CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8689 |
0.8721 |
0.0032 |
0.4% |
0.8275 |
| High |
0.8788 |
0.8870 |
0.0082 |
0.9% |
0.8630 |
| Low |
0.8688 |
0.8713 |
0.0026 |
0.3% |
0.8271 |
| Close |
0.8730 |
0.8831 |
0.0101 |
1.2% |
0.8588 |
| Range |
0.0101 |
0.0157 |
0.0057 |
56.2% |
0.0359 |
| ATR |
0.0091 |
0.0096 |
0.0005 |
5.2% |
0.0000 |
| Volume |
393 |
581 |
188 |
47.8% |
1,542 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9210 |
0.8917 |
|
| R3 |
0.9119 |
0.9053 |
0.8874 |
|
| R2 |
0.8962 |
0.8962 |
0.8860 |
|
| R1 |
0.8896 |
0.8896 |
0.8845 |
0.8929 |
| PP |
0.8805 |
0.8805 |
0.8805 |
0.8821 |
| S1 |
0.8739 |
0.8739 |
0.8817 |
0.8772 |
| S2 |
0.8648 |
0.8648 |
0.8802 |
|
| S3 |
0.8491 |
0.8582 |
0.8788 |
|
| S4 |
0.8334 |
0.8425 |
0.8745 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9440 |
0.8785 |
|
| R3 |
0.9214 |
0.9081 |
0.8687 |
|
| R2 |
0.8855 |
0.8855 |
0.8654 |
|
| R1 |
0.8722 |
0.8722 |
0.8621 |
0.8789 |
| PP |
0.8496 |
0.8496 |
0.8496 |
0.8530 |
| S1 |
0.8363 |
0.8363 |
0.8555 |
0.8430 |
| S2 |
0.8137 |
0.8137 |
0.8522 |
|
| S3 |
0.7778 |
0.8004 |
0.8489 |
|
| S4 |
0.7419 |
0.7645 |
0.8391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8870 |
0.8486 |
0.0384 |
4.3% |
0.0125 |
1.4% |
90% |
True |
False |
350 |
| 10 |
0.8870 |
0.8250 |
0.0620 |
7.0% |
0.0121 |
1.4% |
94% |
True |
False |
372 |
| 20 |
0.8870 |
0.8250 |
0.0620 |
7.0% |
0.0095 |
1.1% |
94% |
True |
False |
275 |
| 40 |
0.8870 |
0.8149 |
0.0721 |
8.2% |
0.0072 |
0.8% |
95% |
True |
False |
204 |
| 60 |
0.8870 |
0.8126 |
0.0745 |
8.4% |
0.0057 |
0.7% |
95% |
True |
False |
141 |
| 80 |
0.8870 |
0.8126 |
0.0745 |
8.4% |
0.0051 |
0.6% |
95% |
True |
False |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9537 |
|
2.618 |
0.9281 |
|
1.618 |
0.9124 |
|
1.000 |
0.9027 |
|
0.618 |
0.8967 |
|
HIGH |
0.8870 |
|
0.618 |
0.8810 |
|
0.500 |
0.8792 |
|
0.382 |
0.8773 |
|
LOW |
0.8713 |
|
0.618 |
0.8616 |
|
1.000 |
0.8556 |
|
1.618 |
0.8459 |
|
2.618 |
0.8302 |
|
4.250 |
0.8046 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8818 |
0.8790 |
| PP |
0.8805 |
0.8748 |
| S1 |
0.8792 |
0.8707 |
|