CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 15-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2016 |
15-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8511 |
0.8474 |
-0.0037 |
-0.4% |
0.8570 |
| High |
0.8535 |
0.8593 |
0.0058 |
0.7% |
0.8593 |
| Low |
0.8463 |
0.8464 |
0.0001 |
0.0% |
0.8457 |
| Close |
0.8473 |
0.8555 |
0.0083 |
1.0% |
0.8555 |
| Range |
0.0072 |
0.0129 |
0.0057 |
79.2% |
0.0136 |
| ATR |
0.0068 |
0.0073 |
0.0004 |
6.3% |
0.0000 |
| Volume |
183,973 |
221,065 |
37,092 |
20.2% |
868,592 |
|
| Daily Pivots for day following 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8924 |
0.8869 |
0.8626 |
|
| R3 |
0.8795 |
0.8740 |
0.8590 |
|
| R2 |
0.8666 |
0.8666 |
0.8579 |
|
| R1 |
0.8611 |
0.8611 |
0.8567 |
0.8638 |
| PP |
0.8537 |
0.8537 |
0.8537 |
0.8551 |
| S1 |
0.8482 |
0.8482 |
0.8543 |
0.8509 |
| S2 |
0.8408 |
0.8408 |
0.8531 |
|
| S3 |
0.8279 |
0.8353 |
0.8520 |
|
| S4 |
0.8150 |
0.8224 |
0.8484 |
|
|
| Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8943 |
0.8885 |
0.8630 |
|
| R3 |
0.8807 |
0.8749 |
0.8592 |
|
| R2 |
0.8671 |
0.8671 |
0.8580 |
|
| R1 |
0.8613 |
0.8613 |
0.8567 |
0.8574 |
| PP |
0.8535 |
0.8535 |
0.8535 |
0.8515 |
| S1 |
0.8477 |
0.8477 |
0.8543 |
0.8438 |
| S2 |
0.8399 |
0.8399 |
0.8530 |
|
| S3 |
0.8263 |
0.8341 |
0.8518 |
|
| S4 |
0.8127 |
0.8205 |
0.8480 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8593 |
0.8457 |
0.0136 |
1.6% |
0.0081 |
1.0% |
72% |
True |
False |
173,718 |
| 10 |
0.8593 |
0.8313 |
0.0280 |
3.3% |
0.0088 |
1.0% |
87% |
True |
False |
188,767 |
| 20 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0071 |
0.8% |
93% |
True |
False |
134,611 |
| 40 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0064 |
0.7% |
93% |
True |
False |
90,433 |
| 60 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0060 |
0.7% |
93% |
True |
False |
60,511 |
| 80 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0058 |
0.7% |
93% |
True |
False |
45,412 |
| 100 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0061 |
0.7% |
93% |
True |
False |
36,338 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
6.9% |
0.0059 |
0.7% |
91% |
False |
False |
30,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9141 |
|
2.618 |
0.8930 |
|
1.618 |
0.8801 |
|
1.000 |
0.8722 |
|
0.618 |
0.8672 |
|
HIGH |
0.8593 |
|
0.618 |
0.8543 |
|
0.500 |
0.8528 |
|
0.382 |
0.8513 |
|
LOW |
0.8464 |
|
0.618 |
0.8384 |
|
1.000 |
0.8335 |
|
1.618 |
0.8255 |
|
2.618 |
0.8126 |
|
4.250 |
0.7915 |
|
|
| Fisher Pivots for day following 15-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8546 |
0.8545 |
| PP |
0.8537 |
0.8535 |
| S1 |
0.8528 |
0.8525 |
|