CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 18-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2016 |
18-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8897 |
0.8998 |
0.0101 |
1.1% |
0.8799 |
| High |
0.9057 |
0.9045 |
-0.0012 |
-0.1% |
0.9057 |
| Low |
0.8874 |
0.8970 |
0.0096 |
1.1% |
0.8776 |
| Close |
0.8995 |
0.8981 |
-0.0014 |
-0.2% |
0.8981 |
| Range |
0.0183 |
0.0075 |
-0.0108 |
-59.2% |
0.0281 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
210,241 |
107,199 |
-103,042 |
-49.0% |
650,753 |
|
| Daily Pivots for day following 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9222 |
0.9176 |
0.9022 |
|
| R3 |
0.9148 |
0.9102 |
0.9001 |
|
| R2 |
0.9073 |
0.9073 |
0.8995 |
|
| R1 |
0.9027 |
0.9027 |
0.8988 |
0.9013 |
| PP |
0.8999 |
0.8999 |
0.8999 |
0.8991 |
| S1 |
0.8953 |
0.8953 |
0.8974 |
0.8938 |
| S2 |
0.8924 |
0.8924 |
0.8967 |
|
| S3 |
0.8850 |
0.8878 |
0.8961 |
|
| S4 |
0.8775 |
0.8804 |
0.8940 |
|
|
| Weekly Pivots for week ending 18-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9779 |
0.9661 |
0.9135 |
|
| R3 |
0.9499 |
0.9380 |
0.9058 |
|
| R2 |
0.9218 |
0.9218 |
0.9032 |
|
| R1 |
0.9100 |
0.9100 |
0.9007 |
0.9159 |
| PP |
0.8938 |
0.8938 |
0.8938 |
0.8968 |
| S1 |
0.8819 |
0.8819 |
0.8955 |
0.8879 |
| S2 |
0.8657 |
0.8657 |
0.8930 |
|
| S3 |
0.8377 |
0.8539 |
0.8904 |
|
| S4 |
0.8096 |
0.8258 |
0.8827 |
|
|
| 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% |
0.0108 |
1.2% |
73% |
False |
False |
130,150 |
| 10 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0101 |
1.1% |
74% |
False |
False |
103,855 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0099 |
1.1% |
75% |
False |
False |
53,656 |
| 40 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0103 |
1.1% |
91% |
False |
False |
27,031 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0087 |
1.0% |
91% |
False |
False |
18,067 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0075 |
0.8% |
92% |
False |
False |
13,567 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0066 |
0.7% |
92% |
False |
False |
10,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9361 |
|
2.618 |
0.9240 |
|
1.618 |
0.9165 |
|
1.000 |
0.9119 |
|
0.618 |
0.9091 |
|
HIGH |
0.9045 |
|
0.618 |
0.9016 |
|
0.500 |
0.9007 |
|
0.382 |
0.8998 |
|
LOW |
0.8970 |
|
0.618 |
0.8924 |
|
1.000 |
0.8896 |
|
1.618 |
0.8849 |
|
2.618 |
0.8775 |
|
4.250 |
0.8653 |
|
|
| Fisher Pivots for day following 18-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.9007 |
0.8965 |
| PP |
0.8999 |
0.8948 |
| S1 |
0.8990 |
0.8932 |
|