CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 26-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8958 |
0.8880 |
-0.0078 |
-0.9% |
0.8913 |
| High |
0.8966 |
0.8913 |
-0.0053 |
-0.6% |
0.9036 |
| Low |
0.8878 |
0.8800 |
-0.0078 |
-0.9% |
0.8800 |
| Close |
0.8895 |
0.8811 |
-0.0085 |
-0.9% |
0.8811 |
| Range |
0.0088 |
0.0113 |
0.0025 |
27.7% |
0.0236 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.9% |
0.0000 |
| Volume |
1,420 |
2,050 |
630 |
44.4% |
5,942 |
|
| Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9180 |
0.9108 |
0.8873 |
|
| R3 |
0.9067 |
0.8995 |
0.8842 |
|
| R2 |
0.8954 |
0.8954 |
0.8831 |
|
| R1 |
0.8882 |
0.8882 |
0.8821 |
0.8862 |
| PP |
0.8841 |
0.8841 |
0.8841 |
0.8831 |
| S1 |
0.8769 |
0.8769 |
0.8800 |
0.8749 |
| S2 |
0.8728 |
0.8728 |
0.8790 |
|
| S3 |
0.8615 |
0.8656 |
0.8779 |
|
| S4 |
0.8502 |
0.8543 |
0.8748 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9436 |
0.8940 |
|
| R3 |
0.9354 |
0.9200 |
0.8875 |
|
| R2 |
0.9118 |
0.9118 |
0.8854 |
|
| R1 |
0.8964 |
0.8964 |
0.8832 |
0.8923 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8861 |
| S1 |
0.8728 |
0.8728 |
0.8789 |
0.8687 |
| S2 |
0.8646 |
0.8646 |
0.8767 |
|
| S3 |
0.8410 |
0.8492 |
0.8746 |
|
| S4 |
0.8174 |
0.8256 |
0.8681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9036 |
0.8800 |
0.0236 |
2.7% |
0.0091 |
1.0% |
5% |
False |
True |
1,188 |
| 10 |
0.9036 |
0.8737 |
0.0299 |
3.4% |
0.0096 |
1.1% |
25% |
False |
False |
884 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0117 |
1.3% |
71% |
False |
False |
667 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0090 |
1.0% |
71% |
False |
False |
418 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0074 |
0.8% |
75% |
False |
False |
303 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0061 |
0.7% |
75% |
False |
False |
232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9393 |
|
2.618 |
0.9208 |
|
1.618 |
0.9095 |
|
1.000 |
0.9026 |
|
0.618 |
0.8982 |
|
HIGH |
0.8913 |
|
0.618 |
0.8869 |
|
0.500 |
0.8856 |
|
0.382 |
0.8843 |
|
LOW |
0.8800 |
|
0.618 |
0.8730 |
|
1.000 |
0.8687 |
|
1.618 |
0.8617 |
|
2.618 |
0.8504 |
|
4.250 |
0.8319 |
|
|
| Fisher Pivots for day following 26-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8856 |
0.8918 |
| PP |
0.8841 |
0.8882 |
| S1 |
0.8826 |
0.8846 |
|