CME Japanese Yen Future December 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 |
0.8951 |
0.8972 |
0.0021 |
0.2% |
0.9027 |
| High |
0.8951 |
0.8980 |
0.0030 |
0.3% |
0.9027 |
| Low |
0.8951 |
0.8952 |
0.0001 |
0.0% |
0.8961 |
| Close |
0.8951 |
0.8976 |
0.0025 |
0.3% |
0.8961 |
| Range |
0.0000 |
0.0029 |
0.0029 |
|
0.0067 |
| ATR |
0.0044 |
0.0043 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
0 |
37 |
37 |
|
0 |
|
| Daily Pivots for day following 30-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9055 |
0.9044 |
0.8991 |
|
| R3 |
0.9026 |
0.9015 |
0.8983 |
|
| R2 |
0.8998 |
0.8998 |
0.8981 |
|
| R1 |
0.8987 |
0.8987 |
0.8978 |
0.8992 |
| PP |
0.8969 |
0.8969 |
0.8969 |
0.8972 |
| S1 |
0.8958 |
0.8958 |
0.8973 |
0.8964 |
| S2 |
0.8941 |
0.8941 |
0.8970 |
|
| S3 |
0.8912 |
0.8930 |
0.8968 |
|
| S4 |
0.8884 |
0.8901 |
0.8960 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9182 |
0.9138 |
0.8997 |
|
| R3 |
0.9116 |
0.9071 |
0.8979 |
|
| R2 |
0.9049 |
0.9049 |
0.8973 |
|
| R1 |
0.9005 |
0.9005 |
0.8967 |
0.8994 |
| PP |
0.8983 |
0.8983 |
0.8983 |
0.8977 |
| S1 |
0.8938 |
0.8938 |
0.8954 |
0.8927 |
| S2 |
0.8916 |
0.8916 |
0.8948 |
|
| S3 |
0.8850 |
0.8872 |
0.8942 |
|
| S4 |
0.8783 |
0.8805 |
0.8924 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9101 |
|
2.618 |
0.9055 |
|
1.618 |
0.9026 |
|
1.000 |
0.9009 |
|
0.618 |
0.8998 |
|
HIGH |
0.8980 |
|
0.618 |
0.8969 |
|
0.500 |
0.8966 |
|
0.382 |
0.8962 |
|
LOW |
0.8952 |
|
0.618 |
0.8934 |
|
1.000 |
0.8923 |
|
1.618 |
0.8905 |
|
2.618 |
0.8877 |
|
4.250 |
0.8830 |
|
|
| Fisher Pivots for day following 30-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8972 |
0.8966 |
| PP |
0.8969 |
0.8956 |
| S1 |
0.8966 |
0.8946 |
|