CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 08-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2016 |
08-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8449 |
0.8511 |
0.0063 |
0.7% |
0.8328 |
| High |
0.8533 |
0.8542 |
0.0009 |
0.1% |
0.8542 |
| Low |
0.8431 |
0.8422 |
-0.0009 |
-0.1% |
0.8313 |
| Close |
0.8524 |
0.8511 |
-0.0013 |
-0.2% |
0.8511 |
| Range |
0.0102 |
0.0120 |
0.0018 |
17.2% |
0.0229 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
6.2% |
0.0000 |
| Volume |
267,933 |
240,875 |
-27,058 |
-10.1% |
1,019,083 |
|
| Daily Pivots for day following 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8850 |
0.8800 |
0.8577 |
|
| R3 |
0.8731 |
0.8681 |
0.8544 |
|
| R2 |
0.8611 |
0.8611 |
0.8533 |
|
| R1 |
0.8561 |
0.8561 |
0.8522 |
0.8571 |
| PP |
0.8492 |
0.8492 |
0.8492 |
0.8496 |
| S1 |
0.8442 |
0.8442 |
0.8500 |
0.8451 |
| S2 |
0.8372 |
0.8372 |
0.8489 |
|
| S3 |
0.8253 |
0.8322 |
0.8478 |
|
| S4 |
0.8133 |
0.8203 |
0.8445 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9141 |
0.9054 |
0.8637 |
|
| R3 |
0.8912 |
0.8826 |
0.8574 |
|
| R2 |
0.8684 |
0.8684 |
0.8553 |
|
| R1 |
0.8597 |
0.8597 |
0.8532 |
0.8641 |
| PP |
0.8455 |
0.8455 |
0.8455 |
0.8477 |
| S1 |
0.8369 |
0.8369 |
0.8490 |
0.8412 |
| S2 |
0.8227 |
0.8227 |
0.8469 |
|
| S3 |
0.7998 |
0.8140 |
0.8448 |
|
| S4 |
0.7770 |
0.7912 |
0.8385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8542 |
0.8313 |
0.0229 |
2.7% |
0.0095 |
1.1% |
87% |
True |
False |
203,816 |
| 10 |
0.8542 |
0.8280 |
0.0262 |
3.1% |
0.0064 |
0.7% |
88% |
True |
False |
128,540 |
| 20 |
0.8542 |
0.8058 |
0.0484 |
5.7% |
0.0069 |
0.8% |
94% |
True |
False |
124,097 |
| 40 |
0.8542 |
0.8058 |
0.0484 |
5.7% |
0.0059 |
0.7% |
94% |
True |
False |
68,787 |
| 60 |
0.8542 |
0.8058 |
0.0484 |
5.7% |
0.0058 |
0.7% |
94% |
True |
False |
46,047 |
| 80 |
0.8542 |
0.8058 |
0.0484 |
5.7% |
0.0057 |
0.7% |
94% |
True |
False |
34,562 |
| 100 |
0.8608 |
0.8058 |
0.0551 |
6.5% |
0.0062 |
0.7% |
82% |
False |
False |
27,653 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
6.9% |
0.0057 |
0.7% |
84% |
False |
False |
23,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9049 |
|
2.618 |
0.8854 |
|
1.618 |
0.8735 |
|
1.000 |
0.8661 |
|
0.618 |
0.8615 |
|
HIGH |
0.8542 |
|
0.618 |
0.8496 |
|
0.500 |
0.8482 |
|
0.382 |
0.8468 |
|
LOW |
0.8422 |
|
0.618 |
0.8348 |
|
1.000 |
0.8303 |
|
1.618 |
0.8229 |
|
2.618 |
0.8109 |
|
4.250 |
0.7914 |
|
|
| Fisher Pivots for day following 08-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8501 |
0.8498 |
| PP |
0.8492 |
0.8485 |
| S1 |
0.8482 |
0.8472 |
|