CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8919 |
0.8850 |
-0.0069 |
-0.8% |
0.8988 |
| High |
0.8925 |
0.8857 |
-0.0068 |
-0.8% |
0.9014 |
| Low |
0.8867 |
0.8815 |
-0.0052 |
-0.6% |
0.8867 |
| Close |
0.8896 |
0.8849 |
-0.0048 |
-0.5% |
0.8896 |
| Range |
0.0058 |
0.0042 |
-0.0016 |
-27.0% |
0.0147 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
81,875 |
48,438 |
-33,437 |
-40.8% |
340,116 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8966 |
0.8949 |
0.8872 |
|
| R3 |
0.8924 |
0.8907 |
0.8860 |
|
| R2 |
0.8882 |
0.8882 |
0.8856 |
|
| R1 |
0.8865 |
0.8865 |
0.8852 |
0.8853 |
| PP |
0.8840 |
0.8840 |
0.8840 |
0.8834 |
| S1 |
0.8823 |
0.8823 |
0.8845 |
0.8811 |
| S2 |
0.8798 |
0.8798 |
0.8841 |
|
| S3 |
0.8756 |
0.8781 |
0.8837 |
|
| S4 |
0.8714 |
0.8739 |
0.8825 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9365 |
0.9277 |
0.8977 |
|
| R3 |
0.9219 |
0.9131 |
0.8936 |
|
| R2 |
0.9072 |
0.9072 |
0.8923 |
|
| R1 |
0.8984 |
0.8984 |
0.8909 |
0.8955 |
| PP |
0.8926 |
0.8926 |
0.8926 |
0.8911 |
| S1 |
0.8838 |
0.8838 |
0.8883 |
0.8808 |
| S2 |
0.8779 |
0.8779 |
0.8869 |
|
| S3 |
0.8633 |
0.8691 |
0.8856 |
|
| S4 |
0.8486 |
0.8545 |
0.8815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9014 |
0.8815 |
0.0199 |
2.2% |
0.0062 |
0.7% |
17% |
False |
True |
77,710 |
| 10 |
0.9057 |
0.8776 |
0.0281 |
3.2% |
0.0085 |
1.0% |
26% |
False |
False |
103,930 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0092 |
1.0% |
31% |
False |
False |
72,787 |
| 40 |
0.9057 |
0.8250 |
0.0807 |
9.1% |
0.0104 |
1.2% |
74% |
False |
False |
36,727 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.1% |
0.0090 |
1.0% |
74% |
False |
False |
24,541 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0078 |
0.9% |
78% |
False |
False |
18,424 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0067 |
0.8% |
78% |
False |
False |
14,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9036 |
|
2.618 |
0.8967 |
|
1.618 |
0.8925 |
|
1.000 |
0.8899 |
|
0.618 |
0.8883 |
|
HIGH |
0.8857 |
|
0.618 |
0.8841 |
|
0.500 |
0.8836 |
|
0.382 |
0.8831 |
|
LOW |
0.8815 |
|
0.618 |
0.8789 |
|
1.000 |
0.8773 |
|
1.618 |
0.8747 |
|
2.618 |
0.8705 |
|
4.250 |
0.8637 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8844 |
0.8876 |
| PP |
0.8840 |
0.8867 |
| S1 |
0.8836 |
0.8858 |
|