CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 23-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2016 |
23-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8956 |
0.8922 |
-0.0034 |
-0.4% |
0.8799 |
| High |
0.9001 |
0.8938 |
-0.0063 |
-0.7% |
0.9057 |
| Low |
0.8911 |
0.8876 |
-0.0035 |
-0.4% |
0.8776 |
| Close |
0.8926 |
0.8918 |
-0.0009 |
-0.1% |
0.8981 |
| Range |
0.0090 |
0.0062 |
-0.0028 |
-31.3% |
0.0281 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
110,636 |
90,702 |
-19,934 |
-18.0% |
650,753 |
|
| Daily Pivots for day following 23-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9095 |
0.9068 |
0.8951 |
|
| R3 |
0.9033 |
0.9006 |
0.8934 |
|
| R2 |
0.8972 |
0.8972 |
0.8929 |
|
| R1 |
0.8945 |
0.8945 |
0.8923 |
0.8928 |
| PP |
0.8910 |
0.8910 |
0.8910 |
0.8902 |
| S1 |
0.8883 |
0.8883 |
0.8912 |
0.8866 |
| S2 |
0.8849 |
0.8849 |
0.8906 |
|
| S3 |
0.8787 |
0.8822 |
0.8901 |
|
| S4 |
0.8726 |
0.8760 |
0.8884 |
|
|
| 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 |
0.8874 |
0.0183 |
2.0% |
0.0094 |
1.1% |
24% |
False |
False |
115,136 |
| 10 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0099 |
1.1% |
53% |
False |
False |
112,957 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0097 |
1.1% |
54% |
False |
False |
66,445 |
| 40 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0104 |
1.2% |
83% |
False |
False |
33,474 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.0% |
0.0089 |
1.0% |
83% |
False |
False |
22,370 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0077 |
0.9% |
85% |
False |
False |
16,795 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0067 |
0.8% |
85% |
False |
False |
13,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9199 |
|
2.618 |
0.9099 |
|
1.618 |
0.9037 |
|
1.000 |
0.8999 |
|
0.618 |
0.8976 |
|
HIGH |
0.8938 |
|
0.618 |
0.8914 |
|
0.500 |
0.8907 |
|
0.382 |
0.8899 |
|
LOW |
0.8876 |
|
0.618 |
0.8838 |
|
1.000 |
0.8815 |
|
1.618 |
0.8776 |
|
2.618 |
0.8715 |
|
4.250 |
0.8615 |
|
|
| Fisher Pivots for day following 23-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8914 |
0.8945 |
| PP |
0.8910 |
0.8936 |
| S1 |
0.8907 |
0.8927 |
|