CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 11-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8696 |
0.8821 |
0.0125 |
1.4% |
0.8243 |
| High |
0.8847 |
0.9017 |
0.0170 |
1.9% |
0.8608 |
| Low |
0.8682 |
0.8812 |
0.0130 |
1.5% |
0.8237 |
| Close |
0.8805 |
0.8905 |
0.0100 |
1.1% |
0.8564 |
| Range |
0.0165 |
0.0205 |
0.0040 |
24.2% |
0.0372 |
| ATR |
0.0108 |
0.0115 |
0.0007 |
6.9% |
0.0000 |
| Volume |
316,300 |
334,168 |
17,868 |
5.6% |
1,032,630 |
|
| Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9526 |
0.9420 |
0.9017 |
|
| R3 |
0.9321 |
0.9215 |
0.8961 |
|
| R2 |
0.9116 |
0.9116 |
0.8942 |
|
| R1 |
0.9010 |
0.9010 |
0.8923 |
0.9063 |
| PP |
0.8911 |
0.8911 |
0.8911 |
0.8938 |
| S1 |
0.8805 |
0.8805 |
0.8886 |
0.8858 |
| S2 |
0.8706 |
0.8706 |
0.8867 |
|
| S3 |
0.8501 |
0.8600 |
0.8848 |
|
| S4 |
0.8296 |
0.8395 |
0.8792 |
|
|
| 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 |
0.9017 |
0.8516 |
0.0501 |
5.6% |
0.0149 |
1.7% |
78% |
True |
False |
267,384 |
| 10 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0149 |
1.7% |
86% |
True |
False |
251,527 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0117 |
1.3% |
86% |
True |
False |
216,675 |
| 40 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0093 |
1.0% |
88% |
True |
False |
171,656 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0080 |
0.9% |
88% |
True |
False |
125,786 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0072 |
0.8% |
88% |
True |
False |
94,492 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0069 |
0.8% |
88% |
True |
False |
75,616 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0072 |
0.8% |
88% |
True |
False |
63,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9888 |
|
2.618 |
0.9554 |
|
1.618 |
0.9349 |
|
1.000 |
0.9222 |
|
0.618 |
0.9144 |
|
HIGH |
0.9017 |
|
0.618 |
0.8939 |
|
0.500 |
0.8915 |
|
0.382 |
0.8890 |
|
LOW |
0.8812 |
|
0.618 |
0.8685 |
|
1.000 |
0.8607 |
|
1.618 |
0.8480 |
|
2.618 |
0.8275 |
|
4.250 |
0.7941 |
|
|
| Fisher Pivots for day following 11-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8915 |
0.8881 |
| PP |
0.8911 |
0.8857 |
| S1 |
0.8908 |
0.8833 |
|