CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 24-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2016 |
24-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8922 |
0.8919 |
-0.0004 |
0.0% |
0.8799 |
| High |
0.8938 |
0.8925 |
-0.0013 |
-0.1% |
0.9057 |
| Low |
0.8876 |
0.8867 |
-0.0009 |
-0.1% |
0.8776 |
| Close |
0.8918 |
0.8896 |
-0.0022 |
-0.2% |
0.8981 |
| Range |
0.0062 |
0.0058 |
-0.0004 |
-6.5% |
0.0281 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
90,702 |
81,875 |
-8,827 |
-9.7% |
650,753 |
|
| Daily Pivots for day following 24-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9068 |
0.9040 |
0.8928 |
|
| R3 |
0.9011 |
0.8982 |
0.8912 |
|
| R2 |
0.8953 |
0.8953 |
0.8907 |
|
| R1 |
0.8925 |
0.8925 |
0.8901 |
0.8910 |
| PP |
0.8896 |
0.8896 |
0.8896 |
0.8889 |
| S1 |
0.8867 |
0.8867 |
0.8891 |
0.8853 |
| S2 |
0.8838 |
0.8838 |
0.8885 |
|
| S3 |
0.8781 |
0.8810 |
0.8880 |
|
| S4 |
0.8723 |
0.8752 |
0.8864 |
|
|
| 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 |
0.9045 |
0.8867 |
0.0178 |
2.0% |
0.0069 |
0.8% |
16% |
False |
True |
89,463 |
| 10 |
0.9057 |
0.8776 |
0.0281 |
3.2% |
0.0090 |
1.0% |
43% |
False |
False |
111,661 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0095 |
1.1% |
47% |
False |
False |
70,467 |
| 40 |
0.9057 |
0.8250 |
0.0807 |
9.1% |
0.0104 |
1.2% |
80% |
False |
False |
35,519 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.1% |
0.0090 |
1.0% |
80% |
False |
False |
23,734 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0078 |
0.9% |
83% |
False |
False |
17,818 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0068 |
0.8% |
83% |
False |
False |
14,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9169 |
|
2.618 |
0.9075 |
|
1.618 |
0.9018 |
|
1.000 |
0.8982 |
|
0.618 |
0.8960 |
|
HIGH |
0.8925 |
|
0.618 |
0.8903 |
|
0.500 |
0.8896 |
|
0.382 |
0.8889 |
|
LOW |
0.8867 |
|
0.618 |
0.8831 |
|
1.000 |
0.8810 |
|
1.618 |
0.8774 |
|
2.618 |
0.8716 |
|
4.250 |
0.8623 |
|
|
| Fisher Pivots for day following 24-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8896 |
0.8934 |
| PP |
0.8896 |
0.8921 |
| S1 |
0.8896 |
0.8909 |
|