CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 27-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2016 |
27-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8459 |
0.8451 |
-0.0008 |
-0.1% |
0.8560 |
| High |
0.8506 |
0.8478 |
-0.0028 |
-0.3% |
0.8631 |
| Low |
0.8437 |
0.8405 |
-0.0033 |
-0.4% |
0.8419 |
| Close |
0.8449 |
0.8433 |
-0.0016 |
-0.2% |
0.8427 |
| Range |
0.0069 |
0.0074 |
0.0005 |
6.5% |
0.0212 |
| ATR |
0.0078 |
0.0077 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
109,582 |
127,955 |
18,373 |
16.8% |
925,017 |
|
| Daily Pivots for day following 27-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8659 |
0.8619 |
0.8473 |
|
| R3 |
0.8585 |
0.8546 |
0.8453 |
|
| R2 |
0.8512 |
0.8512 |
0.8446 |
|
| R1 |
0.8472 |
0.8472 |
0.8439 |
0.8455 |
| PP |
0.8438 |
0.8438 |
0.8438 |
0.8430 |
| S1 |
0.8399 |
0.8399 |
0.8426 |
0.8382 |
| S2 |
0.8365 |
0.8365 |
0.8419 |
|
| S3 |
0.8291 |
0.8325 |
0.8412 |
|
| S4 |
0.8218 |
0.8252 |
0.8392 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9128 |
0.8990 |
0.8544 |
|
| R3 |
0.8916 |
0.8778 |
0.8485 |
|
| R2 |
0.8704 |
0.8704 |
0.8466 |
|
| R1 |
0.8566 |
0.8566 |
0.8446 |
0.8529 |
| PP |
0.8492 |
0.8492 |
0.8492 |
0.8474 |
| S1 |
0.8354 |
0.8354 |
0.8408 |
0.8317 |
| S2 |
0.8280 |
0.8280 |
0.8388 |
|
| S3 |
0.8068 |
0.8142 |
0.8369 |
|
| S4 |
0.7856 |
0.7930 |
0.8310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8594 |
0.8405 |
0.0190 |
2.2% |
0.0077 |
0.9% |
15% |
False |
True |
162,721 |
| 10 |
0.8631 |
0.8405 |
0.0227 |
2.7% |
0.0086 |
1.0% |
12% |
False |
True |
184,015 |
| 20 |
0.8631 |
0.8301 |
0.0331 |
3.9% |
0.0078 |
0.9% |
40% |
False |
False |
166,757 |
| 40 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0072 |
0.9% |
65% |
False |
False |
122,482 |
| 60 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0063 |
0.7% |
65% |
False |
False |
81,831 |
| 80 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0060 |
0.7% |
65% |
False |
False |
61,471 |
| 100 |
0.8631 |
0.8058 |
0.0574 |
6.8% |
0.0062 |
0.7% |
65% |
False |
False |
49,191 |
| 120 |
0.8631 |
0.8017 |
0.0614 |
7.3% |
0.0062 |
0.7% |
68% |
False |
False |
40,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8790 |
|
2.618 |
0.8670 |
|
1.618 |
0.8597 |
|
1.000 |
0.8552 |
|
0.618 |
0.8523 |
|
HIGH |
0.8478 |
|
0.618 |
0.8450 |
|
0.500 |
0.8441 |
|
0.382 |
0.8433 |
|
LOW |
0.8405 |
|
0.618 |
0.8359 |
|
1.000 |
0.8331 |
|
1.618 |
0.8286 |
|
2.618 |
0.8212 |
|
4.250 |
0.8092 |
|
|
| Fisher Pivots for day following 27-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8441 |
0.8455 |
| PP |
0.8438 |
0.8448 |
| S1 |
0.8435 |
0.8440 |
|