CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8927 |
0.8861 |
-0.0066 |
-0.7% |
0.8883 |
High |
0.8940 |
0.8785 |
-0.0155 |
-1.7% |
0.9010 |
Low |
0.8850 |
0.8785 |
-0.0065 |
-0.7% |
0.8785 |
Close |
0.8869 |
0.8785 |
-0.0084 |
-0.9% |
0.8785 |
Range |
0.0090 |
0.0000 |
-0.0090 |
-100.0% |
0.0225 |
ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
Volume |
157,581 |
142,956 |
-14,625 |
-9.3% |
765,916 |
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8785 |
0.8785 |
0.8785 |
|
R3 |
0.8785 |
0.8785 |
0.8785 |
|
R2 |
0.8785 |
0.8785 |
0.8785 |
|
R1 |
0.8785 |
0.8785 |
0.8785 |
0.8785 |
PP |
0.8785 |
0.8785 |
0.8785 |
0.8785 |
S1 |
0.8785 |
0.8785 |
0.8785 |
0.8785 |
S2 |
0.8785 |
0.8785 |
0.8785 |
|
S3 |
0.8785 |
0.8785 |
0.8785 |
|
S4 |
0.8785 |
0.8785 |
0.8785 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9535 |
0.9385 |
0.8909 |
|
R3 |
0.9310 |
0.9160 |
0.8847 |
|
R2 |
0.9085 |
0.9085 |
0.8826 |
|
R1 |
0.8935 |
0.8935 |
0.8806 |
0.8898 |
PP |
0.8860 |
0.8860 |
0.8860 |
0.8841 |
S1 |
0.8710 |
0.8710 |
0.8764 |
0.8673 |
S2 |
0.8635 |
0.8635 |
0.8744 |
|
S3 |
0.8410 |
0.8485 |
0.8723 |
|
S4 |
0.8185 |
0.8260 |
0.8661 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9010 |
0.8785 |
0.0225 |
2.6% |
0.0073 |
0.8% |
0% |
False |
True |
153,183 |
10 |
0.9010 |
0.8710 |
0.0300 |
3.4% |
0.0090 |
1.0% |
25% |
False |
False |
166,079 |
20 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0120 |
1.4% |
71% |
False |
False |
208,803 |
40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0099 |
1.1% |
71% |
False |
False |
189,632 |
60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0088 |
1.0% |
76% |
False |
False |
153,315 |
80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0076 |
0.9% |
76% |
False |
False |
115,161 |
100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
76% |
False |
False |
92,212 |
120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
76% |
False |
False |
76,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8785 |
2.618 |
0.8785 |
1.618 |
0.8785 |
1.000 |
0.8785 |
0.618 |
0.8785 |
HIGH |
0.8785 |
0.618 |
0.8785 |
0.500 |
0.8785 |
0.382 |
0.8785 |
LOW |
0.8785 |
0.618 |
0.8785 |
1.000 |
0.8785 |
1.618 |
0.8785 |
2.618 |
0.8785 |
4.250 |
0.8785 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8785 |
0.8898 |
PP |
0.8785 |
0.8860 |
S1 |
0.8785 |
0.8823 |
|