CME Japanese Yen Future September 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 |
0.9067 |
0.9166 |
0.0099 |
1.1% |
0.9111 |
| High |
0.9202 |
0.9248 |
0.0046 |
0.5% |
0.9199 |
| Low |
0.9057 |
0.9161 |
0.0105 |
1.2% |
0.9089 |
| Close |
0.9160 |
0.9217 |
0.0057 |
0.6% |
0.9133 |
| Range |
0.0146 |
0.0087 |
-0.0059 |
-40.5% |
0.0111 |
| ATR |
0.0087 |
0.0087 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,442 |
2,104 |
-1,338 |
-38.9% |
5,644 |
|
| Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9468 |
0.9429 |
0.9265 |
|
| R3 |
0.9382 |
0.9343 |
0.9241 |
|
| R2 |
0.9295 |
0.9295 |
0.9233 |
|
| R1 |
0.9256 |
0.9256 |
0.9225 |
0.9276 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9218 |
| S1 |
0.9170 |
0.9170 |
0.9209 |
0.9189 |
| S2 |
0.9122 |
0.9122 |
0.9201 |
|
| S3 |
0.9036 |
0.9083 |
0.9193 |
|
| S4 |
0.8949 |
0.8997 |
0.9169 |
|
|
| Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9473 |
0.9414 |
0.9194 |
|
| R3 |
0.9362 |
0.9303 |
0.9164 |
|
| R2 |
0.9251 |
0.9251 |
0.9153 |
|
| R1 |
0.9192 |
0.9192 |
0.9143 |
0.9222 |
| PP |
0.9140 |
0.9140 |
0.9140 |
0.9155 |
| S1 |
0.9081 |
0.9081 |
0.9123 |
0.9111 |
| S2 |
0.9029 |
0.9029 |
0.9113 |
|
| S3 |
0.8918 |
0.8970 |
0.9102 |
|
| S4 |
0.8807 |
0.8859 |
0.9072 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9248 |
0.9008 |
0.0240 |
2.6% |
0.0091 |
1.0% |
87% |
True |
False |
2,826 |
| 10 |
0.9248 |
0.9008 |
0.0240 |
2.6% |
0.0078 |
0.8% |
87% |
True |
False |
1,871 |
| 20 |
0.9428 |
0.9008 |
0.0420 |
4.6% |
0.0079 |
0.9% |
50% |
False |
False |
1,165 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.7% |
0.0086 |
0.9% |
44% |
False |
False |
679 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.6% |
0.0081 |
0.9% |
59% |
False |
False |
470 |
| 80 |
0.9509 |
0.8759 |
0.0750 |
8.1% |
0.0072 |
0.8% |
61% |
False |
False |
354 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
13.1% |
0.0066 |
0.7% |
76% |
False |
False |
284 |
| 120 |
0.9509 |
0.8208 |
0.1302 |
14.1% |
0.0058 |
0.6% |
78% |
False |
False |
237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9615 |
|
2.618 |
0.9474 |
|
1.618 |
0.9387 |
|
1.000 |
0.9334 |
|
0.618 |
0.9301 |
|
HIGH |
0.9248 |
|
0.618 |
0.9214 |
|
0.500 |
0.9204 |
|
0.382 |
0.9194 |
|
LOW |
0.9161 |
|
0.618 |
0.9108 |
|
1.000 |
0.9075 |
|
1.618 |
0.9021 |
|
2.618 |
0.8935 |
|
4.250 |
0.8793 |
|
|
| Fisher Pivots for day following 02-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9213 |
0.9187 |
| PP |
0.9209 |
0.9158 |
| S1 |
0.9204 |
0.9128 |
|