CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8786 |
0.8780 |
-0.0006 |
-0.1% |
0.8581 |
| High |
0.8851 |
0.8867 |
0.0016 |
0.2% |
0.9043 |
| Low |
0.8767 |
0.8778 |
0.0011 |
0.1% |
0.8543 |
| Close |
0.8821 |
0.8836 |
0.0016 |
0.2% |
0.8864 |
| Range |
0.0084 |
0.0089 |
0.0005 |
6.0% |
0.0500 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
547 |
246 |
-301 |
-55.0% |
2,555 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9094 |
0.9054 |
0.8885 |
|
| R3 |
0.9005 |
0.8965 |
0.8860 |
|
| R2 |
0.8916 |
0.8916 |
0.8852 |
|
| R1 |
0.8876 |
0.8876 |
0.8844 |
0.8896 |
| PP |
0.8827 |
0.8827 |
0.8827 |
0.8837 |
| S1 |
0.8787 |
0.8787 |
0.8828 |
0.8807 |
| S2 |
0.8738 |
0.8738 |
0.8820 |
|
| S3 |
0.8649 |
0.8698 |
0.8812 |
|
| S4 |
0.8560 |
0.8609 |
0.8787 |
|
|
| 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 |
0.8737 |
0.0306 |
3.5% |
0.0124 |
1.4% |
32% |
False |
False |
650 |
| 10 |
0.9043 |
0.8486 |
0.0557 |
6.3% |
0.0124 |
1.4% |
63% |
False |
False |
500 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0107 |
1.2% |
74% |
False |
False |
386 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0079 |
0.9% |
74% |
False |
False |
259 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0066 |
0.7% |
77% |
False |
False |
195 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0058 |
0.7% |
77% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9245 |
|
2.618 |
0.9100 |
|
1.618 |
0.9011 |
|
1.000 |
0.8956 |
|
0.618 |
0.8922 |
|
HIGH |
0.8867 |
|
0.618 |
0.8833 |
|
0.500 |
0.8822 |
|
0.382 |
0.8811 |
|
LOW |
0.8778 |
|
0.618 |
0.8722 |
|
1.000 |
0.8689 |
|
1.618 |
0.8633 |
|
2.618 |
0.8544 |
|
4.250 |
0.8399 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8831 |
0.8825 |
| PP |
0.8827 |
0.8813 |
| S1 |
0.8822 |
0.8802 |
|