CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8849 |
0.8863 |
0.0014 |
0.2% |
0.8811 |
| High |
0.8904 |
0.8892 |
-0.0013 |
-0.1% |
0.8936 |
| Low |
0.8761 |
0.8801 |
0.0041 |
0.5% |
0.8761 |
| Close |
0.8867 |
0.8817 |
-0.0050 |
-0.6% |
0.8817 |
| Range |
0.0144 |
0.0091 |
-0.0053 |
-36.9% |
0.0176 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
94,833 |
125,747 |
30,914 |
32.6% |
387,805 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9108 |
0.9053 |
0.8867 |
|
| R3 |
0.9018 |
0.8963 |
0.8842 |
|
| R2 |
0.8927 |
0.8927 |
0.8834 |
|
| R1 |
0.8872 |
0.8872 |
0.8825 |
0.8854 |
| PP |
0.8837 |
0.8837 |
0.8837 |
0.8828 |
| S1 |
0.8782 |
0.8782 |
0.8809 |
0.8764 |
| S2 |
0.8746 |
0.8746 |
0.8800 |
|
| S3 |
0.8656 |
0.8691 |
0.8792 |
|
| S4 |
0.8565 |
0.8601 |
0.8767 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9364 |
0.9266 |
0.8914 |
|
| R3 |
0.9189 |
0.9091 |
0.8865 |
|
| R2 |
0.9013 |
0.9013 |
0.8849 |
|
| R1 |
0.8915 |
0.8915 |
0.8833 |
0.8964 |
| PP |
0.8838 |
0.8838 |
0.8838 |
0.8862 |
| S1 |
0.8740 |
0.8740 |
0.8801 |
0.8789 |
| S2 |
0.8662 |
0.8662 |
0.8785 |
|
| S3 |
0.8487 |
0.8564 |
0.8769 |
|
| S4 |
0.8311 |
0.8389 |
0.8720 |
|
|
| 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% |
0.0094 |
1.1% |
32% |
False |
False |
77,561 |
| 10 |
0.8944 |
0.8756 |
0.0188 |
2.1% |
0.0098 |
1.1% |
33% |
False |
False |
41,644 |
| 20 |
0.9036 |
0.8737 |
0.0299 |
3.4% |
0.0097 |
1.1% |
27% |
False |
False |
21,264 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0100 |
1.1% |
72% |
False |
False |
10,784 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0083 |
0.9% |
75% |
False |
False |
7,239 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0070 |
0.8% |
75% |
False |
False |
5,433 |
| 100 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0062 |
0.7% |
75% |
False |
False |
4,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9128 |
|
1.618 |
0.9038 |
|
1.000 |
0.8982 |
|
0.618 |
0.8947 |
|
HIGH |
0.8892 |
|
0.618 |
0.8857 |
|
0.500 |
0.8846 |
|
0.382 |
0.8836 |
|
LOW |
0.8801 |
|
0.618 |
0.8745 |
|
1.000 |
0.8711 |
|
1.618 |
0.8655 |
|
2.618 |
0.8564 |
|
4.250 |
0.8416 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8846 |
0.8848 |
| PP |
0.8837 |
0.8838 |
| S1 |
0.8827 |
0.8827 |
|