CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 09-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2016 |
09-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8559 |
0.8664 |
0.0106 |
1.2% |
0.8243 |
| High |
0.8691 |
0.8765 |
0.0074 |
0.8% |
0.8608 |
| Low |
0.8516 |
0.8648 |
0.0132 |
1.6% |
0.8237 |
| Close |
0.8678 |
0.8703 |
0.0025 |
0.3% |
0.8564 |
| Range |
0.0175 |
0.0117 |
-0.0059 |
-33.4% |
0.0372 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0000 |
| Volume |
226,465 |
272,876 |
46,411 |
20.5% |
1,032,630 |
|
| Daily Pivots for day following 09-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9055 |
0.8995 |
0.8767 |
|
| R3 |
0.8938 |
0.8879 |
0.8735 |
|
| R2 |
0.8822 |
0.8822 |
0.8724 |
|
| R1 |
0.8762 |
0.8762 |
0.8713 |
0.8792 |
| PP |
0.8705 |
0.8705 |
0.8705 |
0.8720 |
| S1 |
0.8646 |
0.8646 |
0.8692 |
0.8675 |
| S2 |
0.8589 |
0.8589 |
0.8681 |
|
| S3 |
0.8472 |
0.8529 |
0.8670 |
|
| S4 |
0.8356 |
0.8413 |
0.8638 |
|
|
| Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9584 |
0.9445 |
0.8768 |
|
| R3 |
0.9212 |
0.9074 |
0.8666 |
|
| R2 |
0.8841 |
0.8841 |
0.8632 |
|
| R1 |
0.8702 |
0.8702 |
0.8598 |
0.8772 |
| PP |
0.8469 |
0.8469 |
0.8469 |
0.8504 |
| S1 |
0.8331 |
0.8331 |
0.8529 |
0.8400 |
| S2 |
0.8098 |
0.8098 |
0.8495 |
|
| S3 |
0.7726 |
0.7959 |
0.8461 |
|
| S4 |
0.7355 |
0.7588 |
0.8359 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8765 |
0.8337 |
0.0428 |
4.9% |
0.0143 |
1.6% |
86% |
True |
False |
250,000 |
| 10 |
0.8765 |
0.8210 |
0.0555 |
6.4% |
0.0123 |
1.4% |
89% |
True |
False |
212,060 |
| 20 |
0.8765 |
0.8210 |
0.0555 |
6.4% |
0.0104 |
1.2% |
89% |
True |
False |
199,791 |
| 40 |
0.8765 |
0.8058 |
0.0707 |
8.1% |
0.0088 |
1.0% |
91% |
True |
False |
163,068 |
| 60 |
0.8765 |
0.8058 |
0.0707 |
8.1% |
0.0075 |
0.9% |
91% |
True |
False |
114,958 |
| 80 |
0.8765 |
0.8058 |
0.0707 |
8.1% |
0.0069 |
0.8% |
91% |
True |
False |
86,365 |
| 100 |
0.8765 |
0.8058 |
0.0707 |
8.1% |
0.0067 |
0.8% |
91% |
True |
False |
69,115 |
| 120 |
0.8765 |
0.8058 |
0.0707 |
8.1% |
0.0070 |
0.8% |
91% |
True |
False |
57,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9260 |
|
2.618 |
0.9069 |
|
1.618 |
0.8953 |
|
1.000 |
0.8881 |
|
0.618 |
0.8836 |
|
HIGH |
0.8765 |
|
0.618 |
0.8720 |
|
0.500 |
0.8706 |
|
0.382 |
0.8693 |
|
LOW |
0.8648 |
|
0.618 |
0.8576 |
|
1.000 |
0.8532 |
|
1.618 |
0.8460 |
|
2.618 |
0.8343 |
|
4.250 |
0.8153 |
|
|
| Fisher Pivots for day following 09-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8706 |
0.8682 |
| PP |
0.8705 |
0.8661 |
| S1 |
0.8704 |
0.8640 |
|