CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 17-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2016 |
17-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8858 |
0.8897 |
0.0039 |
0.4% |
0.8811 |
| High |
0.8925 |
0.9057 |
0.0132 |
1.5% |
0.8936 |
| Low |
0.8808 |
0.8874 |
0.0067 |
0.8% |
0.8761 |
| Close |
0.8891 |
0.8995 |
0.0104 |
1.2% |
0.8817 |
| Range |
0.0118 |
0.0183 |
0.0065 |
55.3% |
0.0176 |
| ATR |
0.0100 |
0.0105 |
0.0006 |
6.0% |
0.0000 |
| Volume |
134,273 |
210,241 |
75,968 |
56.6% |
387,805 |
|
| Daily Pivots for day following 17-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9441 |
0.9095 |
|
| R3 |
0.9340 |
0.9259 |
0.9045 |
|
| R2 |
0.9158 |
0.9158 |
0.9028 |
|
| R1 |
0.9076 |
0.9076 |
0.9011 |
0.9117 |
| PP |
0.8975 |
0.8975 |
0.8975 |
0.8995 |
| S1 |
0.8894 |
0.8894 |
0.8978 |
0.8934 |
| S2 |
0.8793 |
0.8793 |
0.8961 |
|
| S3 |
0.8610 |
0.8711 |
0.8944 |
|
| S4 |
0.8428 |
0.8529 |
0.8894 |
|
|
| 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 |
0.9057 |
0.8776 |
0.0281 |
3.1% |
0.0111 |
1.2% |
78% |
True |
False |
133,860 |
| 10 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0102 |
1.1% |
79% |
True |
False |
94,776 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.3% |
0.0099 |
1.1% |
79% |
True |
False |
48,324 |
| 40 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0103 |
1.1% |
92% |
True |
False |
24,355 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0086 |
1.0% |
92% |
True |
False |
16,281 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0074 |
0.8% |
93% |
True |
False |
12,227 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0066 |
0.7% |
93% |
True |
False |
9,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9534 |
|
1.618 |
0.9352 |
|
1.000 |
0.9239 |
|
0.618 |
0.9169 |
|
HIGH |
0.9057 |
|
0.618 |
0.8987 |
|
0.500 |
0.8965 |
|
0.382 |
0.8944 |
|
LOW |
0.8874 |
|
0.618 |
0.8761 |
|
1.000 |
0.8692 |
|
1.618 |
0.8579 |
|
2.618 |
0.8396 |
|
4.250 |
0.8098 |
|
|
| Fisher Pivots for day following 17-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8985 |
0.8968 |
| PP |
0.8975 |
0.8942 |
| S1 |
0.8965 |
0.8916 |
|