CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8932 |
0.8927 |
-0.0006 |
-0.1% |
0.8816 |
| High |
0.9010 |
0.8940 |
-0.0071 |
-0.8% |
0.8909 |
| Low |
0.8911 |
0.8850 |
-0.0061 |
-0.7% |
0.8710 |
| Close |
0.8961 |
0.8869 |
-0.0092 |
-1.0% |
0.8890 |
| Range |
0.0099 |
0.0090 |
-0.0010 |
-9.6% |
0.0199 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.1% |
0.0000 |
| Volume |
169,905 |
157,581 |
-12,324 |
-7.3% |
664,420 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9155 |
0.9101 |
0.8918 |
|
| R3 |
0.9065 |
0.9012 |
0.8894 |
|
| R2 |
0.8976 |
0.8976 |
0.8885 |
|
| R1 |
0.8922 |
0.8922 |
0.8877 |
0.8904 |
| PP |
0.8886 |
0.8886 |
0.8886 |
0.8877 |
| S1 |
0.8833 |
0.8833 |
0.8861 |
0.8815 |
| S2 |
0.8797 |
0.8797 |
0.8853 |
|
| S3 |
0.8707 |
0.8743 |
0.8844 |
|
| S4 |
0.8618 |
0.8654 |
0.8820 |
|
|
| 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 |
0.8824 |
0.0187 |
2.1% |
0.0090 |
1.0% |
24% |
False |
False |
152,254 |
| 10 |
0.9017 |
0.8710 |
0.0307 |
3.5% |
0.0111 |
1.2% |
52% |
False |
False |
185,200 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0122 |
1.4% |
82% |
False |
False |
208,047 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0100 |
1.1% |
82% |
False |
False |
187,402 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0089 |
1.0% |
85% |
False |
False |
151,004 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0077 |
0.9% |
85% |
False |
False |
113,385 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0073 |
0.8% |
85% |
False |
False |
90,786 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0072 |
0.8% |
85% |
False |
False |
75,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9320 |
|
2.618 |
0.9174 |
|
1.618 |
0.9084 |
|
1.000 |
0.9029 |
|
0.618 |
0.8995 |
|
HIGH |
0.8940 |
|
0.618 |
0.8905 |
|
0.500 |
0.8895 |
|
0.382 |
0.8884 |
|
LOW |
0.8850 |
|
0.618 |
0.8795 |
|
1.000 |
0.8761 |
|
1.618 |
0.8705 |
|
2.618 |
0.8616 |
|
4.250 |
0.8470 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8895 |
0.8930 |
| PP |
0.8886 |
0.8910 |
| S1 |
0.8878 |
0.8889 |
|