CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 10-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2016 |
10-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8664 |
0.8696 |
0.0032 |
0.4% |
0.8243 |
| High |
0.8765 |
0.8847 |
0.0083 |
0.9% |
0.8608 |
| Low |
0.8648 |
0.8682 |
0.0034 |
0.4% |
0.8237 |
| Close |
0.8703 |
0.8805 |
0.0103 |
1.2% |
0.8564 |
| Range |
0.0117 |
0.0165 |
0.0049 |
41.6% |
0.0372 |
| ATR |
0.0103 |
0.0108 |
0.0004 |
4.2% |
0.0000 |
| Volume |
272,876 |
316,300 |
43,424 |
15.9% |
1,032,630 |
|
| Daily Pivots for day following 10-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9273 |
0.9204 |
0.8896 |
|
| R3 |
0.9108 |
0.9039 |
0.8850 |
|
| R2 |
0.8943 |
0.8943 |
0.8835 |
|
| R1 |
0.8874 |
0.8874 |
0.8820 |
0.8909 |
| PP |
0.8778 |
0.8778 |
0.8778 |
0.8795 |
| S1 |
0.8709 |
0.8709 |
0.8790 |
0.8744 |
| S2 |
0.8613 |
0.8613 |
0.8775 |
|
| S3 |
0.8448 |
0.8544 |
0.8760 |
|
| S4 |
0.8283 |
0.8379 |
0.8714 |
|
|
| 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 |
0.8847 |
0.8464 |
0.0383 |
4.3% |
0.0133 |
1.5% |
89% |
True |
False |
246,665 |
| 10 |
0.8847 |
0.8210 |
0.0638 |
7.2% |
0.0133 |
1.5% |
93% |
True |
False |
230,895 |
| 20 |
0.8847 |
0.8210 |
0.0638 |
7.2% |
0.0109 |
1.2% |
93% |
True |
False |
207,455 |
| 40 |
0.8847 |
0.8058 |
0.0790 |
9.0% |
0.0089 |
1.0% |
95% |
True |
False |
166,687 |
| 60 |
0.8847 |
0.8058 |
0.0790 |
9.0% |
0.0077 |
0.9% |
95% |
True |
False |
120,225 |
| 80 |
0.8847 |
0.8058 |
0.0790 |
9.0% |
0.0071 |
0.8% |
95% |
True |
False |
90,317 |
| 100 |
0.8847 |
0.8058 |
0.0790 |
9.0% |
0.0068 |
0.8% |
95% |
True |
False |
72,277 |
| 120 |
0.8847 |
0.8058 |
0.0790 |
9.0% |
0.0071 |
0.8% |
95% |
True |
False |
60,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9548 |
|
2.618 |
0.9279 |
|
1.618 |
0.9114 |
|
1.000 |
0.9012 |
|
0.618 |
0.8949 |
|
HIGH |
0.8847 |
|
0.618 |
0.8784 |
|
0.500 |
0.8765 |
|
0.382 |
0.8745 |
|
LOW |
0.8682 |
|
0.618 |
0.8580 |
|
1.000 |
0.8517 |
|
1.618 |
0.8415 |
|
2.618 |
0.8250 |
|
4.250 |
0.7981 |
|
|
| Fisher Pivots for day following 10-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8792 |
0.8764 |
| PP |
0.8778 |
0.8723 |
| S1 |
0.8765 |
0.8682 |
|