CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 09-Jun-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
| Open |
0.9351 |
0.9383 |
0.0033 |
0.3% |
0.9093 |
| High |
0.9414 |
0.9443 |
0.0029 |
0.3% |
0.9421 |
| Low |
0.9343 |
0.9362 |
0.0019 |
0.2% |
0.9008 |
| Close |
0.9381 |
0.9389 |
0.0008 |
0.1% |
0.9405 |
| Range |
0.0071 |
0.0081 |
0.0010 |
14.1% |
0.0413 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
75,006 |
84,728 |
9,722 |
13.0% |
32,822 |
|
| Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9641 |
0.9596 |
0.9433 |
|
| R3 |
0.9560 |
0.9515 |
0.9411 |
|
| R2 |
0.9479 |
0.9479 |
0.9403 |
|
| R1 |
0.9434 |
0.9434 |
0.9396 |
0.9456 |
| PP |
0.9398 |
0.9398 |
0.9398 |
0.9409 |
| S1 |
0.9353 |
0.9353 |
0.9381 |
0.9375 |
| S2 |
0.9317 |
0.9317 |
0.9374 |
|
| S3 |
0.9236 |
0.9272 |
0.9366 |
|
| S4 |
0.9155 |
0.9191 |
0.9344 |
|
|
| 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 |
0.9443 |
0.9197 |
0.0246 |
2.6% |
0.0110 |
1.2% |
78% |
True |
False |
52,033 |
| 10 |
0.9443 |
0.9008 |
0.0435 |
4.6% |
0.0100 |
1.1% |
87% |
True |
False |
27,429 |
| 20 |
0.9443 |
0.9008 |
0.0435 |
4.6% |
0.0086 |
0.9% |
87% |
True |
False |
14,092 |
| 40 |
0.9509 |
0.8987 |
0.0523 |
5.6% |
0.0089 |
0.9% |
77% |
False |
False |
7,160 |
| 60 |
0.9509 |
0.8840 |
0.0669 |
7.1% |
0.0084 |
0.9% |
82% |
False |
False |
4,804 |
| 80 |
0.9509 |
0.8796 |
0.0714 |
7.6% |
0.0075 |
0.8% |
83% |
False |
False |
3,606 |
| 100 |
0.9509 |
0.8300 |
0.1209 |
12.9% |
0.0070 |
0.7% |
90% |
False |
False |
2,886 |
| 120 |
0.9509 |
0.8208 |
0.1302 |
13.9% |
0.0062 |
0.7% |
91% |
False |
False |
2,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9787 |
|
2.618 |
0.9655 |
|
1.618 |
0.9574 |
|
1.000 |
0.9524 |
|
0.618 |
0.9493 |
|
HIGH |
0.9443 |
|
0.618 |
0.9412 |
|
0.500 |
0.9403 |
|
0.382 |
0.9393 |
|
LOW |
0.9362 |
|
0.618 |
0.9312 |
|
1.000 |
0.9281 |
|
1.618 |
0.9231 |
|
2.618 |
0.9150 |
|
4.250 |
0.9018 |
|
|
| Fisher Pivots for day following 09-Jun-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9403 |
0.9383 |
| PP |
0.9398 |
0.9377 |
| S1 |
0.9393 |
0.9371 |
|