CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 26-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8427 |
0.8459 |
0.0032 |
0.4% |
0.8560 |
| High |
0.8469 |
0.8506 |
0.0037 |
0.4% |
0.8631 |
| Low |
0.8421 |
0.8437 |
0.0016 |
0.2% |
0.8419 |
| Close |
0.8447 |
0.8449 |
0.0002 |
0.0% |
0.8427 |
| Range |
0.0048 |
0.0069 |
0.0021 |
43.8% |
0.0212 |
| ATR |
0.0078 |
0.0078 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
122,801 |
109,582 |
-13,219 |
-10.8% |
925,017 |
|
| Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8671 |
0.8629 |
0.8486 |
|
| R3 |
0.8602 |
0.8560 |
0.8467 |
|
| R2 |
0.8533 |
0.8533 |
0.8461 |
|
| R1 |
0.8491 |
0.8491 |
0.8455 |
0.8477 |
| PP |
0.8464 |
0.8464 |
0.8464 |
0.8457 |
| S1 |
0.8422 |
0.8422 |
0.8442 |
0.8408 |
| S2 |
0.8395 |
0.8395 |
0.8436 |
|
| S3 |
0.8326 |
0.8353 |
0.8430 |
|
| S4 |
0.8257 |
0.8284 |
0.8411 |
|
|
| 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% |
0.0087 |
1.0% |
14% |
False |
False |
184,961 |
| 10 |
0.8631 |
0.8419 |
0.0212 |
2.5% |
0.0085 |
1.0% |
14% |
False |
False |
187,521 |
| 20 |
0.8631 |
0.8301 |
0.0331 |
3.9% |
0.0076 |
0.9% |
45% |
False |
False |
162,853 |
| 40 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0071 |
0.8% |
68% |
False |
False |
119,298 |
| 60 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0062 |
0.7% |
68% |
False |
False |
79,704 |
| 80 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0060 |
0.7% |
68% |
False |
False |
59,872 |
| 100 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0061 |
0.7% |
68% |
False |
False |
47,912 |
| 120 |
0.8631 |
0.8017 |
0.0614 |
7.3% |
0.0062 |
0.7% |
70% |
False |
False |
39,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8799 |
|
2.618 |
0.8687 |
|
1.618 |
0.8618 |
|
1.000 |
0.8575 |
|
0.618 |
0.8549 |
|
HIGH |
0.8506 |
|
0.618 |
0.8480 |
|
0.500 |
0.8472 |
|
0.382 |
0.8463 |
|
LOW |
0.8437 |
|
0.618 |
0.8394 |
|
1.000 |
0.8368 |
|
1.618 |
0.8325 |
|
2.618 |
0.8256 |
|
4.250 |
0.8144 |
|
|
| Fisher Pivots for day following 26-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8472 |
0.8467 |
| PP |
0.8464 |
0.8461 |
| S1 |
0.8456 |
0.8455 |
|