CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8878 |
0.8825 |
-0.0053 |
-0.6% |
0.8797 |
| High |
0.8912 |
0.8882 |
-0.0030 |
-0.3% |
0.8918 |
| Low |
0.8815 |
0.8738 |
-0.0077 |
-0.9% |
0.8730 |
| Close |
0.8820 |
0.8844 |
0.0025 |
0.3% |
0.8769 |
| Range |
0.0097 |
0.0144 |
0.0047 |
47.9% |
0.0189 |
| ATR |
0.0102 |
0.0105 |
0.0003 |
3.0% |
0.0000 |
| Volume |
178,035 |
240,540 |
62,505 |
35.1% |
680,879 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9252 |
0.9191 |
0.8923 |
|
| R3 |
0.9108 |
0.9048 |
0.8883 |
|
| R2 |
0.8965 |
0.8965 |
0.8870 |
|
| R1 |
0.8904 |
0.8904 |
0.8857 |
0.8935 |
| PP |
0.8821 |
0.8821 |
0.8821 |
0.8836 |
| S1 |
0.8761 |
0.8761 |
0.8831 |
0.8791 |
| S2 |
0.8678 |
0.8678 |
0.8818 |
|
| S3 |
0.8534 |
0.8617 |
0.8805 |
|
| S4 |
0.8391 |
0.8474 |
0.8765 |
|
|
| 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 |
0.8738 |
0.0174 |
2.0% |
0.0094 |
1.1% |
61% |
False |
True |
172,770 |
| 10 |
0.8918 |
0.8730 |
0.0189 |
2.1% |
0.0090 |
1.0% |
61% |
False |
False |
151,214 |
| 20 |
0.9017 |
0.8710 |
0.0307 |
3.5% |
0.0100 |
1.1% |
44% |
False |
False |
168,207 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0105 |
1.2% |
79% |
False |
False |
187,831 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0093 |
1.1% |
82% |
False |
False |
167,194 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0083 |
0.9% |
82% |
False |
False |
132,220 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0077 |
0.9% |
82% |
False |
False |
105,895 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0073 |
0.8% |
82% |
False |
False |
88,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9491 |
|
2.618 |
0.9257 |
|
1.618 |
0.9114 |
|
1.000 |
0.9025 |
|
0.618 |
0.8970 |
|
HIGH |
0.8882 |
|
0.618 |
0.8827 |
|
0.500 |
0.8810 |
|
0.382 |
0.8793 |
|
LOW |
0.8738 |
|
0.618 |
0.8649 |
|
1.000 |
0.8595 |
|
1.618 |
0.8506 |
|
2.618 |
0.8362 |
|
4.250 |
0.8128 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8833 |
0.8838 |
| PP |
0.8821 |
0.8831 |
| S1 |
0.8810 |
0.8825 |
|