CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 20-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2016 |
20-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8560 |
0.8512 |
-0.0049 |
-0.6% |
0.8570 |
| High |
0.8566 |
0.8631 |
0.0066 |
0.8% |
0.8593 |
| Low |
0.8474 |
0.8506 |
0.0032 |
0.4% |
0.8457 |
| Close |
0.8524 |
0.8571 |
0.0047 |
0.6% |
0.8555 |
| Range |
0.0092 |
0.0126 |
0.0034 |
37.2% |
0.0136 |
| ATR |
0.0074 |
0.0078 |
0.0004 |
5.0% |
0.0000 |
| Volume |
232,592 |
239,157 |
6,565 |
2.8% |
868,592 |
|
| Daily Pivots for day following 20-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8946 |
0.8884 |
0.8640 |
|
| R3 |
0.8820 |
0.8758 |
0.8606 |
|
| R2 |
0.8695 |
0.8695 |
0.8594 |
|
| R1 |
0.8633 |
0.8633 |
0.8583 |
0.8664 |
| PP |
0.8569 |
0.8569 |
0.8569 |
0.8585 |
| S1 |
0.8507 |
0.8507 |
0.8559 |
0.8538 |
| S2 |
0.8444 |
0.8444 |
0.8548 |
|
| S3 |
0.8318 |
0.8382 |
0.8536 |
|
| S4 |
0.8193 |
0.8256 |
0.8502 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8943 |
0.8885 |
0.8630 |
|
| R3 |
0.8807 |
0.8749 |
0.8592 |
|
| R2 |
0.8671 |
0.8671 |
0.8580 |
|
| R1 |
0.8613 |
0.8613 |
0.8567 |
0.8574 |
| PP |
0.8535 |
0.8535 |
0.8535 |
0.8515 |
| S1 |
0.8477 |
0.8477 |
0.8543 |
0.8438 |
| S2 |
0.8399 |
0.8399 |
0.8530 |
|
| S3 |
0.8263 |
0.8341 |
0.8518 |
|
| S4 |
0.8127 |
0.8205 |
0.8480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8631 |
0.8457 |
0.0175 |
2.0% |
0.0094 |
1.1% |
66% |
True |
False |
205,310 |
| 10 |
0.8631 |
0.8402 |
0.0230 |
2.7% |
0.0091 |
1.1% |
74% |
True |
False |
202,868 |
| 20 |
0.8631 |
0.8248 |
0.0384 |
4.5% |
0.0068 |
0.8% |
84% |
True |
False |
141,560 |
| 40 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0067 |
0.8% |
90% |
True |
False |
102,202 |
| 60 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0062 |
0.7% |
90% |
True |
False |
68,369 |
| 80 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0059 |
0.7% |
90% |
True |
False |
51,308 |
| 100 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0061 |
0.7% |
90% |
True |
False |
41,056 |
| 120 |
0.8631 |
0.8017 |
0.0614 |
7.2% |
0.0060 |
0.7% |
90% |
True |
False |
34,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9164 |
|
2.618 |
0.8960 |
|
1.618 |
0.8834 |
|
1.000 |
0.8757 |
|
0.618 |
0.8709 |
|
HIGH |
0.8631 |
|
0.618 |
0.8583 |
|
0.500 |
0.8568 |
|
0.382 |
0.8553 |
|
LOW |
0.8506 |
|
0.618 |
0.8428 |
|
1.000 |
0.8380 |
|
1.618 |
0.8302 |
|
2.618 |
0.8177 |
|
4.250 |
0.7972 |
|
|
| Fisher Pivots for day following 20-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8570 |
0.8563 |
| PP |
0.8569 |
0.8555 |
| S1 |
0.8568 |
0.8547 |
|