CME Japanese Yen Future September 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 |
0.9326 |
0.9351 |
0.0025 |
0.3% |
0.9093 |
| High |
0.9363 |
0.9414 |
0.0051 |
0.5% |
0.9421 |
| Low |
0.9298 |
0.9343 |
0.0045 |
0.5% |
0.9008 |
| Close |
0.9351 |
0.9381 |
0.0031 |
0.3% |
0.9405 |
| Range |
0.0065 |
0.0071 |
0.0006 |
9.2% |
0.0413 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
41,421 |
75,006 |
33,585 |
81.1% |
32,822 |
|
| Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9558 |
0.9420 |
|
| R3 |
0.9521 |
0.9487 |
0.9401 |
|
| R2 |
0.9450 |
0.9450 |
0.9394 |
|
| R1 |
0.9416 |
0.9416 |
0.9388 |
0.9433 |
| PP |
0.9379 |
0.9379 |
0.9379 |
0.9388 |
| S1 |
0.9345 |
0.9345 |
0.9374 |
0.9362 |
| S2 |
0.9308 |
0.9308 |
0.9368 |
|
| S3 |
0.9237 |
0.9274 |
0.9361 |
|
| S4 |
0.9166 |
0.9203 |
0.9342 |
|
|
| 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 |
0.9161 |
0.0267 |
2.8% |
0.0111 |
1.2% |
83% |
False |
False |
35,508 |
| 10 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0097 |
1.0% |
89% |
False |
False |
19,013 |
| 20 |
0.9428 |
0.9008 |
0.0420 |
4.5% |
0.0086 |
0.9% |
89% |
False |
False |
9,877 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0088 |
0.9% |
76% |
False |
False |
5,047 |
| 60 |
0.9509 |
0.8818 |
0.0691 |
7.4% |
0.0084 |
0.9% |
81% |
False |
False |
3,393 |
| 80 |
0.9509 |
0.8796 |
0.0714 |
7.6% |
0.0074 |
0.8% |
82% |
False |
False |
2,547 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0070 |
0.7% |
89% |
False |
False |
2,039 |
| 120 |
0.9509 |
0.8208 |
0.1302 |
13.9% |
0.0062 |
0.7% |
90% |
False |
False |
1,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9716 |
|
2.618 |
0.9600 |
|
1.618 |
0.9529 |
|
1.000 |
0.9485 |
|
0.618 |
0.9458 |
|
HIGH |
0.9414 |
|
0.618 |
0.9387 |
|
0.500 |
0.9379 |
|
0.382 |
0.9370 |
|
LOW |
0.9343 |
|
0.618 |
0.9299 |
|
1.000 |
0.9272 |
|
1.618 |
0.9228 |
|
2.618 |
0.9157 |
|
4.250 |
0.9041 |
|
|
| Fisher Pivots for day following 08-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9380 |
0.9375 |
| PP |
0.9379 |
0.9369 |
| S1 |
0.9379 |
0.9363 |
|