CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 16-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2016 |
16-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8811 |
0.8858 |
0.0047 |
0.5% |
0.8811 |
| High |
0.8902 |
0.8925 |
0.0023 |
0.3% |
0.8936 |
| Low |
0.8776 |
0.8808 |
0.0032 |
0.4% |
0.8761 |
| Close |
0.8865 |
0.8891 |
0.0026 |
0.3% |
0.8817 |
| Range |
0.0126 |
0.0118 |
-0.0009 |
-6.7% |
0.0176 |
| ATR |
0.0098 |
0.0100 |
0.0001 |
1.4% |
0.0000 |
| Volume |
128,839 |
134,273 |
5,434 |
4.2% |
387,805 |
|
| Daily Pivots for day following 16-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9227 |
0.9176 |
0.8955 |
|
| R3 |
0.9109 |
0.9059 |
0.8923 |
|
| R2 |
0.8992 |
0.8992 |
0.8912 |
|
| R1 |
0.8941 |
0.8941 |
0.8901 |
0.8967 |
| PP |
0.8874 |
0.8874 |
0.8874 |
0.8887 |
| S1 |
0.8824 |
0.8824 |
0.8880 |
0.8849 |
| S2 |
0.8757 |
0.8757 |
0.8869 |
|
| S3 |
0.8639 |
0.8706 |
0.8858 |
|
| S4 |
0.8522 |
0.8589 |
0.8826 |
|
|
| 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 |
0.8925 |
0.8761 |
0.0165 |
1.9% |
0.0103 |
1.2% |
79% |
True |
False |
110,778 |
| 10 |
0.8936 |
0.8761 |
0.0176 |
2.0% |
0.0091 |
1.0% |
74% |
False |
False |
73,917 |
| 20 |
0.9036 |
0.8756 |
0.0280 |
3.1% |
0.0094 |
1.1% |
48% |
False |
False |
37,825 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0101 |
1.1% |
81% |
False |
False |
19,107 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0085 |
1.0% |
83% |
False |
False |
12,789 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0072 |
0.8% |
83% |
False |
False |
9,599 |
| 100 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0065 |
0.7% |
83% |
False |
False |
7,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9233 |
|
1.618 |
0.9115 |
|
1.000 |
0.9043 |
|
0.618 |
0.8998 |
|
HIGH |
0.8925 |
|
0.618 |
0.8880 |
|
0.500 |
0.8866 |
|
0.382 |
0.8852 |
|
LOW |
0.8808 |
|
0.618 |
0.8735 |
|
1.000 |
0.8690 |
|
1.618 |
0.8617 |
|
2.618 |
0.8500 |
|
4.250 |
0.8308 |
|
|
| Fisher Pivots for day following 16-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8882 |
0.8877 |
| PP |
0.8874 |
0.8864 |
| S1 |
0.8866 |
0.8851 |
|