CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 25-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8499 |
0.8427 |
-0.0072 |
-0.8% |
0.8560 |
| High |
0.8515 |
0.8469 |
-0.0046 |
-0.5% |
0.8631 |
| Low |
0.8419 |
0.8421 |
0.0002 |
0.0% |
0.8419 |
| Close |
0.8427 |
0.8447 |
0.0020 |
0.2% |
0.8427 |
| Range |
0.0096 |
0.0048 |
-0.0048 |
-49.7% |
0.0212 |
| ATR |
0.0081 |
0.0078 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
194,439 |
122,801 |
-71,638 |
-36.8% |
925,017 |
|
| Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8590 |
0.8566 |
0.8473 |
|
| R3 |
0.8542 |
0.8518 |
0.8460 |
|
| R2 |
0.8494 |
0.8494 |
0.8456 |
|
| R1 |
0.8470 |
0.8470 |
0.8451 |
0.8482 |
| PP |
0.8446 |
0.8446 |
0.8446 |
0.8452 |
| S1 |
0.8422 |
0.8422 |
0.8443 |
0.8434 |
| S2 |
0.8398 |
0.8398 |
0.8438 |
|
| S3 |
0.8350 |
0.8374 |
0.8434 |
|
| S4 |
0.8302 |
0.8326 |
0.8421 |
|
|
| 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% |
0.0092 |
1.1% |
13% |
False |
False |
209,563 |
| 10 |
0.8631 |
0.8419 |
0.0212 |
2.5% |
0.0087 |
1.0% |
13% |
False |
False |
191,641 |
| 20 |
0.8631 |
0.8280 |
0.0351 |
4.2% |
0.0075 |
0.9% |
48% |
False |
False |
160,090 |
| 40 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0071 |
0.8% |
68% |
False |
False |
116,578 |
| 60 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0062 |
0.7% |
68% |
False |
False |
77,885 |
| 80 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0060 |
0.7% |
68% |
False |
False |
58,503 |
| 100 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0062 |
0.7% |
68% |
False |
False |
46,816 |
| 120 |
0.8631 |
0.8017 |
0.0614 |
7.3% |
0.0062 |
0.7% |
70% |
False |
False |
39,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8673 |
|
2.618 |
0.8595 |
|
1.618 |
0.8547 |
|
1.000 |
0.8517 |
|
0.618 |
0.8499 |
|
HIGH |
0.8469 |
|
0.618 |
0.8451 |
|
0.500 |
0.8445 |
|
0.382 |
0.8439 |
|
LOW |
0.8421 |
|
0.618 |
0.8391 |
|
1.000 |
0.8373 |
|
1.618 |
0.8343 |
|
2.618 |
0.8295 |
|
4.250 |
0.8217 |
|
|
| Fisher Pivots for day following 25-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8446 |
0.8507 |
| PP |
0.8446 |
0.8487 |
| S1 |
0.8445 |
0.8467 |
|