CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 22-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2016 |
22-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8988 |
0.8956 |
-0.0032 |
-0.4% |
0.8799 |
| High |
0.9014 |
0.9001 |
-0.0013 |
-0.1% |
0.9057 |
| Low |
0.8952 |
0.8911 |
-0.0041 |
-0.5% |
0.8776 |
| Close |
0.8961 |
0.8926 |
-0.0035 |
-0.4% |
0.8981 |
| Range |
0.0062 |
0.0090 |
0.0028 |
45.5% |
0.0281 |
| ATR |
0.0100 |
0.0100 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
56,903 |
110,636 |
53,733 |
94.4% |
650,753 |
|
| Daily Pivots for day following 22-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9214 |
0.9160 |
0.8975 |
|
| R3 |
0.9125 |
0.9070 |
0.8951 |
|
| R2 |
0.9035 |
0.9035 |
0.8942 |
|
| R1 |
0.8981 |
0.8981 |
0.8934 |
0.8963 |
| PP |
0.8946 |
0.8946 |
0.8946 |
0.8937 |
| S1 |
0.8891 |
0.8891 |
0.8918 |
0.8874 |
| S2 |
0.8856 |
0.8856 |
0.8910 |
|
| S3 |
0.8767 |
0.8802 |
0.8901 |
|
| S4 |
0.8677 |
0.8712 |
0.8877 |
|
|
| 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 |
0.8808 |
0.0249 |
2.8% |
0.0105 |
1.2% |
48% |
False |
False |
123,850 |
| 10 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0102 |
1.1% |
56% |
False |
False |
112,136 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0099 |
1.1% |
57% |
False |
False |
61,955 |
| 40 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0104 |
1.2% |
84% |
False |
False |
31,207 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0088 |
1.0% |
84% |
False |
False |
20,859 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0077 |
0.9% |
86% |
False |
False |
15,661 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0067 |
0.8% |
86% |
False |
False |
12,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9381 |
|
2.618 |
0.9235 |
|
1.618 |
0.9145 |
|
1.000 |
0.9090 |
|
0.618 |
0.9056 |
|
HIGH |
0.9001 |
|
0.618 |
0.8966 |
|
0.500 |
0.8956 |
|
0.382 |
0.8945 |
|
LOW |
0.8911 |
|
0.618 |
0.8856 |
|
1.000 |
0.8822 |
|
1.618 |
0.8766 |
|
2.618 |
0.8677 |
|
4.250 |
0.8531 |
|
|
| Fisher Pivots for day following 22-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8956 |
0.8978 |
| PP |
0.8946 |
0.8961 |
| S1 |
0.8936 |
0.8943 |
|