CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8848 |
0.8921 |
0.0073 |
0.8% |
0.8581 |
| High |
0.9043 |
0.8976 |
-0.0068 |
-0.7% |
0.9043 |
| Low |
0.8844 |
0.8849 |
0.0006 |
0.1% |
0.8543 |
| Close |
0.8932 |
0.8864 |
-0.0068 |
-0.8% |
0.8864 |
| Range |
0.0200 |
0.0127 |
-0.0073 |
-36.6% |
0.0500 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.5% |
0.0000 |
| Volume |
916 |
372 |
-544 |
-59.4% |
2,555 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9276 |
0.9196 |
0.8933 |
|
| R3 |
0.9149 |
0.9070 |
0.8898 |
|
| R2 |
0.9023 |
0.9023 |
0.8887 |
|
| R1 |
0.8943 |
0.8943 |
0.8875 |
0.8920 |
| PP |
0.8896 |
0.8896 |
0.8896 |
0.8884 |
| S1 |
0.8817 |
0.8817 |
0.8852 |
0.8793 |
| S2 |
0.8770 |
0.8770 |
0.8840 |
|
| S3 |
0.8643 |
0.8690 |
0.8829 |
|
| S4 |
0.8517 |
0.8564 |
0.8794 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0317 |
1.0090 |
0.9139 |
|
| R3 |
0.9817 |
0.9590 |
0.9001 |
|
| R2 |
0.9317 |
0.9317 |
0.8955 |
|
| R1 |
0.9090 |
0.9090 |
0.8909 |
0.9203 |
| PP |
0.8817 |
0.8817 |
0.8817 |
0.8873 |
| S1 |
0.8590 |
0.8590 |
0.8818 |
0.8703 |
| S2 |
0.8317 |
0.8317 |
0.8772 |
|
| S3 |
0.7817 |
0.8090 |
0.8726 |
|
| S4 |
0.7317 |
0.7590 |
0.8589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9043 |
0.8543 |
0.0500 |
5.6% |
0.0150 |
1.7% |
64% |
False |
False |
511 |
| 10 |
0.9043 |
0.8271 |
0.0772 |
8.7% |
0.0127 |
1.4% |
77% |
False |
False |
409 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0106 |
1.2% |
77% |
False |
False |
318 |
| 40 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0078 |
0.9% |
80% |
False |
False |
234 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0062 |
0.7% |
80% |
False |
False |
162 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0055 |
0.6% |
80% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9513 |
|
2.618 |
0.9307 |
|
1.618 |
0.9180 |
|
1.000 |
0.9102 |
|
0.618 |
0.9054 |
|
HIGH |
0.8976 |
|
0.618 |
0.8927 |
|
0.500 |
0.8912 |
|
0.382 |
0.8897 |
|
LOW |
0.8849 |
|
0.618 |
0.8771 |
|
1.000 |
0.8723 |
|
1.618 |
0.8644 |
|
2.618 |
0.8518 |
|
4.250 |
0.8311 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8912 |
0.8878 |
| PP |
0.8896 |
0.8873 |
| S1 |
0.8880 |
0.8868 |
|