CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 21-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2016 |
21-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8998 |
0.8988 |
-0.0010 |
-0.1% |
0.8799 |
| High |
0.9045 |
0.9014 |
-0.0031 |
-0.3% |
0.9057 |
| Low |
0.8970 |
0.8952 |
-0.0018 |
-0.2% |
0.8776 |
| Close |
0.8981 |
0.8961 |
-0.0020 |
-0.2% |
0.8981 |
| Range |
0.0075 |
0.0062 |
-0.0013 |
-17.4% |
0.0281 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
107,199 |
56,903 |
-50,296 |
-46.9% |
650,753 |
|
| Daily Pivots for day following 21-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9160 |
0.9122 |
0.8995 |
|
| R3 |
0.9099 |
0.9061 |
0.8978 |
|
| R2 |
0.9037 |
0.9037 |
0.8972 |
|
| R1 |
0.8999 |
0.8999 |
0.8967 |
0.8987 |
| PP |
0.8976 |
0.8976 |
0.8976 |
0.8970 |
| S1 |
0.8938 |
0.8938 |
0.8955 |
0.8926 |
| S2 |
0.8914 |
0.8914 |
0.8950 |
|
| S3 |
0.8853 |
0.8876 |
0.8944 |
|
| S4 |
0.8791 |
0.8815 |
0.8927 |
|
|
| 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% |
0.0112 |
1.3% |
66% |
False |
False |
127,491 |
| 10 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0102 |
1.1% |
68% |
False |
False |
106,481 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0098 |
1.1% |
68% |
False |
False |
56,467 |
| 40 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0102 |
1.1% |
88% |
False |
False |
28,445 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0087 |
1.0% |
88% |
False |
False |
19,015 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0075 |
0.8% |
90% |
False |
False |
14,278 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0066 |
0.7% |
90% |
False |
False |
11,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9275 |
|
2.618 |
0.9175 |
|
1.618 |
0.9113 |
|
1.000 |
0.9075 |
|
0.618 |
0.9052 |
|
HIGH |
0.9014 |
|
0.618 |
0.8990 |
|
0.500 |
0.8983 |
|
0.382 |
0.8975 |
|
LOW |
0.8952 |
|
0.618 |
0.8914 |
|
1.000 |
0.8891 |
|
1.618 |
0.8852 |
|
2.618 |
0.8791 |
|
4.250 |
0.8691 |
|
|
| Fisher Pivots for day following 21-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8983 |
0.8965 |
| PP |
0.8976 |
0.8964 |
| S1 |
0.8968 |
0.8962 |
|