CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 28-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2016 |
28-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.8888 |
-0.0035 |
-0.4% |
0.9026 |
| High |
0.8947 |
0.8888 |
-0.0059 |
-0.7% |
0.9034 |
| Low |
0.8900 |
0.8848 |
-0.0052 |
-0.6% |
0.8900 |
| Close |
0.8926 |
0.8878 |
-0.0048 |
-0.5% |
0.8926 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-14.0% |
0.0134 |
| ATR |
0.0073 |
0.0073 |
0.0000 |
0.4% |
0.0000 |
| Volume |
93 |
31 |
-62 |
-66.7% |
192 |
|
| Daily Pivots for day following 28-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8991 |
0.8975 |
0.8900 |
|
| R3 |
0.8951 |
0.8935 |
0.8889 |
|
| R2 |
0.8911 |
0.8911 |
0.8885 |
|
| R1 |
0.8895 |
0.8895 |
0.8882 |
0.8883 |
| PP |
0.8871 |
0.8871 |
0.8871 |
0.8866 |
| S1 |
0.8855 |
0.8855 |
0.8874 |
0.8843 |
| S2 |
0.8831 |
0.8831 |
0.8871 |
|
| S3 |
0.8791 |
0.8815 |
0.8867 |
|
| S4 |
0.8751 |
0.8775 |
0.8856 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9274 |
0.8999 |
|
| R3 |
0.9221 |
0.9140 |
0.8962 |
|
| R2 |
0.9087 |
0.9087 |
0.8950 |
|
| R1 |
0.9006 |
0.9006 |
0.8938 |
0.8980 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8940 |
| S1 |
0.8872 |
0.8872 |
0.8913 |
0.8846 |
| S2 |
0.8819 |
0.8819 |
0.8901 |
|
| S3 |
0.8685 |
0.8738 |
0.8889 |
|
| S4 |
0.8551 |
0.8604 |
0.8852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9034 |
0.8848 |
0.0186 |
2.1% |
0.0051 |
0.6% |
16% |
False |
True |
44 |
| 10 |
0.9087 |
0.8804 |
0.0283 |
3.2% |
0.0074 |
0.8% |
26% |
False |
False |
43 |
| 20 |
0.9087 |
0.8804 |
0.0283 |
3.2% |
0.0070 |
0.8% |
26% |
False |
False |
27 |
| 40 |
0.9087 |
0.8300 |
0.0787 |
8.9% |
0.0060 |
0.7% |
73% |
False |
False |
18 |
| 60 |
0.9087 |
0.8300 |
0.0787 |
8.9% |
0.0049 |
0.5% |
73% |
False |
False |
13 |
| 80 |
0.9087 |
0.8182 |
0.0906 |
10.2% |
0.0039 |
0.4% |
77% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9058 |
|
2.618 |
0.8993 |
|
1.618 |
0.8953 |
|
1.000 |
0.8928 |
|
0.618 |
0.8913 |
|
HIGH |
0.8888 |
|
0.618 |
0.8873 |
|
0.500 |
0.8868 |
|
0.382 |
0.8863 |
|
LOW |
0.8848 |
|
0.618 |
0.8823 |
|
1.000 |
0.8808 |
|
1.618 |
0.8783 |
|
2.618 |
0.8743 |
|
4.250 |
0.8678 |
|
|
| Fisher Pivots for day following 28-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8875 |
0.8904 |
| PP |
0.8871 |
0.8895 |
| S1 |
0.8868 |
0.8887 |
|