CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8831 |
0.8822 |
-0.0010 |
-0.1% |
0.8820 |
| High |
0.8853 |
0.8866 |
0.0013 |
0.1% |
0.8944 |
| Low |
0.8779 |
0.8779 |
0.0000 |
0.0% |
0.8756 |
| Close |
0.8832 |
0.8794 |
-0.0038 |
-0.4% |
0.8794 |
| Range |
0.0075 |
0.0088 |
0.0013 |
17.4% |
0.0188 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,648 |
16,407 |
14,759 |
895.6% |
28,635 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9075 |
0.9022 |
0.8842 |
|
| R3 |
0.8988 |
0.8935 |
0.8818 |
|
| R2 |
0.8900 |
0.8900 |
0.8810 |
|
| R1 |
0.8847 |
0.8847 |
0.8802 |
0.8830 |
| PP |
0.8813 |
0.8813 |
0.8813 |
0.8804 |
| S1 |
0.8760 |
0.8760 |
0.8786 |
0.8743 |
| S2 |
0.8725 |
0.8725 |
0.8778 |
|
| S3 |
0.8638 |
0.8672 |
0.8770 |
|
| S4 |
0.8550 |
0.8585 |
0.8746 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9395 |
0.9283 |
0.8897 |
|
| R3 |
0.9207 |
0.9095 |
0.8846 |
|
| R2 |
0.9019 |
0.9019 |
0.8828 |
|
| R1 |
0.8907 |
0.8907 |
0.8811 |
0.8869 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8812 |
| S1 |
0.8719 |
0.8719 |
0.8777 |
0.8681 |
| S2 |
0.8643 |
0.8643 |
0.8760 |
|
| S3 |
0.8455 |
0.8531 |
0.8742 |
|
| S4 |
0.8267 |
0.8343 |
0.8691 |
|
|
| 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% |
0.0102 |
1.2% |
20% |
False |
False |
5,727 |
| 10 |
0.9036 |
0.8756 |
0.0280 |
3.2% |
0.0096 |
1.1% |
14% |
False |
False |
3,457 |
| 20 |
0.9043 |
0.8543 |
0.0500 |
5.7% |
0.0108 |
1.2% |
50% |
False |
False |
1,996 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0097 |
1.1% |
69% |
False |
False |
1,121 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.2% |
0.0080 |
0.9% |
72% |
False |
False |
778 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0065 |
0.7% |
73% |
False |
False |
586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9238 |
|
2.618 |
0.9095 |
|
1.618 |
0.9008 |
|
1.000 |
0.8954 |
|
0.618 |
0.8920 |
|
HIGH |
0.8866 |
|
0.618 |
0.8833 |
|
0.500 |
0.8822 |
|
0.382 |
0.8812 |
|
LOW |
0.8779 |
|
0.618 |
0.8724 |
|
1.000 |
0.8691 |
|
1.618 |
0.8637 |
|
2.618 |
0.8549 |
|
4.250 |
0.8407 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8822 |
0.8811 |
| PP |
0.8813 |
0.8805 |
| S1 |
0.8803 |
0.8800 |
|