CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 01-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2016 |
01-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8820 |
0.8916 |
0.0096 |
1.1% |
0.8913 |
| High |
0.8904 |
0.8944 |
0.0040 |
0.4% |
0.9036 |
| Low |
0.8815 |
0.8786 |
-0.0029 |
-0.3% |
0.8800 |
| Close |
0.8893 |
0.8796 |
-0.0098 |
-1.1% |
0.8811 |
| Range |
0.0090 |
0.0158 |
0.0069 |
76.5% |
0.0236 |
| ATR |
0.0101 |
0.0105 |
0.0004 |
4.0% |
0.0000 |
| Volume |
4,274 |
4,347 |
73 |
1.7% |
5,942 |
|
| Daily Pivots for day following 01-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9316 |
0.9214 |
0.8882 |
|
| R3 |
0.9158 |
0.9056 |
0.8839 |
|
| R2 |
0.9000 |
0.9000 |
0.8824 |
|
| R1 |
0.8898 |
0.8898 |
0.8810 |
0.8870 |
| PP |
0.8842 |
0.8842 |
0.8842 |
0.8828 |
| S1 |
0.8740 |
0.8740 |
0.8781 |
0.8712 |
| S2 |
0.8684 |
0.8684 |
0.8767 |
|
| S3 |
0.8526 |
0.8582 |
0.8752 |
|
| S4 |
0.8368 |
0.8424 |
0.8709 |
|
|
| 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 |
0.8786 |
0.0250 |
2.8% |
0.0109 |
1.2% |
4% |
False |
True |
2,599 |
| 10 |
0.9036 |
0.8767 |
0.0269 |
3.1% |
0.0096 |
1.1% |
11% |
False |
False |
1,591 |
| 20 |
0.9043 |
0.8297 |
0.0747 |
8.5% |
0.0115 |
1.3% |
67% |
False |
False |
1,049 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0095 |
1.1% |
69% |
False |
False |
627 |
| 60 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0078 |
0.9% |
73% |
False |
False |
446 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0063 |
0.7% |
73% |
False |
False |
340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9615 |
|
2.618 |
0.9357 |
|
1.618 |
0.9199 |
|
1.000 |
0.9102 |
|
0.618 |
0.9041 |
|
HIGH |
0.8944 |
|
0.618 |
0.8883 |
|
0.500 |
0.8865 |
|
0.382 |
0.8846 |
|
LOW |
0.8786 |
|
0.618 |
0.8688 |
|
1.000 |
0.8628 |
|
1.618 |
0.8530 |
|
2.618 |
0.8372 |
|
4.250 |
0.8114 |
|
|
| Fisher Pivots for day following 01-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8865 |
0.8865 |
| PP |
0.8842 |
0.8842 |
| S1 |
0.8819 |
0.8819 |
|