CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 24-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2016 |
24-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8860 |
0.8932 |
0.0072 |
0.8% |
0.8816 |
| High |
0.8951 |
0.9010 |
0.0059 |
0.7% |
0.8909 |
| Low |
0.8850 |
0.8911 |
0.0061 |
0.7% |
0.8710 |
| Close |
0.8929 |
0.8961 |
0.0032 |
0.4% |
0.8890 |
| Range |
0.0101 |
0.0099 |
-0.0002 |
-2.0% |
0.0199 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
172,293 |
169,905 |
-2,388 |
-1.4% |
664,420 |
|
| Daily Pivots for day following 24-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9208 |
0.9015 |
|
| R3 |
0.9159 |
0.9109 |
0.8988 |
|
| R2 |
0.9060 |
0.9060 |
0.8979 |
|
| R1 |
0.9010 |
0.9010 |
0.8970 |
0.9035 |
| PP |
0.8961 |
0.8961 |
0.8961 |
0.8973 |
| S1 |
0.8911 |
0.8911 |
0.8951 |
0.8936 |
| S2 |
0.8862 |
0.8862 |
0.8942 |
|
| S3 |
0.8763 |
0.8812 |
0.8933 |
|
| S4 |
0.8664 |
0.8713 |
0.8906 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9359 |
0.8999 |
|
| R3 |
0.9233 |
0.9161 |
0.8944 |
|
| R2 |
0.9035 |
0.9035 |
0.8926 |
|
| R1 |
0.8962 |
0.8962 |
0.8908 |
0.8998 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8854 |
| S1 |
0.8764 |
0.8764 |
0.8871 |
0.8800 |
| S2 |
0.8638 |
0.8638 |
0.8853 |
|
| S3 |
0.8439 |
0.8565 |
0.8835 |
|
| S4 |
0.8241 |
0.8367 |
0.8780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9010 |
0.8752 |
0.0259 |
2.9% |
0.0090 |
1.0% |
81% |
True |
False |
145,513 |
| 10 |
0.9017 |
0.8682 |
0.0335 |
3.7% |
0.0118 |
1.3% |
83% |
False |
False |
201,072 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.0% |
0.0121 |
1.3% |
93% |
False |
False |
206,566 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.0% |
0.0098 |
1.1% |
93% |
False |
False |
184,709 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0088 |
1.0% |
94% |
False |
False |
148,387 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0077 |
0.9% |
94% |
False |
False |
111,419 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0072 |
0.8% |
94% |
False |
False |
89,211 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0071 |
0.8% |
94% |
False |
False |
74,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9431 |
|
2.618 |
0.9269 |
|
1.618 |
0.9170 |
|
1.000 |
0.9109 |
|
0.618 |
0.9071 |
|
HIGH |
0.9010 |
|
0.618 |
0.8972 |
|
0.500 |
0.8961 |
|
0.382 |
0.8949 |
|
LOW |
0.8911 |
|
0.618 |
0.8850 |
|
1.000 |
0.8812 |
|
1.618 |
0.8751 |
|
2.618 |
0.8652 |
|
4.250 |
0.8490 |
|
|
| Fisher Pivots for day following 24-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8961 |
0.8946 |
| PP |
0.8961 |
0.8931 |
| S1 |
0.8961 |
0.8917 |
|