CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8851 |
0.8913 |
0.0062 |
0.7% |
0.8844 |
| High |
0.8933 |
0.8921 |
-0.0012 |
-0.1% |
0.8933 |
| Low |
0.8849 |
0.8852 |
0.0003 |
0.0% |
0.8737 |
| Close |
0.8917 |
0.8894 |
-0.0023 |
-0.3% |
0.8917 |
| Range |
0.0084 |
0.0069 |
-0.0015 |
-17.9% |
0.0196 |
| ATR |
0.0104 |
0.0101 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
563 |
685 |
122 |
21.7% |
2,527 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9096 |
0.9064 |
0.8931 |
|
| R3 |
0.9027 |
0.8995 |
0.8912 |
|
| R2 |
0.8958 |
0.8958 |
0.8906 |
|
| R1 |
0.8926 |
0.8926 |
0.8900 |
0.8907 |
| PP |
0.8889 |
0.8889 |
0.8889 |
0.8880 |
| S1 |
0.8857 |
0.8857 |
0.8887 |
0.8838 |
| S2 |
0.8820 |
0.8820 |
0.8881 |
|
| S3 |
0.8751 |
0.8788 |
0.8875 |
|
| S4 |
0.8682 |
0.8719 |
0.8856 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9379 |
0.9024 |
|
| R3 |
0.9254 |
0.9183 |
0.8970 |
|
| R2 |
0.9058 |
0.9058 |
0.8952 |
|
| R1 |
0.8987 |
0.8987 |
0.8934 |
0.9023 |
| PP |
0.8862 |
0.8862 |
0.8862 |
0.8880 |
| S1 |
0.8791 |
0.8791 |
0.8899 |
0.8827 |
| S2 |
0.8666 |
0.8666 |
0.8881 |
|
| S3 |
0.8470 |
0.8595 |
0.8863 |
|
| S4 |
0.8274 |
0.8399 |
0.8809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8933 |
0.8737 |
0.0196 |
2.2% |
0.0089 |
1.0% |
80% |
False |
False |
642 |
| 10 |
0.9043 |
0.8543 |
0.0500 |
5.6% |
0.0120 |
1.3% |
70% |
False |
False |
576 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0106 |
1.2% |
81% |
False |
False |
424 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0082 |
0.9% |
81% |
False |
False |
290 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0068 |
0.8% |
84% |
False |
False |
215 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0058 |
0.7% |
84% |
False |
False |
167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9214 |
|
2.618 |
0.9102 |
|
1.618 |
0.9033 |
|
1.000 |
0.8990 |
|
0.618 |
0.8964 |
|
HIGH |
0.8921 |
|
0.618 |
0.8895 |
|
0.500 |
0.8887 |
|
0.382 |
0.8878 |
|
LOW |
0.8852 |
|
0.618 |
0.8809 |
|
1.000 |
0.8783 |
|
1.618 |
0.8740 |
|
2.618 |
0.8671 |
|
4.250 |
0.8559 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8891 |
0.8881 |
| PP |
0.8889 |
0.8868 |
| S1 |
0.8887 |
0.8855 |
|