CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8780 |
0.8851 |
0.0071 |
0.8% |
0.8844 |
| High |
0.8867 |
0.8933 |
0.0067 |
0.8% |
0.8933 |
| Low |
0.8778 |
0.8849 |
0.0072 |
0.8% |
0.8737 |
| Close |
0.8836 |
0.8917 |
0.0081 |
0.9% |
0.8917 |
| Range |
0.0089 |
0.0084 |
-0.0005 |
-5.6% |
0.0196 |
| ATR |
0.0104 |
0.0104 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
246 |
563 |
317 |
128.9% |
2,527 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9152 |
0.9118 |
0.8963 |
|
| R3 |
0.9068 |
0.9034 |
0.8940 |
|
| R2 |
0.8984 |
0.8984 |
0.8932 |
|
| R1 |
0.8950 |
0.8950 |
0.8924 |
0.8967 |
| PP |
0.8900 |
0.8900 |
0.8900 |
0.8908 |
| S1 |
0.8866 |
0.8866 |
0.8909 |
0.8883 |
| S2 |
0.8816 |
0.8816 |
0.8901 |
|
| S3 |
0.8732 |
0.8782 |
0.8893 |
|
| S4 |
0.8648 |
0.8698 |
0.8870 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9379 |
0.9024 |
|
| R3 |
0.9254 |
0.9183 |
0.8970 |
|
| R2 |
0.9058 |
0.9058 |
0.8952 |
|
| R1 |
0.8987 |
0.8987 |
0.8934 |
0.9023 |
| PP |
0.8862 |
0.8862 |
0.8862 |
0.8880 |
| S1 |
0.8791 |
0.8791 |
0.8899 |
0.8827 |
| S2 |
0.8666 |
0.8666 |
0.8881 |
|
| S3 |
0.8470 |
0.8595 |
0.8863 |
|
| S4 |
0.8274 |
0.8399 |
0.8809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8976 |
0.8737 |
0.0239 |
2.7% |
0.0101 |
1.1% |
75% |
False |
False |
579 |
| 10 |
0.9043 |
0.8543 |
0.0500 |
5.6% |
0.0121 |
1.4% |
75% |
False |
False |
535 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0107 |
1.2% |
84% |
False |
False |
405 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0081 |
0.9% |
84% |
False |
False |
273 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0067 |
0.8% |
86% |
False |
False |
204 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0058 |
0.6% |
86% |
False |
False |
158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9290 |
|
2.618 |
0.9153 |
|
1.618 |
0.9069 |
|
1.000 |
0.9017 |
|
0.618 |
0.8985 |
|
HIGH |
0.8933 |
|
0.618 |
0.8901 |
|
0.500 |
0.8891 |
|
0.382 |
0.8881 |
|
LOW |
0.8849 |
|
0.618 |
0.8797 |
|
1.000 |
0.8765 |
|
1.618 |
0.8713 |
|
2.618 |
0.8629 |
|
4.250 |
0.8492 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8908 |
0.8894 |
| PP |
0.8900 |
0.8872 |
| S1 |
0.8891 |
0.8850 |
|