CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8807 |
0.8831 |
0.0024 |
0.3% |
0.8913 |
| High |
0.8857 |
0.8853 |
-0.0004 |
0.0% |
0.9036 |
| Low |
0.8756 |
0.8779 |
0.0023 |
0.3% |
0.8800 |
| Close |
0.8843 |
0.8832 |
-0.0011 |
-0.1% |
0.8811 |
| Range |
0.0102 |
0.0075 |
-0.0027 |
-26.6% |
0.0236 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1,959 |
1,648 |
-311 |
-15.9% |
5,942 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9045 |
0.9013 |
0.8873 |
|
| R3 |
0.8970 |
0.8938 |
0.8852 |
|
| R2 |
0.8896 |
0.8896 |
0.8846 |
|
| R1 |
0.8864 |
0.8864 |
0.8839 |
0.8880 |
| PP |
0.8821 |
0.8821 |
0.8821 |
0.8829 |
| S1 |
0.8789 |
0.8789 |
0.8825 |
0.8805 |
| S2 |
0.8747 |
0.8747 |
0.8818 |
|
| S3 |
0.8672 |
0.8715 |
0.8812 |
|
| S4 |
0.8598 |
0.8640 |
0.8791 |
|
|
| 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 |
0.8944 |
0.8756 |
0.0188 |
2.1% |
0.0107 |
1.2% |
41% |
False |
False |
2,855 |
| 10 |
0.9036 |
0.8756 |
0.0280 |
3.2% |
0.0096 |
1.1% |
27% |
False |
False |
1,873 |
| 20 |
0.9043 |
0.8486 |
0.0557 |
6.3% |
0.0110 |
1.2% |
62% |
False |
False |
1,186 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0095 |
1.1% |
73% |
False |
False |
715 |
| 60 |
0.9043 |
0.8137 |
0.0906 |
10.3% |
0.0079 |
0.9% |
77% |
False |
False |
505 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0065 |
0.7% |
77% |
False |
False |
385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9170 |
|
2.618 |
0.9048 |
|
1.618 |
0.8974 |
|
1.000 |
0.8928 |
|
0.618 |
0.8899 |
|
HIGH |
0.8853 |
|
0.618 |
0.8825 |
|
0.500 |
0.8816 |
|
0.382 |
0.8807 |
|
LOW |
0.8779 |
|
0.618 |
0.8732 |
|
1.000 |
0.8704 |
|
1.618 |
0.8658 |
|
2.618 |
0.8583 |
|
4.250 |
0.8462 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8827 |
0.8850 |
| PP |
0.8821 |
0.8844 |
| S1 |
0.8816 |
0.8838 |
|