CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8916 |
0.8807 |
-0.0109 |
-1.2% |
0.8913 |
| High |
0.8944 |
0.8857 |
-0.0087 |
-1.0% |
0.9036 |
| Low |
0.8786 |
0.8756 |
-0.0030 |
-0.3% |
0.8800 |
| Close |
0.8796 |
0.8843 |
0.0048 |
0.5% |
0.8811 |
| Range |
0.0158 |
0.0102 |
-0.0057 |
-35.8% |
0.0236 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
4,347 |
1,959 |
-2,388 |
-54.9% |
5,942 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9123 |
0.9085 |
0.8899 |
|
| R3 |
0.9022 |
0.8983 |
0.8871 |
|
| R2 |
0.8920 |
0.8920 |
0.8862 |
|
| R1 |
0.8882 |
0.8882 |
0.8852 |
0.8901 |
| PP |
0.8819 |
0.8819 |
0.8819 |
0.8828 |
| S1 |
0.8780 |
0.8780 |
0.8834 |
0.8799 |
| S2 |
0.8717 |
0.8717 |
0.8824 |
|
| S3 |
0.8616 |
0.8679 |
0.8815 |
|
| S4 |
0.8514 |
0.8577 |
0.8787 |
|
|
| 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 |
0.8966 |
0.8756 |
0.0210 |
2.4% |
0.0110 |
1.2% |
42% |
False |
True |
2,810 |
| 10 |
0.9036 |
0.8756 |
0.0280 |
3.2% |
0.0097 |
1.1% |
31% |
False |
True |
1,733 |
| 20 |
0.9043 |
0.8366 |
0.0677 |
7.7% |
0.0117 |
1.3% |
70% |
False |
False |
1,137 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0095 |
1.1% |
75% |
False |
False |
675 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0079 |
0.9% |
78% |
False |
False |
478 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0065 |
0.7% |
78% |
False |
False |
365 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9288 |
|
2.618 |
0.9123 |
|
1.618 |
0.9021 |
|
1.000 |
0.8959 |
|
0.618 |
0.8920 |
|
HIGH |
0.8857 |
|
0.618 |
0.8818 |
|
0.500 |
0.8806 |
|
0.382 |
0.8794 |
|
LOW |
0.8756 |
|
0.618 |
0.8693 |
|
1.000 |
0.8654 |
|
1.618 |
0.8591 |
|
2.618 |
0.8490 |
|
4.250 |
0.8324 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8831 |
0.8850 |
| PP |
0.8819 |
0.8847 |
| S1 |
0.8806 |
0.8845 |
|