CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8721 |
0.8848 |
0.0128 |
1.5% |
0.8275 |
| High |
0.8870 |
0.9043 |
0.0173 |
2.0% |
0.8630 |
| Low |
0.8713 |
0.8844 |
0.0131 |
1.5% |
0.8271 |
| Close |
0.8831 |
0.8932 |
0.0101 |
1.1% |
0.8588 |
| Range |
0.0157 |
0.0200 |
0.0043 |
27.1% |
0.0359 |
| ATR |
0.0096 |
0.0104 |
0.0008 |
8.7% |
0.0000 |
| Volume |
581 |
916 |
335 |
57.7% |
1,542 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9434 |
0.9041 |
|
| R3 |
0.9338 |
0.9235 |
0.8986 |
|
| R2 |
0.9139 |
0.9139 |
0.8968 |
|
| R1 |
0.9035 |
0.9035 |
0.8950 |
0.9087 |
| PP |
0.8939 |
0.8939 |
0.8939 |
0.8965 |
| S1 |
0.8836 |
0.8836 |
0.8913 |
0.8888 |
| S2 |
0.8740 |
0.8740 |
0.8895 |
|
| S3 |
0.8540 |
0.8636 |
0.8877 |
|
| S4 |
0.8341 |
0.8437 |
0.8822 |
|
|
| 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 |
0.9043 |
0.8543 |
0.0500 |
5.6% |
0.0140 |
1.6% |
78% |
True |
False |
491 |
| 10 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0138 |
1.5% |
86% |
True |
False |
449 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0103 |
1.2% |
86% |
True |
False |
304 |
| 40 |
0.9043 |
0.8149 |
0.0894 |
10.0% |
0.0076 |
0.8% |
88% |
True |
False |
226 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0061 |
0.7% |
88% |
True |
False |
156 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0054 |
0.6% |
88% |
True |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9891 |
|
2.618 |
0.9565 |
|
1.618 |
0.9366 |
|
1.000 |
0.9243 |
|
0.618 |
0.9166 |
|
HIGH |
0.9043 |
|
0.618 |
0.8967 |
|
0.500 |
0.8943 |
|
0.382 |
0.8920 |
|
LOW |
0.8844 |
|
0.618 |
0.8720 |
|
1.000 |
0.8644 |
|
1.618 |
0.8521 |
|
2.618 |
0.8321 |
|
4.250 |
0.7996 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8943 |
0.8909 |
| PP |
0.8939 |
0.8887 |
| S1 |
0.8935 |
0.8865 |
|