CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 07-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.8867 |
0.8836 |
-0.0032 |
-0.4% |
0.8898 |
High |
0.8867 |
0.8892 |
0.0025 |
0.3% |
0.8960 |
Low |
0.8817 |
0.8836 |
0.0019 |
0.2% |
0.8813 |
Close |
0.8828 |
0.8892 |
0.0064 |
0.7% |
0.8828 |
Range |
0.0050 |
0.0056 |
0.0006 |
12.0% |
0.0147 |
ATR |
0.0070 |
0.0070 |
0.0000 |
-0.7% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
46 |
|
Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9041 |
0.9022 |
0.8922 |
|
R3 |
0.8985 |
0.8966 |
0.8907 |
|
R2 |
0.8929 |
0.8929 |
0.8902 |
|
R1 |
0.8910 |
0.8910 |
0.8897 |
0.8920 |
PP |
0.8873 |
0.8873 |
0.8873 |
0.8878 |
S1 |
0.8854 |
0.8854 |
0.8886 |
0.8864 |
S2 |
0.8817 |
0.8817 |
0.8881 |
|
S3 |
0.8761 |
0.8798 |
0.8876 |
|
S4 |
0.8705 |
0.8742 |
0.8861 |
|
|
Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9308 |
0.9215 |
0.8909 |
|
R3 |
0.9161 |
0.9068 |
0.8868 |
|
R2 |
0.9014 |
0.9014 |
0.8855 |
|
R1 |
0.8921 |
0.8921 |
0.8841 |
0.8894 |
PP |
0.8867 |
0.8867 |
0.8867 |
0.8853 |
S1 |
0.8774 |
0.8774 |
0.8815 |
0.8747 |
S2 |
0.8720 |
0.8720 |
0.8801 |
|
S3 |
0.8573 |
0.8627 |
0.8788 |
|
S4 |
0.8426 |
0.8480 |
0.8747 |
|
|
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% |
0.0072 |
0.8% |
54% |
False |
False |
9 |
10 |
0.9022 |
0.8813 |
0.0209 |
2.4% |
0.0041 |
0.5% |
38% |
False |
False |
7 |
20 |
0.9040 |
0.8686 |
0.0354 |
4.0% |
0.0044 |
0.5% |
58% |
False |
False |
6 |
40 |
0.9040 |
0.8300 |
0.0740 |
8.3% |
0.0043 |
0.5% |
80% |
False |
False |
6 |
60 |
0.9040 |
0.8208 |
0.0832 |
9.4% |
0.0035 |
0.4% |
82% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9130 |
2.618 |
0.9038 |
1.618 |
0.8982 |
1.000 |
0.8948 |
0.618 |
0.8926 |
HIGH |
0.8892 |
0.618 |
0.8870 |
0.500 |
0.8864 |
0.382 |
0.8857 |
LOW |
0.8836 |
0.618 |
0.8801 |
1.000 |
0.8780 |
1.618 |
0.8745 |
2.618 |
0.8689 |
4.250 |
0.8598 |
|
|
Fisher Pivots for day following 07-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8882 |
0.8879 |
PP |
0.8873 |
0.8867 |
S1 |
0.8864 |
0.8854 |
|