CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8559 |
0.8499 |
-0.0061 |
-0.7% |
0.8560 |
| High |
0.8594 |
0.8515 |
-0.0080 |
-0.9% |
0.8631 |
| Low |
0.8495 |
0.8419 |
-0.0076 |
-0.9% |
0.8419 |
| Close |
0.8519 |
0.8427 |
-0.0092 |
-1.1% |
0.8427 |
| Range |
0.0099 |
0.0096 |
-0.0004 |
-3.5% |
0.0212 |
| ATR |
0.0079 |
0.0081 |
0.0001 |
1.8% |
0.0000 |
| Volume |
258,829 |
194,439 |
-64,390 |
-24.9% |
925,017 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8740 |
0.8679 |
0.8480 |
|
| R3 |
0.8645 |
0.8584 |
0.8453 |
|
| R2 |
0.8549 |
0.8549 |
0.8445 |
|
| R1 |
0.8488 |
0.8488 |
0.8436 |
0.8471 |
| PP |
0.8454 |
0.8454 |
0.8454 |
0.8445 |
| S1 |
0.8393 |
0.8393 |
0.8418 |
0.8375 |
| S2 |
0.8358 |
0.8358 |
0.8409 |
|
| S3 |
0.8263 |
0.8297 |
0.8401 |
|
| S4 |
0.8167 |
0.8202 |
0.8374 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.8990 |
0.8544 |
|
| R3 |
0.8916 |
0.8778 |
0.8485 |
|
| R2 |
0.8704 |
0.8704 |
0.8466 |
|
| R1 |
0.8566 |
0.8566 |
0.8446 |
0.8529 |
| PP |
0.8492 |
0.8492 |
0.8492 |
0.8474 |
| S1 |
0.8354 |
0.8354 |
0.8408 |
0.8317 |
| S2 |
0.8280 |
0.8280 |
0.8388 |
|
| S3 |
0.8068 |
0.8142 |
0.8369 |
|
| S4 |
0.7856 |
0.7930 |
0.8310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8631 |
0.8419 |
0.0212 |
2.5% |
0.0108 |
1.3% |
4% |
False |
True |
229,216 |
| 10 |
0.8631 |
0.8419 |
0.0212 |
2.5% |
0.0094 |
1.1% |
4% |
False |
True |
203,448 |
| 20 |
0.8631 |
0.8272 |
0.0360 |
4.3% |
0.0074 |
0.9% |
43% |
False |
False |
156,365 |
| 40 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0070 |
0.8% |
64% |
False |
False |
113,518 |
| 60 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0063 |
0.7% |
64% |
False |
False |
75,845 |
| 80 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0060 |
0.7% |
64% |
False |
False |
56,969 |
| 100 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0062 |
0.7% |
64% |
False |
False |
45,588 |
| 120 |
0.8631 |
0.8017 |
0.0614 |
7.3% |
0.0061 |
0.7% |
67% |
False |
False |
37,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8920 |
|
2.618 |
0.8765 |
|
1.618 |
0.8669 |
|
1.000 |
0.8610 |
|
0.618 |
0.8574 |
|
HIGH |
0.8515 |
|
0.618 |
0.8478 |
|
0.500 |
0.8467 |
|
0.382 |
0.8455 |
|
LOW |
0.8419 |
|
0.618 |
0.8360 |
|
1.000 |
0.8324 |
|
1.618 |
0.8264 |
|
2.618 |
0.8169 |
|
4.250 |
0.8013 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8467 |
0.8525 |
| PP |
0.8454 |
0.8492 |
| S1 |
0.8440 |
0.8460 |
|