CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 05-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8477 |
0.8564 |
0.0087 |
1.0% |
0.8243 |
| High |
0.8589 |
0.8608 |
0.0020 |
0.2% |
0.8608 |
| Low |
0.8464 |
0.8523 |
0.0059 |
0.7% |
0.8237 |
| Close |
0.8574 |
0.8564 |
-0.0011 |
-0.1% |
0.8564 |
| Range |
0.0125 |
0.0085 |
-0.0040 |
-31.7% |
0.0372 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
230,574 |
187,111 |
-43,463 |
-18.8% |
1,032,630 |
|
| Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8820 |
0.8777 |
0.8610 |
|
| R3 |
0.8735 |
0.8692 |
0.8587 |
|
| R2 |
0.8650 |
0.8650 |
0.8579 |
|
| R1 |
0.8607 |
0.8607 |
0.8571 |
0.8586 |
| PP |
0.8565 |
0.8565 |
0.8565 |
0.8554 |
| S1 |
0.8522 |
0.8522 |
0.8556 |
0.8501 |
| S2 |
0.8480 |
0.8480 |
0.8548 |
|
| S3 |
0.8395 |
0.8437 |
0.8540 |
|
| S4 |
0.8310 |
0.8352 |
0.8517 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9584 |
0.9445 |
0.8768 |
|
| R3 |
0.9212 |
0.9074 |
0.8666 |
|
| R2 |
0.8841 |
0.8841 |
0.8632 |
|
| R1 |
0.8702 |
0.8702 |
0.8598 |
0.8772 |
| PP |
0.8469 |
0.8469 |
0.8469 |
0.8504 |
| S1 |
0.8331 |
0.8331 |
0.8529 |
0.8400 |
| S2 |
0.8098 |
0.8098 |
0.8495 |
|
| S3 |
0.7726 |
0.7959 |
0.8461 |
|
| S4 |
0.7355 |
0.7588 |
0.8359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8608 |
0.8237 |
0.0372 |
4.3% |
0.0113 |
1.3% |
88% |
True |
False |
206,526 |
| 10 |
0.8608 |
0.8210 |
0.0399 |
4.7% |
0.0106 |
1.2% |
89% |
True |
False |
185,364 |
| 20 |
0.8631 |
0.8210 |
0.0422 |
4.9% |
0.0100 |
1.2% |
84% |
False |
False |
194,406 |
| 40 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0085 |
1.0% |
88% |
False |
False |
157,023 |
| 60 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0071 |
0.8% |
88% |
False |
False |
106,658 |
| 80 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0067 |
0.8% |
88% |
False |
False |
80,126 |
| 100 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0065 |
0.8% |
88% |
False |
False |
64,123 |
| 120 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0067 |
0.8% |
88% |
False |
False |
53,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8969 |
|
2.618 |
0.8831 |
|
1.618 |
0.8746 |
|
1.000 |
0.8693 |
|
0.618 |
0.8661 |
|
HIGH |
0.8608 |
|
0.618 |
0.8576 |
|
0.500 |
0.8566 |
|
0.382 |
0.8555 |
|
LOW |
0.8523 |
|
0.618 |
0.8470 |
|
1.000 |
0.8438 |
|
1.618 |
0.8385 |
|
2.618 |
0.8300 |
|
4.250 |
0.8162 |
|
|
| Fisher Pivots for day following 05-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8566 |
0.8533 |
| PP |
0.8565 |
0.8503 |
| S1 |
0.8564 |
0.8472 |
|