CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8811 |
0.8848 |
0.0037 |
0.4% |
0.8820 |
| High |
0.8859 |
0.8922 |
0.0063 |
0.7% |
0.8944 |
| Low |
0.8806 |
0.8836 |
0.0030 |
0.3% |
0.8756 |
| Close |
0.8857 |
0.8907 |
0.0050 |
0.6% |
0.8794 |
| Range |
0.0053 |
0.0086 |
0.0034 |
63.8% |
0.0188 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
30,650 |
54,081 |
23,431 |
76.4% |
28,635 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9146 |
0.9112 |
0.8954 |
|
| R3 |
0.9060 |
0.9026 |
0.8930 |
|
| R2 |
0.8974 |
0.8974 |
0.8922 |
|
| R1 |
0.8940 |
0.8940 |
0.8914 |
0.8957 |
| PP |
0.8888 |
0.8888 |
0.8888 |
0.8896 |
| S1 |
0.8854 |
0.8854 |
0.8899 |
0.8871 |
| S2 |
0.8802 |
0.8802 |
0.8891 |
|
| S3 |
0.8716 |
0.8768 |
0.8883 |
|
| S4 |
0.8630 |
0.8682 |
0.8859 |
|
|
| 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 |
0.8922 |
0.8756 |
0.0166 |
1.9% |
0.0080 |
0.9% |
91% |
True |
False |
20,949 |
| 10 |
0.9036 |
0.8756 |
0.0280 |
3.1% |
0.0095 |
1.1% |
54% |
False |
False |
11,774 |
| 20 |
0.9043 |
0.8688 |
0.0356 |
4.0% |
0.0103 |
1.2% |
62% |
False |
False |
6,204 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0096 |
1.1% |
83% |
False |
False |
3,222 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.0% |
0.0080 |
0.9% |
85% |
False |
False |
2,189 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0066 |
0.7% |
85% |
False |
False |
1,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9287 |
|
2.618 |
0.9147 |
|
1.618 |
0.9061 |
|
1.000 |
0.9008 |
|
0.618 |
0.8975 |
|
HIGH |
0.8922 |
|
0.618 |
0.8889 |
|
0.500 |
0.8879 |
|
0.382 |
0.8868 |
|
LOW |
0.8836 |
|
0.618 |
0.8782 |
|
1.000 |
0.8750 |
|
1.618 |
0.8696 |
|
2.618 |
0.8610 |
|
4.250 |
0.8470 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8897 |
0.8888 |
| PP |
0.8888 |
0.8869 |
| S1 |
0.8879 |
0.8850 |
|