CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8581 |
0.8689 |
0.0108 |
1.3% |
0.8275 |
| High |
0.8710 |
0.8788 |
0.0078 |
0.9% |
0.8630 |
| Low |
0.8543 |
0.8688 |
0.0145 |
1.7% |
0.8271 |
| Close |
0.8703 |
0.8730 |
0.0027 |
0.3% |
0.8588 |
| Range |
0.0167 |
0.0101 |
-0.0067 |
-39.8% |
0.0359 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.8% |
0.0000 |
| Volume |
293 |
393 |
100 |
34.1% |
1,542 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9037 |
0.8984 |
0.8785 |
|
| R3 |
0.8936 |
0.8883 |
0.8758 |
|
| R2 |
0.8836 |
0.8836 |
0.8748 |
|
| R1 |
0.8783 |
0.8783 |
0.8739 |
0.8809 |
| PP |
0.8735 |
0.8735 |
0.8735 |
0.8748 |
| S1 |
0.8682 |
0.8682 |
0.8721 |
0.8709 |
| S2 |
0.8635 |
0.8635 |
0.8712 |
|
| S3 |
0.8534 |
0.8582 |
0.8702 |
|
| S4 |
0.8434 |
0.8481 |
0.8675 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9573 |
0.9440 |
0.8785 |
|
| R3 |
0.9214 |
0.9081 |
0.8687 |
|
| R2 |
0.8855 |
0.8855 |
0.8654 |
|
| R1 |
0.8722 |
0.8722 |
0.8621 |
0.8789 |
| PP |
0.8496 |
0.8496 |
0.8496 |
0.8530 |
| S1 |
0.8363 |
0.8363 |
0.8555 |
0.8430 |
| S2 |
0.8137 |
0.8137 |
0.8522 |
|
| S3 |
0.7778 |
0.8004 |
0.8489 |
|
| S4 |
0.7419 |
0.7645 |
0.8391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8788 |
0.8366 |
0.0422 |
4.8% |
0.0134 |
1.5% |
86% |
True |
False |
365 |
| 10 |
0.8788 |
0.8250 |
0.0538 |
6.2% |
0.0110 |
1.3% |
89% |
True |
False |
319 |
| 20 |
0.8788 |
0.8250 |
0.0538 |
6.2% |
0.0090 |
1.0% |
89% |
True |
False |
251 |
| 40 |
0.8788 |
0.8149 |
0.0639 |
7.3% |
0.0071 |
0.8% |
91% |
True |
False |
191 |
| 60 |
0.8788 |
0.8126 |
0.0663 |
7.6% |
0.0055 |
0.6% |
91% |
True |
False |
131 |
| 80 |
0.8788 |
0.8126 |
0.0663 |
7.6% |
0.0050 |
0.6% |
91% |
True |
False |
104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9215 |
|
2.618 |
0.9051 |
|
1.618 |
0.8951 |
|
1.000 |
0.8889 |
|
0.618 |
0.8850 |
|
HIGH |
0.8788 |
|
0.618 |
0.8750 |
|
0.500 |
0.8738 |
|
0.382 |
0.8726 |
|
LOW |
0.8688 |
|
0.618 |
0.8625 |
|
1.000 |
0.8587 |
|
1.618 |
0.8525 |
|
2.618 |
0.8424 |
|
4.250 |
0.8260 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8738 |
0.8709 |
| PP |
0.8735 |
0.8687 |
| S1 |
0.8733 |
0.8666 |
|