CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8850 |
0.8838 |
-0.0012 |
-0.1% |
0.8988 |
| High |
0.8857 |
0.8901 |
0.0044 |
0.5% |
0.9014 |
| Low |
0.8815 |
0.8806 |
-0.0010 |
-0.1% |
0.8867 |
| Close |
0.8849 |
0.8889 |
0.0041 |
0.5% |
0.8896 |
| Range |
0.0042 |
0.0095 |
0.0053 |
126.2% |
0.0147 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
0.1% |
0.0000 |
| Volume |
48,438 |
108,955 |
60,517 |
124.9% |
340,116 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9150 |
0.9115 |
0.8941 |
|
| R3 |
0.9055 |
0.9020 |
0.8915 |
|
| R2 |
0.8960 |
0.8960 |
0.8906 |
|
| R1 |
0.8925 |
0.8925 |
0.8898 |
0.8942 |
| PP |
0.8865 |
0.8865 |
0.8865 |
0.8874 |
| S1 |
0.8830 |
0.8830 |
0.8880 |
0.8847 |
| S2 |
0.8770 |
0.8770 |
0.8872 |
|
| S3 |
0.8675 |
0.8735 |
0.8863 |
|
| S4 |
0.8580 |
0.8640 |
0.8837 |
|
|
| 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 |
0.9001 |
0.8806 |
0.0195 |
2.2% |
0.0069 |
0.8% |
43% |
False |
True |
88,121 |
| 10 |
0.9057 |
0.8776 |
0.0281 |
3.2% |
0.0091 |
1.0% |
40% |
False |
False |
107,806 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0092 |
1.0% |
44% |
False |
False |
78,021 |
| 40 |
0.9057 |
0.8271 |
0.0786 |
8.8% |
0.0101 |
1.1% |
79% |
False |
False |
39,431 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.1% |
0.0092 |
1.0% |
79% |
False |
False |
26,354 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0079 |
0.9% |
82% |
False |
False |
19,786 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0068 |
0.8% |
82% |
False |
False |
15,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9304 |
|
2.618 |
0.9149 |
|
1.618 |
0.9054 |
|
1.000 |
0.8996 |
|
0.618 |
0.8959 |
|
HIGH |
0.8901 |
|
0.618 |
0.8864 |
|
0.500 |
0.8853 |
|
0.382 |
0.8842 |
|
LOW |
0.8806 |
|
0.618 |
0.8747 |
|
1.000 |
0.8711 |
|
1.618 |
0.8652 |
|
2.618 |
0.8557 |
|
4.250 |
0.8402 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8877 |
0.8881 |
| PP |
0.8865 |
0.8873 |
| S1 |
0.8853 |
0.8865 |
|