CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8815 |
0.8858 |
0.0043 |
0.5% |
0.8928 |
| High |
0.8883 |
0.8878 |
-0.0006 |
-0.1% |
0.9022 |
| Low |
0.8813 |
0.8825 |
0.0013 |
0.1% |
0.8845 |
| Close |
0.8877 |
0.8866 |
-0.0011 |
-0.1% |
0.8845 |
| Range |
0.0071 |
0.0053 |
-0.0018 |
-25.5% |
0.0177 |
| ATR |
0.0073 |
0.0072 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
27 |
11 |
-16 |
-59.3% |
25 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9014 |
0.8992 |
0.8895 |
|
| R3 |
0.8961 |
0.8940 |
0.8880 |
|
| R2 |
0.8909 |
0.8909 |
0.8876 |
|
| R1 |
0.8887 |
0.8887 |
0.8871 |
0.8898 |
| PP |
0.8856 |
0.8856 |
0.8856 |
0.8862 |
| S1 |
0.8835 |
0.8835 |
0.8861 |
0.8846 |
| S2 |
0.8804 |
0.8804 |
0.8856 |
|
| S3 |
0.8751 |
0.8782 |
0.8852 |
|
| S4 |
0.8699 |
0.8730 |
0.8837 |
|
|
| 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% |
0.0057 |
0.6% |
36% |
False |
False |
8 |
| 10 |
0.9022 |
0.8813 |
0.0209 |
2.4% |
0.0033 |
0.4% |
26% |
False |
False |
7 |
| 20 |
0.9040 |
0.8531 |
0.0509 |
5.7% |
0.0046 |
0.5% |
66% |
False |
False |
8 |
| 40 |
0.9040 |
0.8300 |
0.0740 |
8.3% |
0.0044 |
0.5% |
77% |
False |
False |
6 |
| 60 |
0.9040 |
0.8182 |
0.0858 |
9.7% |
0.0033 |
0.4% |
80% |
False |
False |
4 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9101 |
|
2.618 |
0.9015 |
|
1.618 |
0.8962 |
|
1.000 |
0.8930 |
|
0.618 |
0.8910 |
|
HIGH |
0.8878 |
|
0.618 |
0.8857 |
|
0.500 |
0.8851 |
|
0.382 |
0.8845 |
|
LOW |
0.8825 |
|
0.618 |
0.8793 |
|
1.000 |
0.8773 |
|
1.618 |
0.8740 |
|
2.618 |
0.8688 |
|
4.250 |
0.8602 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8861 |
0.8886 |
| PP |
0.8856 |
0.8879 |
| S1 |
0.8851 |
0.8873 |
|