CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 09-Mar-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
Open |
0.8900 |
0.8939 |
0.0039 |
0.4% |
0.8898 |
High |
0.8942 |
0.8958 |
0.0016 |
0.2% |
0.8960 |
Low |
0.8899 |
0.8874 |
-0.0025 |
-0.3% |
0.8813 |
Close |
0.8942 |
0.8878 |
-0.0064 |
-0.7% |
0.8828 |
Range |
0.0043 |
0.0084 |
0.0041 |
96.5% |
0.0147 |
ATR |
0.0068 |
0.0069 |
0.0001 |
1.6% |
0.0000 |
Volume |
3 |
19 |
16 |
533.3% |
46 |
|
Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9154 |
0.9099 |
0.8923 |
|
R3 |
0.9070 |
0.9016 |
0.8900 |
|
R2 |
0.8987 |
0.8987 |
0.8893 |
|
R1 |
0.8932 |
0.8932 |
0.8885 |
0.8918 |
PP |
0.8903 |
0.8903 |
0.8903 |
0.8896 |
S1 |
0.8849 |
0.8849 |
0.8870 |
0.8834 |
S2 |
0.8820 |
0.8820 |
0.8862 |
|
S3 |
0.8736 |
0.8765 |
0.8855 |
|
S4 |
0.8653 |
0.8682 |
0.8832 |
|
|
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 |
0.8958 |
0.8817 |
0.0141 |
1.6% |
0.0057 |
0.6% |
43% |
True |
False |
7 |
10 |
0.8960 |
0.8813 |
0.0147 |
1.7% |
0.0051 |
0.6% |
44% |
False |
False |
7 |
20 |
0.9040 |
0.8762 |
0.0278 |
3.1% |
0.0047 |
0.5% |
42% |
False |
False |
7 |
40 |
0.9040 |
0.8300 |
0.0740 |
8.3% |
0.0043 |
0.5% |
78% |
False |
False |
6 |
60 |
0.9040 |
0.8208 |
0.0832 |
9.4% |
0.0036 |
0.4% |
81% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9312 |
2.618 |
0.9176 |
1.618 |
0.9093 |
1.000 |
0.9041 |
0.618 |
0.9009 |
HIGH |
0.8958 |
0.618 |
0.8926 |
0.500 |
0.8916 |
0.382 |
0.8906 |
LOW |
0.8874 |
0.618 |
0.8822 |
1.000 |
0.8791 |
1.618 |
0.8739 |
2.618 |
0.8655 |
4.250 |
0.8519 |
|
|
Fisher Pivots for day following 09-Mar-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8916 |
0.8897 |
PP |
0.8903 |
0.8890 |
S1 |
0.8890 |
0.8884 |
|