CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 07-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9415 |
0.9326 |
-0.0089 |
-0.9% |
0.9093 |
| High |
0.9428 |
0.9363 |
-0.0065 |
-0.7% |
0.9421 |
| Low |
0.9320 |
0.9298 |
-0.0022 |
-0.2% |
0.9008 |
| Close |
0.9344 |
0.9351 |
0.0007 |
0.1% |
0.9405 |
| Range |
0.0108 |
0.0065 |
-0.0043 |
-39.5% |
0.0413 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
37,579 |
41,421 |
3,842 |
10.2% |
32,822 |
|
| Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9532 |
0.9506 |
0.9386 |
|
| R3 |
0.9467 |
0.9441 |
0.9368 |
|
| R2 |
0.9402 |
0.9402 |
0.9362 |
|
| R1 |
0.9376 |
0.9376 |
0.9356 |
0.9389 |
| PP |
0.9337 |
0.9337 |
0.9337 |
0.9344 |
| S1 |
0.9311 |
0.9311 |
0.9345 |
0.9324 |
| S2 |
0.9272 |
0.9272 |
0.9339 |
|
| S3 |
0.9207 |
0.9246 |
0.9333 |
|
| S4 |
0.9142 |
0.9181 |
0.9315 |
|
|
| Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0374 |
0.9632 |
|
| R3 |
1.0104 |
0.9961 |
0.9518 |
|
| R2 |
0.9691 |
0.9691 |
0.9480 |
|
| R1 |
0.9548 |
0.9548 |
0.9442 |
0.9619 |
| PP |
0.9278 |
0.9278 |
0.9278 |
0.9314 |
| S1 |
0.9135 |
0.9135 |
0.9367 |
0.9206 |
| S2 |
0.8865 |
0.8865 |
0.9329 |
|
| S3 |
0.8452 |
0.8722 |
0.9291 |
|
| S4 |
0.8039 |
0.8309 |
0.9177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9428 |
0.9057 |
0.0371 |
4.0% |
0.0126 |
1.3% |
79% |
False |
False |
21,195 |
| 10 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0098 |
1.0% |
82% |
False |
False |
11,604 |
| 20 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0087 |
0.9% |
82% |
False |
False |
6,151 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0088 |
0.9% |
70% |
False |
False |
3,177 |
| 60 |
0.9509 |
0.8804 |
0.0705 |
7.5% |
0.0084 |
0.9% |
78% |
False |
False |
2,143 |
| 80 |
0.9509 |
0.8796 |
0.0714 |
7.6% |
0.0074 |
0.8% |
78% |
False |
False |
1,609 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0069 |
0.7% |
87% |
False |
False |
1,289 |
| 120 |
0.9509 |
0.8208 |
0.1302 |
13.9% |
0.0061 |
0.7% |
88% |
False |
False |
1,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9639 |
|
2.618 |
0.9533 |
|
1.618 |
0.9468 |
|
1.000 |
0.9428 |
|
0.618 |
0.9403 |
|
HIGH |
0.9363 |
|
0.618 |
0.9338 |
|
0.500 |
0.9331 |
|
0.382 |
0.9323 |
|
LOW |
0.9298 |
|
0.618 |
0.9258 |
|
1.000 |
0.9233 |
|
1.618 |
0.9193 |
|
2.618 |
0.9128 |
|
4.250 |
0.9022 |
|
|
| Fisher Pivots for day following 07-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9344 |
0.9338 |
| PP |
0.9337 |
0.9325 |
| S1 |
0.9331 |
0.9312 |
|