CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 31-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2016 |
31-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8941 |
0.8950 |
0.0009 |
0.1% |
0.9026 |
| High |
0.8972 |
0.8966 |
-0.0007 |
-0.1% |
0.9034 |
| Low |
0.8918 |
0.8934 |
0.0017 |
0.2% |
0.8900 |
| Close |
0.8940 |
0.8934 |
-0.0006 |
-0.1% |
0.8926 |
| Range |
0.0055 |
0.0032 |
-0.0023 |
-42.2% |
0.0134 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
100 |
49 |
-51 |
-51.0% |
192 |
|
| Daily Pivots for day following 31-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9039 |
0.9018 |
0.8951 |
|
| R3 |
0.9008 |
0.8987 |
0.8943 |
|
| R2 |
0.8976 |
0.8976 |
0.8940 |
|
| R1 |
0.8955 |
0.8955 |
0.8937 |
0.8950 |
| PP |
0.8945 |
0.8945 |
0.8945 |
0.8942 |
| S1 |
0.8924 |
0.8924 |
0.8931 |
0.8918 |
| S2 |
0.8913 |
0.8913 |
0.8928 |
|
| S3 |
0.8882 |
0.8892 |
0.8925 |
|
| S4 |
0.8850 |
0.8861 |
0.8917 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9355 |
0.9274 |
0.8999 |
|
| R3 |
0.9221 |
0.9140 |
0.8962 |
|
| R2 |
0.9087 |
0.9087 |
0.8950 |
|
| R1 |
0.9006 |
0.9006 |
0.8938 |
0.8980 |
| PP |
0.8953 |
0.8953 |
0.8953 |
0.8940 |
| S1 |
0.8872 |
0.8872 |
0.8913 |
0.8846 |
| S2 |
0.8819 |
0.8819 |
0.8901 |
|
| S3 |
0.8685 |
0.8738 |
0.8889 |
|
| S4 |
0.8551 |
0.8604 |
0.8852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8972 |
0.8840 |
0.0132 |
1.5% |
0.0052 |
0.6% |
71% |
False |
False |
67 |
| 10 |
0.9087 |
0.8840 |
0.0247 |
2.8% |
0.0064 |
0.7% |
38% |
False |
False |
55 |
| 20 |
0.9087 |
0.8804 |
0.0283 |
3.2% |
0.0068 |
0.8% |
46% |
False |
False |
36 |
| 40 |
0.9087 |
0.8409 |
0.0679 |
7.6% |
0.0059 |
0.7% |
77% |
False |
False |
22 |
| 60 |
0.9087 |
0.8300 |
0.0787 |
8.8% |
0.0051 |
0.6% |
81% |
False |
False |
16 |
| 80 |
0.9087 |
0.8182 |
0.0906 |
10.1% |
0.0041 |
0.5% |
83% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9099 |
|
2.618 |
0.9048 |
|
1.618 |
0.9016 |
|
1.000 |
0.8997 |
|
0.618 |
0.8985 |
|
HIGH |
0.8966 |
|
0.618 |
0.8953 |
|
0.500 |
0.8950 |
|
0.382 |
0.8946 |
|
LOW |
0.8934 |
|
0.618 |
0.8915 |
|
1.000 |
0.8903 |
|
1.618 |
0.8883 |
|
2.618 |
0.8852 |
|
4.250 |
0.8800 |
|
|
| Fisher Pivots for day following 31-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8950 |
0.8925 |
| PP |
0.8945 |
0.8915 |
| S1 |
0.8939 |
0.8906 |
|