CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 03-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2016 |
03-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8771 |
0.8806 |
0.0036 |
0.4% |
0.8883 |
| High |
0.8835 |
0.8828 |
-0.0007 |
-0.1% |
0.9010 |
| Low |
0.8730 |
0.8753 |
0.0023 |
0.3% |
0.8785 |
| Close |
0.8818 |
0.8807 |
-0.0012 |
-0.1% |
0.8785 |
| Range |
0.0105 |
0.0076 |
-0.0030 |
-28.1% |
0.0225 |
| ATR |
0.0110 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
124,903 |
105,200 |
-19,703 |
-15.8% |
765,916 |
|
| Daily Pivots for day following 03-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9022 |
0.8990 |
0.8848 |
|
| R3 |
0.8947 |
0.8914 |
0.8827 |
|
| R2 |
0.8871 |
0.8871 |
0.8820 |
|
| R1 |
0.8839 |
0.8839 |
0.8813 |
0.8855 |
| PP |
0.8796 |
0.8796 |
0.8796 |
0.8804 |
| S1 |
0.8763 |
0.8763 |
0.8800 |
0.8780 |
| S2 |
0.8720 |
0.8720 |
0.8793 |
|
| S3 |
0.8645 |
0.8688 |
0.8786 |
|
| S4 |
0.8569 |
0.8612 |
0.8765 |
|
|
| 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 |
0.8918 |
0.8730 |
0.0189 |
2.1% |
0.0087 |
1.0% |
41% |
False |
False |
129,657 |
| 10 |
0.9010 |
0.8730 |
0.0281 |
3.2% |
0.0088 |
1.0% |
27% |
False |
False |
140,955 |
| 20 |
0.9017 |
0.8464 |
0.0553 |
6.3% |
0.0110 |
1.3% |
62% |
False |
False |
186,680 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0104 |
1.2% |
74% |
False |
False |
191,288 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0091 |
1.0% |
78% |
False |
False |
161,124 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0080 |
0.9% |
78% |
False |
False |
121,467 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0074 |
0.8% |
78% |
False |
False |
97,260 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0072 |
0.8% |
78% |
False |
False |
81,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9149 |
|
2.618 |
0.9026 |
|
1.618 |
0.8950 |
|
1.000 |
0.8904 |
|
0.618 |
0.8875 |
|
HIGH |
0.8828 |
|
0.618 |
0.8799 |
|
0.500 |
0.8790 |
|
0.382 |
0.8781 |
|
LOW |
0.8753 |
|
0.618 |
0.8706 |
|
1.000 |
0.8677 |
|
1.618 |
0.8630 |
|
2.618 |
0.8555 |
|
4.250 |
0.8432 |
|
|
| Fisher Pivots for day following 03-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8801 |
0.8824 |
| PP |
0.8796 |
0.8818 |
| S1 |
0.8790 |
0.8812 |
|