CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.8848 |
0.8899 |
0.0051 |
0.6% |
0.8820 |
High |
0.8922 |
0.8936 |
0.0015 |
0.2% |
0.8944 |
Low |
0.8836 |
0.8839 |
0.0003 |
0.0% |
0.8756 |
Close |
0.8907 |
0.8844 |
-0.0063 |
-0.7% |
0.8794 |
Range |
0.0086 |
0.0098 |
0.0012 |
13.4% |
0.0188 |
ATR |
0.0098 |
0.0098 |
0.0000 |
0.0% |
0.0000 |
Volume |
54,081 |
82,494 |
28,413 |
52.5% |
28,635 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9165 |
0.9102 |
0.8897 |
|
R3 |
0.9068 |
0.9004 |
0.8870 |
|
R2 |
0.8970 |
0.8970 |
0.8861 |
|
R1 |
0.8907 |
0.8907 |
0.8852 |
0.8890 |
PP |
0.8873 |
0.8873 |
0.8873 |
0.8864 |
S1 |
0.8809 |
0.8809 |
0.8835 |
0.8792 |
S2 |
0.8775 |
0.8775 |
0.8826 |
|
S3 |
0.8678 |
0.8712 |
0.8817 |
|
S4 |
0.8580 |
0.8614 |
0.8790 |
|
|
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 |
0.8936 |
0.8779 |
0.0158 |
1.8% |
0.0080 |
0.9% |
41% |
True |
False |
37,056 |
10 |
0.8966 |
0.8756 |
0.0210 |
2.4% |
0.0095 |
1.1% |
42% |
False |
False |
19,933 |
20 |
0.9043 |
0.8713 |
0.0330 |
3.7% |
0.0103 |
1.2% |
40% |
False |
False |
10,309 |
40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0096 |
1.1% |
75% |
False |
False |
5,280 |
60 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0081 |
0.9% |
78% |
False |
False |
3,564 |
80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0067 |
0.8% |
78% |
False |
False |
2,676 |
100 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0061 |
0.7% |
78% |
False |
False |
2,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9350 |
2.618 |
0.9191 |
1.618 |
0.9094 |
1.000 |
0.9034 |
0.618 |
0.8996 |
HIGH |
0.8936 |
0.618 |
0.8899 |
0.500 |
0.8887 |
0.382 |
0.8876 |
LOW |
0.8839 |
0.618 |
0.8778 |
1.000 |
0.8741 |
1.618 |
0.8681 |
2.618 |
0.8583 |
4.250 |
0.8424 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8887 |
0.8871 |
PP |
0.8873 |
0.8862 |
S1 |
0.8858 |
0.8853 |
|