CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8893 |
0.8912 |
0.0020 |
0.2% |
0.8988 |
| High |
0.8945 |
0.8937 |
-0.0009 |
-0.1% |
0.9014 |
| Low |
0.8882 |
0.8892 |
0.0011 |
0.1% |
0.8867 |
| Close |
0.8910 |
0.8904 |
-0.0006 |
-0.1% |
0.8896 |
| Range |
0.0064 |
0.0045 |
-0.0019 |
-29.9% |
0.0147 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
91,922 |
89,029 |
-2,893 |
-3.1% |
340,116 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9044 |
0.9019 |
0.8928 |
|
| R3 |
0.9000 |
0.8974 |
0.8916 |
|
| R2 |
0.8955 |
0.8955 |
0.8912 |
|
| R1 |
0.8930 |
0.8930 |
0.8908 |
0.8920 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8906 |
| S1 |
0.8885 |
0.8885 |
0.8900 |
0.8876 |
| S2 |
0.8866 |
0.8866 |
0.8896 |
|
| S3 |
0.8822 |
0.8841 |
0.8892 |
|
| S4 |
0.8777 |
0.8796 |
0.8880 |
|
|
| 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% |
0.0061 |
0.7% |
71% |
False |
False |
84,043 |
| 10 |
0.9057 |
0.8806 |
0.0251 |
2.8% |
0.0077 |
0.9% |
39% |
False |
False |
99,590 |
| 20 |
0.9057 |
0.8761 |
0.0296 |
3.3% |
0.0084 |
0.9% |
48% |
False |
False |
86,753 |
| 40 |
0.9057 |
0.8366 |
0.0691 |
7.8% |
0.0101 |
1.1% |
78% |
False |
False |
43,945 |
| 60 |
0.9057 |
0.8250 |
0.0807 |
9.1% |
0.0091 |
1.0% |
81% |
False |
False |
29,367 |
| 80 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0080 |
0.9% |
84% |
False |
False |
22,047 |
| 100 |
0.9057 |
0.8126 |
0.0931 |
10.5% |
0.0068 |
0.8% |
84% |
False |
False |
17,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9126 |
|
2.618 |
0.9053 |
|
1.618 |
0.9009 |
|
1.000 |
0.8981 |
|
0.618 |
0.8964 |
|
HIGH |
0.8937 |
|
0.618 |
0.8920 |
|
0.500 |
0.8914 |
|
0.382 |
0.8909 |
|
LOW |
0.8892 |
|
0.618 |
0.8864 |
|
1.000 |
0.8848 |
|
1.618 |
0.8820 |
|
2.618 |
0.8775 |
|
4.250 |
0.8703 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8914 |
0.8894 |
| PP |
0.8911 |
0.8885 |
| S1 |
0.8907 |
0.8875 |
|