CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8243 |
0.8269 |
0.0027 |
0.3% |
0.8427 |
| High |
0.8294 |
0.8351 |
0.0057 |
0.7% |
0.8506 |
| Low |
0.8237 |
0.8268 |
0.0032 |
0.4% |
0.8210 |
| Close |
0.8261 |
0.8334 |
0.0073 |
0.9% |
0.8264 |
| Range |
0.0057 |
0.0083 |
0.0026 |
44.7% |
0.0297 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.3% |
0.0000 |
| Volume |
131,334 |
150,636 |
19,302 |
14.7% |
821,018 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8565 |
0.8532 |
0.8379 |
|
| R3 |
0.8482 |
0.8449 |
0.8356 |
|
| R2 |
0.8400 |
0.8400 |
0.8349 |
|
| R1 |
0.8367 |
0.8367 |
0.8341 |
0.8383 |
| PP |
0.8317 |
0.8317 |
0.8317 |
0.8326 |
| S1 |
0.8284 |
0.8284 |
0.8326 |
0.8301 |
| S2 |
0.8235 |
0.8235 |
0.8318 |
|
| S3 |
0.8152 |
0.8202 |
0.8311 |
|
| S4 |
0.8070 |
0.8119 |
0.8288 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9216 |
0.9036 |
0.8427 |
|
| R3 |
0.8919 |
0.8740 |
0.8345 |
|
| R2 |
0.8623 |
0.8623 |
0.8318 |
|
| R1 |
0.8443 |
0.8443 |
0.8291 |
0.8385 |
| PP |
0.8326 |
0.8326 |
0.8326 |
0.8297 |
| S1 |
0.8147 |
0.8147 |
0.8236 |
0.8088 |
| S2 |
0.8030 |
0.8030 |
0.8209 |
|
| S3 |
0.7733 |
0.7850 |
0.8182 |
|
| S4 |
0.7437 |
0.7554 |
0.8100 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8478 |
0.8210 |
0.0269 |
3.2% |
0.0104 |
1.2% |
46% |
False |
False |
174,121 |
| 10 |
0.8631 |
0.8210 |
0.0422 |
5.1% |
0.0096 |
1.1% |
29% |
False |
False |
179,541 |
| 20 |
0.8631 |
0.8210 |
0.0422 |
5.1% |
0.0090 |
1.1% |
29% |
False |
False |
186,104 |
| 40 |
0.8631 |
0.8058 |
0.0574 |
6.9% |
0.0078 |
0.9% |
48% |
False |
False |
140,294 |
| 60 |
0.8631 |
0.8058 |
0.0574 |
6.9% |
0.0067 |
0.8% |
48% |
False |
False |
94,181 |
| 80 |
0.8631 |
0.8058 |
0.0574 |
6.9% |
0.0063 |
0.8% |
48% |
False |
False |
70,744 |
| 100 |
0.8631 |
0.8058 |
0.0574 |
6.9% |
0.0063 |
0.8% |
48% |
False |
False |
56,617 |
| 120 |
0.8631 |
0.8017 |
0.0614 |
7.4% |
0.0065 |
0.8% |
52% |
False |
False |
47,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8701 |
|
2.618 |
0.8566 |
|
1.618 |
0.8484 |
|
1.000 |
0.8433 |
|
0.618 |
0.8401 |
|
HIGH |
0.8351 |
|
0.618 |
0.8319 |
|
0.500 |
0.8309 |
|
0.382 |
0.8300 |
|
LOW |
0.8268 |
|
0.618 |
0.8217 |
|
1.000 |
0.8186 |
|
1.618 |
0.8135 |
|
2.618 |
0.8052 |
|
4.250 |
0.7917 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8325 |
0.8342 |
| PP |
0.8317 |
0.8339 |
| S1 |
0.8309 |
0.8336 |
|