0.9635 |
0.9572 |
0.9405 |
|
| R2 |
0.9492 |
0.9492 |
0.9392 |
|
| R1 |
0.9429 |
0.9429 |
0.9379 |
0.9389 |
| PP |
0.9349 |
0.9349 |
0.9349 |
0.9329 |
| S1 |
0.9286 |
0.9286 |
0.9352 |
0.9246 |
| S2 |
0.9206 |
0.9206 |
0.9339 |
|
| S3 |
0.9063 |
0.9143 |
0.9326 |
|
| S4 |
0.8920 |
0.9000 |
0.9287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9455 |
0.9269 |
0.0187 |
2.0% |
0.0075 |
0.8% |
68% |
True |
False |
92,452 |
| 10 |
0.9455 |
0.8975 |
0.0480 |
5.1% |
0.0103 |
1.1% |
88% |
True |
False |
132,858 |
| 20 |
0.9455 |
0.8975 |
0.0480 |
5.1% |
0.0089 |
0.9% |
88% |
True |
False |
113,535 |
| 40 |
0.9483 |
0.8947 |
0.0536 |
5.7% |
0.0097 |
1.0% |
84% |
False |
False |
114,286 |
| 60 |
0.9483 |
0.8806 |
0.0678 |
7.2% |
0.0092 |
1.0% |
87% |
False |
False |
113,343 |
| 80 |
0.9483 |
0.8756 |
0.0728 |
7.7% |
0.0093 |
1.0% |
88% |
False |
False |
97,088 |
| 100 |
0.9483 |
0.8250 |
0.1233 |
13.1% |
0.0096 |
1.0% |
93% |
False |
False |
77,748 |
| 120 |
0.9483 |
0.8250 |
0.1233 |
13.1% |
0.0089 |
0.9% |
93% |
False |
False |
64,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9863 |
|
2.618 |
0.9706 |
|
1.618 |
0.9610 |
|
1.000 |
0.9551 |
|
0.618 |
0.9514 |
|
HIGH |
0.9455 |
|
0.618 |
0.9418 |
|
0.500 |
0.9407 |
|
0.382 |
0.9396 |
|
LOW |
0.9359 |
|
0.618 |
0.9300 |
|
1.000 |
0.9263 |
|
1.618 |
0.9204 |
|
2.618 |
0.9108 |
|
4.250 |
0.8951 |
|
|
| Fisher Pivots for day following 13-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9407 |
0.9393 |
| PP |
0.9403 |
0.9391 |
| S1 |
0.9399 |
0.9389 |
|