CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 09-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2016 |
09-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8823 |
0.8878 |
0.0055 |
0.6% |
0.8797 |
| High |
0.8896 |
0.8912 |
0.0016 |
0.2% |
0.8918 |
| Low |
0.8810 |
0.8815 |
0.0005 |
0.1% |
0.8730 |
| Close |
0.8882 |
0.8820 |
-0.0062 |
-0.7% |
0.8769 |
| Range |
0.0086 |
0.0097 |
0.0011 |
12.8% |
0.0189 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
154,879 |
178,035 |
23,156 |
15.0% |
680,879 |
|
| Daily Pivots for day following 09-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9140 |
0.9077 |
0.8873 |
|
| R3 |
0.9043 |
0.8980 |
0.8846 |
|
| R2 |
0.8946 |
0.8946 |
0.8837 |
|
| R1 |
0.8883 |
0.8883 |
0.8828 |
0.8866 |
| PP |
0.8849 |
0.8849 |
0.8849 |
0.8840 |
| S1 |
0.8786 |
0.8786 |
0.8811 |
0.8769 |
| S2 |
0.8752 |
0.8752 |
0.8802 |
|
| S3 |
0.8655 |
0.8689 |
0.8793 |
|
| S4 |
0.8558 |
0.8592 |
0.8766 |
|
|
| 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 |
0.8912 |
0.8753 |
0.0159 |
1.8% |
0.0080 |
0.9% |
42% |
True |
False |
145,702 |
| 10 |
0.8940 |
0.8730 |
0.0210 |
2.4% |
0.0085 |
1.0% |
43% |
False |
False |
142,918 |
| 20 |
0.9017 |
0.8682 |
0.0335 |
3.8% |
0.0101 |
1.2% |
41% |
False |
False |
171,995 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0103 |
1.2% |
76% |
False |
False |
185,893 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0092 |
1.0% |
79% |
False |
False |
166,044 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0081 |
0.9% |
79% |
False |
False |
129,217 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0076 |
0.9% |
79% |
False |
False |
103,491 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0073 |
0.8% |
79% |
False |
False |
86,262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9324 |
|
2.618 |
0.9165 |
|
1.618 |
0.9068 |
|
1.000 |
0.9009 |
|
0.618 |
0.8971 |
|
HIGH |
0.8912 |
|
0.618 |
0.8874 |
|
0.500 |
0.8863 |
|
0.382 |
0.8852 |
|
LOW |
0.8815 |
|
0.618 |
0.8755 |
|
1.000 |
0.8718 |
|
1.618 |
0.8658 |
|
2.618 |
0.8561 |
|
4.250 |
0.8402 |
|
|
| Fisher Pivots for day following 09-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8863 |
0.8847 |
| PP |
0.8849 |
0.8838 |
| S1 |
0.8834 |
0.8829 |
|