CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 05-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8328 |
0.8392 |
0.0064 |
0.8% |
0.8333 |
| High |
0.8437 |
0.8429 |
-0.0008 |
-0.1% |
0.8346 |
| Low |
0.8313 |
0.8365 |
0.0052 |
0.6% |
0.8301 |
| Close |
0.8394 |
0.8416 |
0.0023 |
0.3% |
0.8333 |
| Range |
0.0124 |
0.0064 |
-0.0060 |
-48.6% |
0.0046 |
| ATR |
0.0060 |
0.0061 |
0.0000 |
0.4% |
0.0000 |
| Volume |
193,598 |
137,138 |
-56,460 |
-29.2% |
211,990 |
|
| Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8594 |
0.8568 |
0.8451 |
|
| R3 |
0.8530 |
0.8505 |
0.8433 |
|
| R2 |
0.8467 |
0.8467 |
0.8428 |
|
| R1 |
0.8441 |
0.8441 |
0.8422 |
0.8454 |
| PP |
0.8403 |
0.8403 |
0.8403 |
0.8410 |
| S1 |
0.8378 |
0.8378 |
0.8410 |
0.8391 |
| S2 |
0.8340 |
0.8340 |
0.8404 |
|
| S3 |
0.8276 |
0.8314 |
0.8399 |
|
| S4 |
0.8213 |
0.8251 |
0.8381 |
|
|
| Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8463 |
0.8443 |
0.8358 |
|
| R3 |
0.8417 |
0.8398 |
0.8345 |
|
| R2 |
0.8372 |
0.8372 |
0.8341 |
|
| R1 |
0.8352 |
0.8352 |
0.8337 |
0.8355 |
| PP |
0.8326 |
0.8326 |
0.8326 |
0.8328 |
| S1 |
0.8307 |
0.8307 |
0.8328 |
0.8310 |
| S2 |
0.8281 |
0.8281 |
0.8324 |
|
| S3 |
0.8235 |
0.8261 |
0.8320 |
|
| S4 |
0.8190 |
0.8216 |
0.8307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8437 |
0.8301 |
0.0136 |
1.6% |
0.0053 |
0.6% |
85% |
False |
False |
98,573 |
| 10 |
0.8437 |
0.8248 |
0.0189 |
2.2% |
0.0046 |
0.5% |
89% |
False |
False |
80,251 |
| 20 |
0.8437 |
0.8058 |
0.0379 |
4.5% |
0.0065 |
0.8% |
95% |
False |
False |
100,797 |
| 40 |
0.8437 |
0.8058 |
0.0379 |
4.5% |
0.0055 |
0.7% |
95% |
False |
False |
51,647 |
| 60 |
0.8491 |
0.8058 |
0.0433 |
5.1% |
0.0054 |
0.6% |
83% |
False |
False |
34,575 |
| 80 |
0.8491 |
0.8058 |
0.0433 |
5.1% |
0.0056 |
0.7% |
83% |
False |
False |
25,959 |
| 100 |
0.8608 |
0.8058 |
0.0551 |
6.5% |
0.0059 |
0.7% |
65% |
False |
False |
20,770 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0055 |
0.7% |
68% |
False |
False |
17,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8698 |
|
2.618 |
0.8595 |
|
1.618 |
0.8531 |
|
1.000 |
0.8492 |
|
0.618 |
0.8468 |
|
HIGH |
0.8429 |
|
0.618 |
0.8404 |
|
0.500 |
0.8397 |
|
0.382 |
0.8389 |
|
LOW |
0.8365 |
|
0.618 |
0.8326 |
|
1.000 |
0.8302 |
|
1.618 |
0.8262 |
|
2.618 |
0.8199 |
|
4.250 |
0.8095 |
|
|
| Fisher Pivots for day following 05-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8410 |
0.8401 |
| PP |
0.8403 |
0.8386 |
| S1 |
0.8397 |
0.8371 |
|