CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8844 |
0.8786 |
-0.0059 |
-0.7% |
0.8581 |
| High |
0.8858 |
0.8851 |
-0.0007 |
-0.1% |
0.9043 |
| Low |
0.8737 |
0.8767 |
0.0030 |
0.3% |
0.8543 |
| Close |
0.8814 |
0.8821 |
0.0007 |
0.1% |
0.8864 |
| Range |
0.0121 |
0.0084 |
-0.0037 |
-30.3% |
0.0500 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
1,171 |
547 |
-624 |
-53.3% |
2,555 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9065 |
0.9027 |
0.8867 |
|
| R3 |
0.8981 |
0.8943 |
0.8844 |
|
| R2 |
0.8897 |
0.8897 |
0.8836 |
|
| R1 |
0.8859 |
0.8859 |
0.8828 |
0.8878 |
| PP |
0.8813 |
0.8813 |
0.8813 |
0.8822 |
| S1 |
0.8775 |
0.8775 |
0.8813 |
0.8794 |
| S2 |
0.8729 |
0.8729 |
0.8805 |
|
| S3 |
0.8645 |
0.8691 |
0.8797 |
|
| S4 |
0.8561 |
0.8607 |
0.8774 |
|
|
| 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 |
0.8713 |
0.0330 |
3.7% |
0.0138 |
1.6% |
33% |
False |
False |
717 |
| 10 |
0.9043 |
0.8366 |
0.0677 |
7.7% |
0.0136 |
1.5% |
67% |
False |
False |
541 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0107 |
1.2% |
72% |
False |
False |
390 |
| 40 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0081 |
0.9% |
75% |
False |
False |
271 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0065 |
0.7% |
76% |
False |
False |
191 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0057 |
0.7% |
76% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9208 |
|
2.618 |
0.9071 |
|
1.618 |
0.8987 |
|
1.000 |
0.8935 |
|
0.618 |
0.8903 |
|
HIGH |
0.8851 |
|
0.618 |
0.8819 |
|
0.500 |
0.8809 |
|
0.382 |
0.8799 |
|
LOW |
0.8767 |
|
0.618 |
0.8715 |
|
1.000 |
0.8683 |
|
1.618 |
0.8631 |
|
2.618 |
0.8547 |
|
4.250 |
0.8410 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8817 |
0.8856 |
| PP |
0.8813 |
0.8844 |
| S1 |
0.8809 |
0.8832 |
|