CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 25-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2016 |
25-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8959 |
0.8958 |
-0.0001 |
0.0% |
0.8844 |
| High |
0.9036 |
0.8966 |
-0.0070 |
-0.8% |
0.8933 |
| Low |
0.8938 |
0.8878 |
-0.0061 |
-0.7% |
0.8737 |
| Close |
0.8987 |
0.8895 |
-0.0092 |
-1.0% |
0.8917 |
| Range |
0.0098 |
0.0088 |
-0.0009 |
-9.2% |
0.0196 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
0.7% |
0.0000 |
| Volume |
904 |
1,420 |
516 |
57.1% |
2,527 |
|
| Daily Pivots for day following 25-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9178 |
0.9125 |
0.8944 |
|
| R3 |
0.9090 |
0.9037 |
0.8919 |
|
| R2 |
0.9001 |
0.9001 |
0.8911 |
|
| R1 |
0.8948 |
0.8948 |
0.8903 |
0.8930 |
| PP |
0.8913 |
0.8913 |
0.8913 |
0.8904 |
| S1 |
0.8860 |
0.8860 |
0.8887 |
0.8842 |
| S2 |
0.8824 |
0.8824 |
0.8879 |
|
| S3 |
0.8736 |
0.8771 |
0.8871 |
|
| S4 |
0.8647 |
0.8683 |
0.8846 |
|
|
| 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 |
0.9036 |
0.8849 |
0.0187 |
2.1% |
0.0085 |
1.0% |
25% |
False |
False |
891 |
| 10 |
0.9043 |
0.8737 |
0.0306 |
3.4% |
0.0104 |
1.2% |
52% |
False |
False |
770 |
| 20 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0112 |
1.3% |
81% |
False |
False |
571 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0087 |
1.0% |
81% |
False |
False |
367 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0072 |
0.8% |
84% |
False |
False |
269 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0061 |
0.7% |
84% |
False |
False |
207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9342 |
|
2.618 |
0.9198 |
|
1.618 |
0.9109 |
|
1.000 |
0.9054 |
|
0.618 |
0.9021 |
|
HIGH |
0.8966 |
|
0.618 |
0.8932 |
|
0.500 |
0.8922 |
|
0.382 |
0.8911 |
|
LOW |
0.8878 |
|
0.618 |
0.8823 |
|
1.000 |
0.8789 |
|
1.618 |
0.8734 |
|
2.618 |
0.8646 |
|
4.250 |
0.8501 |
|
|
| Fisher Pivots for day following 25-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8922 |
0.8957 |
| PP |
0.8913 |
0.8936 |
| S1 |
0.8904 |
0.8916 |
|