CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 30-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2016 |
30-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8865 |
0.8941 |
0.0076 |
0.9% |
0.9026 |
| High |
0.8928 |
0.8972 |
0.0044 |
0.5% |
0.9034 |
| Low |
0.8840 |
0.8918 |
0.0078 |
0.9% |
0.8900 |
| Close |
0.8918 |
0.8940 |
0.0022 |
0.2% |
0.8926 |
| Range |
0.0088 |
0.0055 |
-0.0034 |
-38.1% |
0.0134 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
65 |
100 |
35 |
53.8% |
192 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9107 |
0.9078 |
0.8969 |
|
| R3 |
0.9052 |
0.9023 |
0.8954 |
|
| R2 |
0.8998 |
0.8998 |
0.8949 |
|
| R1 |
0.8969 |
0.8969 |
0.8944 |
0.8956 |
| PP |
0.8943 |
0.8943 |
0.8943 |
0.8937 |
| S1 |
0.8914 |
0.8914 |
0.8935 |
0.8901 |
| S2 |
0.8889 |
0.8889 |
0.8930 |
|
| S3 |
0.8834 |
0.8860 |
0.8925 |
|
| S4 |
0.8780 |
0.8805 |
0.8910 |
|
|
| 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 |
0.8972 |
0.8840 |
0.0132 |
1.5% |
0.0055 |
0.6% |
75% |
True |
False |
61 |
| 10 |
0.9087 |
0.8840 |
0.0247 |
2.8% |
0.0071 |
0.8% |
40% |
False |
False |
54 |
| 20 |
0.9087 |
0.8804 |
0.0283 |
3.2% |
0.0070 |
0.8% |
48% |
False |
False |
35 |
| 40 |
0.9087 |
0.8360 |
0.0727 |
8.1% |
0.0059 |
0.7% |
80% |
False |
False |
21 |
| 60 |
0.9087 |
0.8300 |
0.0787 |
8.8% |
0.0051 |
0.6% |
81% |
False |
False |
15 |
| 80 |
0.9087 |
0.8182 |
0.0906 |
10.1% |
0.0041 |
0.5% |
84% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9204 |
|
2.618 |
0.9115 |
|
1.618 |
0.9060 |
|
1.000 |
0.9027 |
|
0.618 |
0.9006 |
|
HIGH |
0.8972 |
|
0.618 |
0.8951 |
|
0.500 |
0.8945 |
|
0.382 |
0.8938 |
|
LOW |
0.8918 |
|
0.618 |
0.8884 |
|
1.000 |
0.8863 |
|
1.618 |
0.8829 |
|
2.618 |
0.8775 |
|
4.250 |
0.8686 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8945 |
0.8928 |
| PP |
0.8943 |
0.8917 |
| S1 |
0.8941 |
0.8906 |
|