CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 04-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2016 |
04-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8806 |
0.8797 |
-0.0010 |
-0.1% |
0.8797 |
| High |
0.8828 |
0.8843 |
0.0015 |
0.2% |
0.8918 |
| Low |
0.8753 |
0.8754 |
0.0001 |
0.0% |
0.8730 |
| Close |
0.8807 |
0.8769 |
-0.0038 |
-0.4% |
0.8769 |
| Range |
0.0076 |
0.0089 |
0.0014 |
17.9% |
0.0189 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
105,200 |
175,547 |
70,347 |
66.9% |
680,879 |
|
| Daily Pivots for day following 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9055 |
0.9001 |
0.8818 |
|
| R3 |
0.8966 |
0.8912 |
0.8793 |
|
| R2 |
0.8877 |
0.8877 |
0.8785 |
|
| R1 |
0.8823 |
0.8823 |
0.8777 |
0.8806 |
| PP |
0.8788 |
0.8788 |
0.8788 |
0.8780 |
| S1 |
0.8734 |
0.8734 |
0.8761 |
0.8717 |
| S2 |
0.8699 |
0.8699 |
0.8753 |
|
| S3 |
0.8610 |
0.8645 |
0.8745 |
|
| S4 |
0.8521 |
0.8556 |
0.8720 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9371 |
0.9259 |
0.8873 |
|
| R3 |
0.9183 |
0.9070 |
0.8821 |
|
| R2 |
0.8994 |
0.8994 |
0.8804 |
|
| R1 |
0.8882 |
0.8882 |
0.8786 |
0.8844 |
| PP |
0.8806 |
0.8806 |
0.8806 |
0.8787 |
| S1 |
0.8693 |
0.8693 |
0.8752 |
0.8655 |
| S2 |
0.8617 |
0.8617 |
0.8734 |
|
| S3 |
0.8429 |
0.8505 |
0.8717 |
|
| S4 |
0.8240 |
0.8316 |
0.8665 |
|
|
| 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% |
0.0104 |
1.2% |
21% |
False |
False |
136,175 |
| 10 |
0.9010 |
0.8730 |
0.0281 |
3.2% |
0.0089 |
1.0% |
14% |
False |
False |
144,679 |
| 20 |
0.9017 |
0.8516 |
0.0501 |
5.7% |
0.0109 |
1.2% |
50% |
False |
False |
183,929 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0105 |
1.2% |
69% |
False |
False |
191,188 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0092 |
1.1% |
74% |
False |
False |
163,408 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0080 |
0.9% |
74% |
False |
False |
123,643 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0075 |
0.9% |
74% |
False |
False |
99,016 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0072 |
0.8% |
74% |
False |
False |
82,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9221 |
|
2.618 |
0.9076 |
|
1.618 |
0.8987 |
|
1.000 |
0.8932 |
|
0.618 |
0.8898 |
|
HIGH |
0.8843 |
|
0.618 |
0.8809 |
|
0.500 |
0.8798 |
|
0.382 |
0.8787 |
|
LOW |
0.8754 |
|
0.618 |
0.8698 |
|
1.000 |
0.8665 |
|
1.618 |
0.8609 |
|
2.618 |
0.8520 |
|
4.250 |
0.8375 |
|
|
| Fisher Pivots for day following 04-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8798 |
0.8786 |
| PP |
0.8788 |
0.8780 |
| S1 |
0.8779 |
0.8775 |
|