CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8921 |
0.8844 |
-0.0077 |
-0.9% |
0.8581 |
| High |
0.8976 |
0.8858 |
-0.0118 |
-1.3% |
0.9043 |
| Low |
0.8849 |
0.8737 |
-0.0112 |
-1.3% |
0.8543 |
| Close |
0.8864 |
0.8814 |
-0.0050 |
-0.6% |
0.8864 |
| Range |
0.0127 |
0.0121 |
-0.0006 |
-4.7% |
0.0500 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.4% |
0.0000 |
| Volume |
372 |
1,171 |
799 |
214.8% |
2,555 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9164 |
0.9110 |
0.8880 |
|
| R3 |
0.9044 |
0.8989 |
0.8847 |
|
| R2 |
0.8923 |
0.8923 |
0.8836 |
|
| R1 |
0.8869 |
0.8869 |
0.8825 |
0.8836 |
| PP |
0.8803 |
0.8803 |
0.8803 |
0.8786 |
| S1 |
0.8748 |
0.8748 |
0.8803 |
0.8715 |
| S2 |
0.8682 |
0.8682 |
0.8792 |
|
| S3 |
0.8562 |
0.8628 |
0.8781 |
|
| S4 |
0.8441 |
0.8507 |
0.8748 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0090 |
0.9139 |
|
| R3 |
0.9817 |
0.9590 |
0.9001 |
|
| R2 |
0.9317 |
0.9317 |
0.8955 |
|
| R1 |
0.9090 |
0.9090 |
0.8909 |
0.9203 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8873 |
| S1 |
0.8590 |
0.8590 |
0.8818 |
0.8703 |
| S2 |
0.8317 |
0.8317 |
0.8772 |
|
| S3 |
0.7817 |
0.8090 |
0.8726 |
|
| S4 |
0.7317 |
0.7590 |
0.8589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9043 |
0.8688 |
0.0356 |
4.0% |
0.0141 |
1.6% |
36% |
False |
False |
686 |
| 10 |
0.9043 |
0.8297 |
0.0747 |
8.5% |
0.0135 |
1.5% |
69% |
False |
False |
506 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0107 |
1.2% |
71% |
False |
False |
370 |
| 40 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0080 |
0.9% |
74% |
False |
False |
263 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0064 |
0.7% |
75% |
False |
False |
182 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0057 |
0.6% |
75% |
False |
False |
142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9370 |
|
2.618 |
0.9173 |
|
1.618 |
0.9052 |
|
1.000 |
0.8978 |
|
0.618 |
0.8932 |
|
HIGH |
0.8858 |
|
0.618 |
0.8811 |
|
0.500 |
0.8797 |
|
0.382 |
0.8783 |
|
LOW |
0.8737 |
|
0.618 |
0.8663 |
|
1.000 |
0.8617 |
|
1.618 |
0.8542 |
|
2.618 |
0.8422 |
|
4.250 |
0.8225 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8808 |
0.8890 |
| PP |
0.8803 |
0.8865 |
| S1 |
0.8797 |
0.8839 |
|