CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 01-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2016 |
01-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8950 |
0.8960 |
0.0010 |
0.1% |
0.8888 |
| High |
0.8966 |
0.9007 |
0.0042 |
0.5% |
0.9007 |
| Low |
0.8934 |
0.8944 |
0.0010 |
0.1% |
0.8840 |
| Close |
0.8934 |
0.8999 |
0.0065 |
0.7% |
0.8999 |
| Range |
0.0032 |
0.0064 |
0.0032 |
101.6% |
0.0167 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.3% |
0.0000 |
| Volume |
49 |
98 |
49 |
100.0% |
343 |
|
| Daily Pivots for day following 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9174 |
0.9150 |
0.9033 |
|
| R3 |
0.9110 |
0.9086 |
0.9016 |
|
| R2 |
0.9047 |
0.9047 |
0.9010 |
|
| R1 |
0.9023 |
0.9023 |
0.9004 |
0.9035 |
| PP |
0.8983 |
0.8983 |
0.8983 |
0.8989 |
| S1 |
0.8959 |
0.8959 |
0.8993 |
0.8971 |
| S2 |
0.8920 |
0.8920 |
0.8987 |
|
| S3 |
0.8856 |
0.8896 |
0.8981 |
|
| S4 |
0.8793 |
0.8832 |
0.8964 |
|
|
| Weekly Pivots for week ending 01-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9450 |
0.9391 |
0.9090 |
|
| R3 |
0.9283 |
0.9224 |
0.9044 |
|
| R2 |
0.9116 |
0.9116 |
0.9029 |
|
| R1 |
0.9057 |
0.9057 |
0.9014 |
0.9086 |
| PP |
0.8949 |
0.8949 |
0.8949 |
0.8963 |
| S1 |
0.8890 |
0.8890 |
0.8983 |
0.8919 |
| S2 |
0.8782 |
0.8782 |
0.8968 |
|
| S3 |
0.8615 |
0.8723 |
0.8953 |
|
| S4 |
0.8448 |
0.8556 |
0.8907 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9007 |
0.8840 |
0.0167 |
1.9% |
0.0056 |
0.6% |
95% |
True |
False |
68 |
| 10 |
0.9066 |
0.8840 |
0.0226 |
2.5% |
0.0055 |
0.6% |
70% |
False |
False |
55 |
| 20 |
0.9087 |
0.8804 |
0.0283 |
3.1% |
0.0068 |
0.8% |
69% |
False |
False |
41 |
| 40 |
0.9087 |
0.8531 |
0.0556 |
6.2% |
0.0057 |
0.6% |
84% |
False |
False |
24 |
| 60 |
0.9087 |
0.8300 |
0.0787 |
8.7% |
0.0052 |
0.6% |
89% |
False |
False |
18 |
| 80 |
0.9087 |
0.8182 |
0.0906 |
10.1% |
0.0042 |
0.5% |
90% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9277 |
|
2.618 |
0.9173 |
|
1.618 |
0.9110 |
|
1.000 |
0.9071 |
|
0.618 |
0.9046 |
|
HIGH |
0.9007 |
|
0.618 |
0.8983 |
|
0.500 |
0.8975 |
|
0.382 |
0.8968 |
|
LOW |
0.8944 |
|
0.618 |
0.8904 |
|
1.000 |
0.8880 |
|
1.618 |
0.8841 |
|
2.618 |
0.8777 |
|
4.250 |
0.8674 |
|
|
| Fisher Pivots for day following 01-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8991 |
0.8986 |
| PP |
0.8983 |
0.8974 |
| S1 |
0.8975 |
0.8962 |
|