CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8838 |
0.8893 |
0.0055 |
0.6% |
0.8988 |
| High |
0.8901 |
0.8945 |
0.0045 |
0.5% |
0.9014 |
| Low |
0.8806 |
0.8882 |
0.0076 |
0.9% |
0.8867 |
| Close |
0.8889 |
0.8910 |
0.0021 |
0.2% |
0.8896 |
| Range |
0.0095 |
0.0064 |
-0.0032 |
-33.2% |
0.0147 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
108,955 |
91,922 |
-17,033 |
-15.6% |
340,116 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9103 |
0.9070 |
0.8944 |
|
| R3 |
0.9039 |
0.9006 |
0.8927 |
|
| R2 |
0.8976 |
0.8976 |
0.8921 |
|
| R1 |
0.8943 |
0.8943 |
0.8915 |
0.8959 |
| PP |
0.8912 |
0.8912 |
0.8912 |
0.8920 |
| S1 |
0.8879 |
0.8879 |
0.8904 |
0.8896 |
| S2 |
0.8849 |
0.8849 |
0.8898 |
|
| S3 |
0.8785 |
0.8816 |
0.8892 |
|
| S4 |
0.8722 |
0.8752 |
0.8875 |
|
|
| 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 |
0.8945 |
0.8806 |
0.0140 |
1.6% |
0.0064 |
0.7% |
75% |
True |
False |
84,378 |
| 10 |
0.9057 |
0.8806 |
0.0251 |
2.8% |
0.0085 |
0.9% |
41% |
False |
False |
104,114 |
| 20 |
0.9057 |
0.8756 |
0.0301 |
3.4% |
0.0087 |
1.0% |
51% |
False |
False |
82,400 |
| 40 |
0.9057 |
0.8297 |
0.0760 |
8.5% |
0.0101 |
1.1% |
81% |
False |
False |
41,724 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.1% |
0.0092 |
1.0% |
82% |
False |
False |
27,885 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0080 |
0.9% |
84% |
False |
False |
20,935 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.4% |
0.0068 |
0.8% |
84% |
False |
False |
16,752 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9215 |
|
2.618 |
0.9111 |
|
1.618 |
0.9048 |
|
1.000 |
0.9009 |
|
0.618 |
0.8984 |
|
HIGH |
0.8945 |
|
0.618 |
0.8921 |
|
0.500 |
0.8913 |
|
0.382 |
0.8906 |
|
LOW |
0.8882 |
|
0.618 |
0.8842 |
|
1.000 |
0.8818 |
|
1.618 |
0.8779 |
|
2.618 |
0.8715 |
|
4.250 |
0.8612 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8913 |
0.8898 |
| PP |
0.8912 |
0.8887 |
| S1 |
0.8911 |
0.8875 |
|