CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 12-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8570 |
0.8505 |
-0.0065 |
-0.8% |
0.8328 |
| High |
0.8573 |
0.8542 |
-0.0032 |
-0.4% |
0.8542 |
| Low |
0.8483 |
0.8480 |
-0.0004 |
0.0% |
0.8313 |
| Close |
0.8522 |
0.8513 |
-0.0009 |
-0.1% |
0.8511 |
| Range |
0.0090 |
0.0062 |
-0.0028 |
-31.1% |
0.0229 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
150,777 |
163,014 |
12,237 |
8.1% |
1,019,083 |
|
| Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8697 |
0.8667 |
0.8547 |
|
| R3 |
0.8635 |
0.8605 |
0.8530 |
|
| R2 |
0.8573 |
0.8573 |
0.8524 |
|
| R1 |
0.8543 |
0.8543 |
0.8519 |
0.8558 |
| PP |
0.8511 |
0.8511 |
0.8511 |
0.8519 |
| S1 |
0.8481 |
0.8481 |
0.8507 |
0.8496 |
| S2 |
0.8449 |
0.8449 |
0.8502 |
|
| S3 |
0.8387 |
0.8419 |
0.8496 |
|
| S4 |
0.8325 |
0.8357 |
0.8479 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9141 |
0.9054 |
0.8637 |
|
| R3 |
0.8912 |
0.8826 |
0.8574 |
|
| R2 |
0.8684 |
0.8684 |
0.8553 |
|
| R1 |
0.8597 |
0.8597 |
0.8532 |
0.8641 |
| PP |
0.8455 |
0.8455 |
0.8455 |
0.8477 |
| S1 |
0.8369 |
0.8369 |
0.8490 |
0.8412 |
| S2 |
0.8227 |
0.8227 |
0.8469 |
|
| S3 |
0.7998 |
0.8140 |
0.8448 |
|
| S4 |
0.7770 |
0.7912 |
0.8385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8573 |
0.8402 |
0.0172 |
2.0% |
0.0088 |
1.0% |
65% |
False |
False |
200,427 |
| 10 |
0.8573 |
0.8301 |
0.0273 |
3.2% |
0.0071 |
0.8% |
78% |
False |
False |
149,500 |
| 20 |
0.8573 |
0.8058 |
0.0516 |
6.1% |
0.0069 |
0.8% |
88% |
False |
False |
125,920 |
| 40 |
0.8573 |
0.8058 |
0.0516 |
6.1% |
0.0061 |
0.7% |
88% |
False |
False |
76,610 |
| 60 |
0.8573 |
0.8058 |
0.0516 |
6.1% |
0.0058 |
0.7% |
88% |
False |
False |
51,271 |
| 80 |
0.8573 |
0.8058 |
0.0516 |
6.1% |
0.0058 |
0.7% |
88% |
False |
False |
38,483 |
| 100 |
0.8608 |
0.8058 |
0.0551 |
6.5% |
0.0063 |
0.7% |
83% |
False |
False |
30,791 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
6.9% |
0.0058 |
0.7% |
84% |
False |
False |
25,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8805 |
|
2.618 |
0.8704 |
|
1.618 |
0.8642 |
|
1.000 |
0.8604 |
|
0.618 |
0.8580 |
|
HIGH |
0.8542 |
|
0.618 |
0.8518 |
|
0.500 |
0.8511 |
|
0.382 |
0.8503 |
|
LOW |
0.8480 |
|
0.618 |
0.8441 |
|
1.000 |
0.8418 |
|
1.618 |
0.8379 |
|
2.618 |
0.8317 |
|
4.250 |
0.8216 |
|
|
| Fisher Pivots for day following 12-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8512 |
0.8508 |
| PP |
0.8511 |
0.8503 |
| S1 |
0.8511 |
0.8498 |
|