CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8863 |
0.8799 |
-0.0064 |
-0.7% |
0.8811 |
| High |
0.8892 |
0.8834 |
-0.0058 |
-0.7% |
0.8936 |
| Low |
0.8801 |
0.8795 |
-0.0007 |
-0.1% |
0.8761 |
| Close |
0.8817 |
0.8809 |
-0.0008 |
-0.1% |
0.8817 |
| Range |
0.0091 |
0.0039 |
-0.0052 |
-56.9% |
0.0176 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-4.4% |
0.0000 |
| Volume |
125,747 |
70,201 |
-55,546 |
-44.2% |
387,805 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8929 |
0.8908 |
0.8830 |
|
| R3 |
0.8890 |
0.8869 |
0.8820 |
|
| R2 |
0.8851 |
0.8851 |
0.8816 |
|
| R1 |
0.8830 |
0.8830 |
0.8813 |
0.8841 |
| PP |
0.8812 |
0.8812 |
0.8812 |
0.8818 |
| S1 |
0.8791 |
0.8791 |
0.8805 |
0.8802 |
| S2 |
0.8773 |
0.8773 |
0.8802 |
|
| S3 |
0.8734 |
0.8752 |
0.8798 |
|
| S4 |
0.8695 |
0.8713 |
0.8788 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9364 |
0.9266 |
0.8914 |
|
| R3 |
0.9189 |
0.9091 |
0.8865 |
|
| R2 |
0.9013 |
0.9013 |
0.8849 |
|
| R1 |
0.8915 |
0.8915 |
0.8833 |
0.8964 |
| PP |
0.8838 |
0.8838 |
0.8838 |
0.8862 |
| S1 |
0.8740 |
0.8740 |
0.8801 |
0.8789 |
| S2 |
0.8662 |
0.8662 |
0.8785 |
|
| S3 |
0.8487 |
0.8564 |
0.8769 |
|
| S4 |
0.8311 |
0.8389 |
0.8720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8936 |
0.8761 |
0.0176 |
2.0% |
0.0091 |
1.0% |
28% |
False |
False |
85,471 |
| 10 |
0.8944 |
0.8756 |
0.0188 |
2.1% |
0.0093 |
1.1% |
28% |
False |
False |
48,236 |
| 20 |
0.9036 |
0.8737 |
0.0299 |
3.4% |
0.0093 |
1.1% |
24% |
False |
False |
24,755 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
9.0% |
0.0099 |
1.1% |
70% |
False |
False |
12,536 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0083 |
0.9% |
74% |
False |
False |
8,408 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0069 |
0.8% |
74% |
False |
False |
6,310 |
| 100 |
0.9043 |
0.8126 |
0.0918 |
10.4% |
0.0063 |
0.7% |
74% |
False |
False |
5,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8999 |
|
2.618 |
0.8936 |
|
1.618 |
0.8897 |
|
1.000 |
0.8873 |
|
0.618 |
0.8858 |
|
HIGH |
0.8834 |
|
0.618 |
0.8819 |
|
0.500 |
0.8814 |
|
0.382 |
0.8809 |
|
LOW |
0.8795 |
|
0.618 |
0.8770 |
|
1.000 |
0.8756 |
|
1.618 |
0.8731 |
|
2.618 |
0.8692 |
|
4.250 |
0.8629 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8814 |
0.8832 |
| PP |
0.8812 |
0.8825 |
| S1 |
0.8811 |
0.8817 |
|