CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 15-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2016 |
15-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8799 |
0.8811 |
0.0012 |
0.1% |
0.8811 |
| High |
0.8834 |
0.8902 |
0.0069 |
0.8% |
0.8936 |
| Low |
0.8795 |
0.8776 |
-0.0019 |
-0.2% |
0.8761 |
| Close |
0.8809 |
0.8865 |
0.0056 |
0.6% |
0.8817 |
| Range |
0.0039 |
0.0126 |
0.0087 |
223.1% |
0.0176 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
| Volume |
70,201 |
128,839 |
58,638 |
83.5% |
387,805 |
|
| Daily Pivots for day following 15-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9171 |
0.8934 |
|
| R3 |
0.9100 |
0.9045 |
0.8900 |
|
| R2 |
0.8974 |
0.8974 |
0.8888 |
|
| R1 |
0.8919 |
0.8919 |
0.8877 |
0.8947 |
| PP |
0.8848 |
0.8848 |
0.8848 |
0.8861 |
| S1 |
0.8793 |
0.8793 |
0.8853 |
0.8821 |
| S2 |
0.8722 |
0.8722 |
0.8842 |
|
| S3 |
0.8596 |
0.8667 |
0.8830 |
|
| S4 |
0.8470 |
0.8541 |
0.8796 |
|
|
| 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% |
0.0099 |
1.1% |
60% |
False |
False |
100,422 |
| 10 |
0.8936 |
0.8756 |
0.0181 |
2.0% |
0.0090 |
1.0% |
61% |
False |
False |
60,685 |
| 20 |
0.9036 |
0.8756 |
0.0280 |
3.2% |
0.0093 |
1.0% |
39% |
False |
False |
31,138 |
| 40 |
0.9043 |
0.8250 |
0.0793 |
8.9% |
0.0100 |
1.1% |
78% |
False |
False |
15,754 |
| 60 |
0.9043 |
0.8149 |
0.0894 |
10.1% |
0.0084 |
1.0% |
80% |
False |
False |
10,555 |
| 80 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0071 |
0.8% |
81% |
False |
False |
7,921 |
| 100 |
0.9043 |
0.8126 |
0.0918 |
10.3% |
0.0064 |
0.7% |
81% |
False |
False |
6,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9438 |
|
2.618 |
0.9232 |
|
1.618 |
0.9106 |
|
1.000 |
0.9028 |
|
0.618 |
0.8980 |
|
HIGH |
0.8902 |
|
0.618 |
0.8854 |
|
0.500 |
0.8839 |
|
0.382 |
0.8824 |
|
LOW |
0.8776 |
|
0.618 |
0.8698 |
|
1.000 |
0.8650 |
|
1.618 |
0.8572 |
|
2.618 |
0.8446 |
|
4.250 |
0.8241 |
|
|
| Fisher Pivots for day following 15-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8856 |
0.8856 |
| PP |
0.8848 |
0.8848 |
| S1 |
0.8839 |
0.8839 |
|