CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8888 |
0.8865 |
-0.0023 |
-0.3% |
0.9026 |
| High |
0.8888 |
0.8928 |
0.0040 |
0.5% |
0.9034 |
| Low |
0.8848 |
0.8840 |
-0.0008 |
-0.1% |
0.8900 |
| Close |
0.8878 |
0.8918 |
0.0040 |
0.5% |
0.8926 |
| Range |
0.0040 |
0.0088 |
0.0048 |
120.0% |
0.0134 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0000 |
| Volume |
31 |
65 |
34 |
109.7% |
192 |
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9159 |
0.9127 |
0.8966 |
|
| R3 |
0.9071 |
0.9039 |
0.8942 |
|
| R2 |
0.8983 |
0.8983 |
0.8934 |
|
| R1 |
0.8951 |
0.8951 |
0.8926 |
0.8967 |
| PP |
0.8895 |
0.8895 |
0.8895 |
0.8904 |
| S1 |
0.8863 |
0.8863 |
0.8910 |
0.8879 |
| S2 |
0.8807 |
0.8807 |
0.8902 |
|
| S3 |
0.8719 |
0.8775 |
0.8894 |
|
| S4 |
0.8631 |
0.8687 |
0.8870 |
|
|
| 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 |
0.9028 |
0.8840 |
0.0188 |
2.1% |
0.0060 |
0.7% |
41% |
False |
True |
47 |
| 10 |
0.9087 |
0.8818 |
0.0269 |
3.0% |
0.0077 |
0.9% |
37% |
False |
False |
49 |
| 20 |
0.9087 |
0.8804 |
0.0283 |
3.2% |
0.0073 |
0.8% |
40% |
False |
False |
30 |
| 40 |
0.9087 |
0.8312 |
0.0775 |
8.7% |
0.0058 |
0.7% |
78% |
False |
False |
18 |
| 60 |
0.9087 |
0.8300 |
0.0787 |
8.8% |
0.0050 |
0.6% |
79% |
False |
False |
14 |
| 80 |
0.9087 |
0.8182 |
0.0906 |
10.2% |
0.0040 |
0.4% |
81% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9302 |
|
2.618 |
0.9158 |
|
1.618 |
0.9070 |
|
1.000 |
0.9016 |
|
0.618 |
0.8982 |
|
HIGH |
0.8928 |
|
0.618 |
0.8894 |
|
0.500 |
0.8884 |
|
0.382 |
0.8874 |
|
LOW |
0.8840 |
|
0.618 |
0.8786 |
|
1.000 |
0.8752 |
|
1.618 |
0.8698 |
|
2.618 |
0.8610 |
|
4.250 |
0.8466 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8907 |
0.8910 |
| PP |
0.8895 |
0.8902 |
| S1 |
0.8884 |
0.8893 |
|