CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.8849 |
-0.0050 |
-0.6% |
0.8820 |
| High |
0.8936 |
0.8904 |
-0.0032 |
-0.4% |
0.8944 |
| Low |
0.8839 |
0.8761 |
-0.0078 |
-0.9% |
0.8756 |
| Close |
0.8844 |
0.8867 |
0.0023 |
0.3% |
0.8794 |
| Range |
0.0098 |
0.0144 |
0.0046 |
47.2% |
0.0188 |
| ATR |
0.0098 |
0.0101 |
0.0003 |
3.3% |
0.0000 |
| Volume |
82,494 |
94,833 |
12,339 |
15.0% |
28,635 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9274 |
0.9214 |
0.8945 |
|
| R3 |
0.9131 |
0.9070 |
0.8906 |
|
| R2 |
0.8987 |
0.8987 |
0.8893 |
|
| R1 |
0.8927 |
0.8927 |
0.8880 |
0.8957 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8859 |
| S1 |
0.8783 |
0.8783 |
0.8853 |
0.8814 |
| S2 |
0.8700 |
0.8700 |
0.8840 |
|
| S3 |
0.8557 |
0.8640 |
0.8827 |
|
| S4 |
0.8413 |
0.8496 |
0.8788 |
|
|
| 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 |
0.8761 |
0.0176 |
2.0% |
0.0093 |
1.1% |
60% |
False |
True |
55,693 |
| 10 |
0.8944 |
0.8756 |
0.0188 |
2.1% |
0.0100 |
1.1% |
59% |
False |
False |
29,274 |
| 20 |
0.9043 |
0.8737 |
0.0306 |
3.5% |
0.0102 |
1.2% |
42% |
False |
False |
15,022 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0099 |
1.1% |
78% |
False |
False |
7,649 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0082 |
0.9% |
80% |
False |
False |
5,143 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0069 |
0.8% |
81% |
False |
False |
3,861 |
| 100 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0061 |
0.7% |
81% |
False |
False |
3,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9514 |
|
2.618 |
0.9280 |
|
1.618 |
0.9136 |
|
1.000 |
0.9048 |
|
0.618 |
0.8993 |
|
HIGH |
0.8904 |
|
0.618 |
0.8849 |
|
0.500 |
0.8832 |
|
0.382 |
0.8815 |
|
LOW |
0.8761 |
|
0.618 |
0.8672 |
|
1.000 |
0.8617 |
|
1.618 |
0.8528 |
|
2.618 |
0.8385 |
|
4.250 |
0.8151 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8855 |
0.8860 |
| PP |
0.8844 |
0.8854 |
| S1 |
0.8832 |
0.8848 |
|