CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 07-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2016 |
07-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8822 |
0.8811 |
-0.0011 |
-0.1% |
0.8820 |
| High |
0.8866 |
0.8859 |
-0.0008 |
-0.1% |
0.8944 |
| Low |
0.8779 |
0.8806 |
0.0028 |
0.3% |
0.8756 |
| Close |
0.8794 |
0.8857 |
0.0063 |
0.7% |
0.8794 |
| Range |
0.0088 |
0.0053 |
-0.0035 |
-40.0% |
0.0188 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
16,407 |
30,650 |
14,243 |
86.8% |
28,635 |
|
| Daily Pivots for day following 07-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8998 |
0.8980 |
0.8885 |
|
| R3 |
0.8945 |
0.8927 |
0.8871 |
|
| R2 |
0.8893 |
0.8893 |
0.8866 |
|
| R1 |
0.8875 |
0.8875 |
0.8861 |
0.8884 |
| PP |
0.8840 |
0.8840 |
0.8840 |
0.8845 |
| S1 |
0.8822 |
0.8822 |
0.8852 |
0.8831 |
| S2 |
0.8788 |
0.8788 |
0.8847 |
|
| S3 |
0.8735 |
0.8770 |
0.8842 |
|
| S4 |
0.8683 |
0.8717 |
0.8828 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9395 |
0.9283 |
0.8897 |
|
| R3 |
0.9207 |
0.9095 |
0.8846 |
|
| R2 |
0.9019 |
0.9019 |
0.8828 |
|
| R1 |
0.8907 |
0.8907 |
0.8811 |
0.8869 |
| PP |
0.8831 |
0.8831 |
0.8831 |
0.8812 |
| S1 |
0.8719 |
0.8719 |
0.8777 |
0.8681 |
| S2 |
0.8643 |
0.8643 |
0.8760 |
|
| S3 |
0.8455 |
0.8531 |
0.8742 |
|
| S4 |
0.8267 |
0.8343 |
0.8691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8944 |
0.8756 |
0.0188 |
2.1% |
0.0095 |
1.1% |
54% |
False |
False |
11,002 |
| 10 |
0.9036 |
0.8756 |
0.0280 |
3.2% |
0.0095 |
1.1% |
36% |
False |
False |
6,454 |
| 20 |
0.9043 |
0.8543 |
0.0500 |
5.6% |
0.0107 |
1.2% |
63% |
False |
False |
3,515 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0096 |
1.1% |
76% |
False |
False |
1,880 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0080 |
0.9% |
79% |
False |
False |
1,288 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0065 |
0.7% |
80% |
False |
False |
969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9082 |
|
2.618 |
0.8996 |
|
1.618 |
0.8943 |
|
1.000 |
0.8911 |
|
0.618 |
0.8891 |
|
HIGH |
0.8859 |
|
0.618 |
0.8838 |
|
0.500 |
0.8832 |
|
0.382 |
0.8826 |
|
LOW |
0.8806 |
|
0.618 |
0.8774 |
|
1.000 |
0.8754 |
|
1.618 |
0.8721 |
|
2.618 |
0.8669 |
|
4.250 |
0.8583 |
|
|
| Fisher Pivots for day following 07-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8848 |
0.8845 |
| PP |
0.8840 |
0.8834 |
| S1 |
0.8832 |
0.8822 |
|