CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8880 |
0.8820 |
-0.0060 |
-0.7% |
0.8913 |
| High |
0.8913 |
0.8904 |
-0.0009 |
-0.1% |
0.9036 |
| Low |
0.8800 |
0.8815 |
0.0015 |
0.2% |
0.8800 |
| Close |
0.8811 |
0.8893 |
0.0083 |
0.9% |
0.8811 |
| Range |
0.0113 |
0.0090 |
-0.0024 |
-20.8% |
0.0236 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
2,050 |
4,274 |
2,224 |
108.5% |
5,942 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9139 |
0.9106 |
0.8942 |
|
| R3 |
0.9050 |
0.9016 |
0.8918 |
|
| R2 |
0.8960 |
0.8960 |
0.8909 |
|
| R1 |
0.8927 |
0.8927 |
0.8901 |
0.8943 |
| PP |
0.8871 |
0.8871 |
0.8871 |
0.8879 |
| S1 |
0.8837 |
0.8837 |
0.8885 |
0.8854 |
| S2 |
0.8781 |
0.8781 |
0.8877 |
|
| S3 |
0.8692 |
0.8748 |
0.8868 |
|
| S4 |
0.8602 |
0.8658 |
0.8844 |
|
|
| Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9590 |
0.9436 |
0.8940 |
|
| R3 |
0.9354 |
0.9200 |
0.8875 |
|
| R2 |
0.9118 |
0.9118 |
0.8854 |
|
| R1 |
0.8964 |
0.8964 |
0.8832 |
0.8923 |
| PP |
0.8882 |
0.8882 |
0.8882 |
0.8861 |
| S1 |
0.8728 |
0.8728 |
0.8789 |
0.8687 |
| S2 |
0.8646 |
0.8646 |
0.8767 |
|
| S3 |
0.8410 |
0.8492 |
0.8746 |
|
| S4 |
0.8174 |
0.8256 |
0.8681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9036 |
0.8800 |
0.0236 |
2.7% |
0.0095 |
1.1% |
40% |
False |
False |
1,906 |
| 10 |
0.9036 |
0.8737 |
0.0299 |
3.4% |
0.0092 |
1.0% |
52% |
False |
False |
1,274 |
| 20 |
0.9043 |
0.8271 |
0.0772 |
8.7% |
0.0110 |
1.2% |
81% |
False |
False |
842 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0092 |
1.0% |
81% |
False |
False |
521 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0075 |
0.8% |
84% |
False |
False |
374 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0062 |
0.7% |
84% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9284 |
|
2.618 |
0.9138 |
|
1.618 |
0.9049 |
|
1.000 |
0.8994 |
|
0.618 |
0.8959 |
|
HIGH |
0.8904 |
|
0.618 |
0.8870 |
|
0.500 |
0.8859 |
|
0.382 |
0.8849 |
|
LOW |
0.8815 |
|
0.618 |
0.8759 |
|
1.000 |
0.8725 |
|
1.618 |
0.8670 |
|
2.618 |
0.8580 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8882 |
0.8890 |
| PP |
0.8871 |
0.8886 |
| S1 |
0.8859 |
0.8883 |
|