CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8913 |
0.8891 |
-0.0022 |
-0.2% |
0.8844 |
| High |
0.8921 |
0.8976 |
0.0055 |
0.6% |
0.8933 |
| Low |
0.8852 |
0.8891 |
0.0039 |
0.4% |
0.8737 |
| Close |
0.8894 |
0.8956 |
0.0063 |
0.7% |
0.8917 |
| Range |
0.0069 |
0.0085 |
0.0016 |
23.2% |
0.0196 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
685 |
883 |
198 |
28.9% |
2,527 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9196 |
0.9161 |
0.9003 |
|
| R3 |
0.9111 |
0.9076 |
0.8979 |
|
| R2 |
0.9026 |
0.9026 |
0.8972 |
|
| R1 |
0.8991 |
0.8991 |
0.8964 |
0.9009 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8950 |
| S1 |
0.8906 |
0.8906 |
0.8948 |
0.8924 |
| S2 |
0.8856 |
0.8856 |
0.8940 |
|
| S3 |
0.8771 |
0.8821 |
0.8933 |
|
| S4 |
0.8686 |
0.8736 |
0.8909 |
|
|
| 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 |
0.8767 |
0.0209 |
2.3% |
0.0082 |
0.9% |
90% |
True |
False |
584 |
| 10 |
0.9043 |
0.8688 |
0.0356 |
4.0% |
0.0112 |
1.2% |
76% |
False |
False |
635 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0109 |
1.2% |
89% |
False |
False |
460 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0083 |
0.9% |
89% |
False |
False |
311 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.2% |
0.0069 |
0.8% |
91% |
False |
False |
230 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.2% |
0.0059 |
0.7% |
91% |
False |
False |
178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9337 |
|
2.618 |
0.9199 |
|
1.618 |
0.9114 |
|
1.000 |
0.9061 |
|
0.618 |
0.9029 |
|
HIGH |
0.8976 |
|
0.618 |
0.8944 |
|
0.500 |
0.8934 |
|
0.382 |
0.8923 |
|
LOW |
0.8891 |
|
0.618 |
0.8838 |
|
1.000 |
0.8806 |
|
1.618 |
0.8753 |
|
2.618 |
0.8668 |
|
4.250 |
0.8530 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8949 |
0.8942 |
| PP |
0.8941 |
0.8927 |
| S1 |
0.8934 |
0.8913 |
|