CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 10-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2016 |
10-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8939 |
0.8870 |
-0.0069 |
-0.8% |
0.8898 |
| High |
0.8958 |
0.8902 |
-0.0056 |
-0.6% |
0.8960 |
| Low |
0.8874 |
0.8823 |
-0.0052 |
-0.6% |
0.8813 |
| Close |
0.8878 |
0.8899 |
0.0022 |
0.2% |
0.8828 |
| Range |
0.0084 |
0.0080 |
-0.0004 |
-4.8% |
0.0147 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.1% |
0.0000 |
| Volume |
19 |
31 |
12 |
63.2% |
46 |
|
| Daily Pivots for day following 10-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9113 |
0.9086 |
0.8943 |
|
| R3 |
0.9034 |
0.9006 |
0.8921 |
|
| R2 |
0.8954 |
0.8954 |
0.8914 |
|
| R1 |
0.8927 |
0.8927 |
0.8906 |
0.8940 |
| PP |
0.8875 |
0.8875 |
0.8875 |
0.8881 |
| S1 |
0.8847 |
0.8847 |
0.8892 |
0.8861 |
| S2 |
0.8795 |
0.8795 |
0.8884 |
|
| S3 |
0.8716 |
0.8768 |
0.8877 |
|
| S4 |
0.8636 |
0.8688 |
0.8855 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9215 |
0.8909 |
|
| R3 |
0.9161 |
0.9068 |
0.8868 |
|
| R2 |
0.9014 |
0.9014 |
0.8855 |
|
| R1 |
0.8921 |
0.8921 |
0.8841 |
0.8894 |
| PP |
0.8867 |
0.8867 |
0.8867 |
0.8853 |
| S1 |
0.8774 |
0.8774 |
0.8815 |
0.8747 |
| S2 |
0.8720 |
0.8720 |
0.8801 |
|
| S3 |
0.8573 |
0.8627 |
0.8788 |
|
| S4 |
0.8426 |
0.8480 |
0.8747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8958 |
0.8817 |
0.0141 |
1.6% |
0.0062 |
0.7% |
58% |
False |
False |
11 |
| 10 |
0.8960 |
0.8813 |
0.0147 |
1.7% |
0.0059 |
0.7% |
59% |
False |
False |
10 |
| 20 |
0.9040 |
0.8796 |
0.0244 |
2.7% |
0.0044 |
0.5% |
42% |
False |
False |
8 |
| 40 |
0.9040 |
0.8300 |
0.0740 |
8.3% |
0.0045 |
0.5% |
81% |
False |
False |
7 |
| 60 |
0.9040 |
0.8208 |
0.0832 |
9.3% |
0.0037 |
0.4% |
83% |
False |
False |
5 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9240 |
|
2.618 |
0.9110 |
|
1.618 |
0.9031 |
|
1.000 |
0.8982 |
|
0.618 |
0.8951 |
|
HIGH |
0.8902 |
|
0.618 |
0.8872 |
|
0.500 |
0.8862 |
|
0.382 |
0.8853 |
|
LOW |
0.8823 |
|
0.618 |
0.8773 |
|
1.000 |
0.8743 |
|
1.618 |
0.8694 |
|
2.618 |
0.8614 |
|
4.250 |
0.8485 |
|
|
| Fisher Pivots for day following 10-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8887 |
0.8896 |
| PP |
0.8875 |
0.8893 |
| S1 |
0.8862 |
0.8890 |
|