CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8960 |
0.8815 |
-0.0145 |
-1.6% |
0.8928 |
| High |
0.8960 |
0.8883 |
-0.0077 |
-0.9% |
0.9022 |
| Low |
0.8830 |
0.8813 |
-0.0018 |
-0.2% |
0.8845 |
| Close |
0.8830 |
0.8877 |
0.0047 |
0.5% |
0.8845 |
| Range |
0.0130 |
0.0071 |
-0.0059 |
-45.6% |
0.0177 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
4 |
27 |
23 |
575.0% |
25 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9069 |
0.9044 |
0.8916 |
|
| R3 |
0.8999 |
0.8973 |
0.8896 |
|
| R2 |
0.8928 |
0.8928 |
0.8890 |
|
| R1 |
0.8903 |
0.8903 |
0.8883 |
0.8915 |
| PP |
0.8858 |
0.8858 |
0.8858 |
0.8864 |
| S1 |
0.8832 |
0.8832 |
0.8871 |
0.8845 |
| S2 |
0.8787 |
0.8787 |
0.8864 |
|
| S3 |
0.8717 |
0.8762 |
0.8858 |
|
| S4 |
0.8646 |
0.8691 |
0.8838 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9433 |
0.9316 |
0.8942 |
|
| R3 |
0.9257 |
0.9139 |
0.8894 |
|
| R2 |
0.9080 |
0.9080 |
0.8877 |
|
| R1 |
0.8963 |
0.8963 |
0.8861 |
0.8933 |
| PP |
0.8904 |
0.8904 |
0.8904 |
0.8889 |
| S1 |
0.8786 |
0.8786 |
0.8829 |
0.8757 |
| S2 |
0.8727 |
0.8727 |
0.8813 |
|
| S3 |
0.8551 |
0.8610 |
0.8796 |
|
| S4 |
0.8374 |
0.8433 |
0.8748 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8960 |
0.8813 |
0.0147 |
1.7% |
0.0046 |
0.5% |
44% |
False |
True |
6 |
| 10 |
0.9022 |
0.8813 |
0.0209 |
2.4% |
0.0028 |
0.3% |
31% |
False |
True |
6 |
| 20 |
0.9040 |
0.8409 |
0.0631 |
7.1% |
0.0051 |
0.6% |
74% |
False |
False |
8 |
| 40 |
0.9040 |
0.8300 |
0.0740 |
8.3% |
0.0043 |
0.5% |
78% |
False |
False |
6 |
| 60 |
0.9040 |
0.8182 |
0.0858 |
9.7% |
0.0032 |
0.4% |
81% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9183 |
|
2.618 |
0.9068 |
|
1.618 |
0.8997 |
|
1.000 |
0.8954 |
|
0.618 |
0.8927 |
|
HIGH |
0.8883 |
|
0.618 |
0.8856 |
|
0.500 |
0.8848 |
|
0.382 |
0.8839 |
|
LOW |
0.8813 |
|
0.618 |
0.8769 |
|
1.000 |
0.8742 |
|
1.618 |
0.8698 |
|
2.618 |
0.8628 |
|
4.250 |
0.8513 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8867 |
0.8886 |
| PP |
0.8858 |
0.8883 |
| S1 |
0.8848 |
0.8880 |
|