CME Japanese Yen Future December 2016
| Trading Metrics calculated at close of trading on 29-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2016 |
29-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8912 |
0.8951 |
0.0039 |
0.4% |
0.9027 |
| High |
0.8912 |
0.8951 |
0.0039 |
0.4% |
0.9027 |
| Low |
0.8912 |
0.8951 |
0.0039 |
0.4% |
0.8961 |
| Close |
0.8912 |
0.8951 |
0.0039 |
0.4% |
0.8961 |
| Range |
|
|
|
|
|
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8951 |
0.8951 |
0.8951 |
|
| R3 |
0.8951 |
0.8951 |
0.8951 |
|
| R2 |
0.8951 |
0.8951 |
0.8951 |
|
| R1 |
0.8951 |
0.8951 |
0.8951 |
0.8951 |
| PP |
0.8951 |
0.8951 |
0.8951 |
0.8951 |
| S1 |
0.8951 |
0.8951 |
0.8951 |
0.8951 |
| S2 |
0.8951 |
0.8951 |
0.8951 |
|
| S3 |
0.8951 |
0.8951 |
0.8951 |
|
| S4 |
0.8951 |
0.8951 |
0.8951 |
|
|
| Weekly Pivots for week ending 25-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9182 |
0.9138 |
0.8997 |
|
| R3 |
0.9116 |
0.9071 |
0.8979 |
|
| R2 |
0.9049 |
0.9049 |
0.8973 |
|
| R1 |
0.9005 |
0.9005 |
0.8967 |
0.8994 |
| PP |
0.8983 |
0.8983 |
0.8983 |
0.8977 |
| S1 |
0.8938 |
0.8938 |
0.8954 |
0.8927 |
| S2 |
0.8916 |
0.8916 |
0.8948 |
|
| S3 |
0.8850 |
0.8872 |
0.8942 |
|
| S4 |
0.8783 |
0.8805 |
0.8924 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8951 |
|
2.618 |
0.8951 |
|
1.618 |
0.8951 |
|
1.000 |
0.8951 |
|
0.618 |
0.8951 |
|
HIGH |
0.8951 |
|
0.618 |
0.8951 |
|
0.500 |
0.8951 |
|
0.382 |
0.8951 |
|
LOW |
0.8951 |
|
0.618 |
0.8951 |
|
1.000 |
0.8951 |
|
1.618 |
0.8951 |
|
2.618 |
0.8951 |
|
4.250 |
0.8951 |
|
|
| Fisher Pivots for day following 29-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8951 |
0.8946 |
| PP |
0.8951 |
0.8941 |
| S1 |
0.8951 |
0.8936 |
|