CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8511 |
0.8570 |
0.0059 |
0.7% |
0.8328 |
| High |
0.8542 |
0.8573 |
0.0032 |
0.4% |
0.8542 |
| Low |
0.8422 |
0.8483 |
0.0061 |
0.7% |
0.8313 |
| Close |
0.8511 |
0.8522 |
0.0011 |
0.1% |
0.8511 |
| Range |
0.0120 |
0.0090 |
-0.0030 |
-24.7% |
0.0229 |
| ATR |
0.0068 |
0.0070 |
0.0002 |
2.3% |
0.0000 |
| Volume |
240,875 |
150,777 |
-90,098 |
-37.4% |
1,019,083 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8796 |
0.8749 |
0.8572 |
|
| R3 |
0.8706 |
0.8659 |
0.8547 |
|
| R2 |
0.8616 |
0.8616 |
0.8539 |
|
| R1 |
0.8569 |
0.8569 |
0.8530 |
0.8548 |
| PP |
0.8526 |
0.8526 |
0.8526 |
0.8515 |
| S1 |
0.8479 |
0.8479 |
0.8514 |
0.8458 |
| S2 |
0.8436 |
0.8436 |
0.8506 |
|
| S3 |
0.8346 |
0.8389 |
0.8497 |
|
| S4 |
0.8256 |
0.8299 |
0.8473 |
|
|
| 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 |
0.8573 |
0.8365 |
0.0208 |
2.4% |
0.0088 |
1.0% |
75% |
True |
False |
195,252 |
| 10 |
0.8573 |
0.8301 |
0.0273 |
3.2% |
0.0068 |
0.8% |
81% |
True |
False |
138,185 |
| 20 |
0.8573 |
0.8058 |
0.0516 |
6.0% |
0.0072 |
0.8% |
90% |
True |
False |
126,346 |
| 40 |
0.8573 |
0.8058 |
0.0516 |
6.0% |
0.0060 |
0.7% |
90% |
True |
False |
72,542 |
| 60 |
0.8573 |
0.8058 |
0.0516 |
6.0% |
0.0058 |
0.7% |
90% |
True |
False |
48,557 |
| 80 |
0.8573 |
0.8058 |
0.0516 |
6.0% |
0.0058 |
0.7% |
90% |
True |
False |
36,446 |
| 100 |
0.8608 |
0.8058 |
0.0551 |
6.5% |
0.0063 |
0.7% |
84% |
False |
False |
29,161 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
6.9% |
0.0058 |
0.7% |
85% |
False |
False |
24,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8956 |
|
2.618 |
0.8809 |
|
1.618 |
0.8719 |
|
1.000 |
0.8663 |
|
0.618 |
0.8629 |
|
HIGH |
0.8573 |
|
0.618 |
0.8539 |
|
0.500 |
0.8528 |
|
0.382 |
0.8517 |
|
LOW |
0.8483 |
|
0.618 |
0.8427 |
|
1.000 |
0.8393 |
|
1.618 |
0.8337 |
|
2.618 |
0.8247 |
|
4.250 |
0.8101 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8528 |
0.8514 |
| PP |
0.8526 |
0.8506 |
| S1 |
0.8524 |
0.8498 |
|