CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 12-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8821 |
0.8894 |
0.0074 |
0.8% |
0.8559 |
| High |
0.9017 |
0.8964 |
-0.0054 |
-0.6% |
0.9017 |
| Low |
0.8812 |
0.8814 |
0.0002 |
0.0% |
0.8516 |
| Close |
0.8905 |
0.8837 |
-0.0068 |
-0.8% |
0.8837 |
| Range |
0.0205 |
0.0150 |
-0.0055 |
-26.8% |
0.0501 |
| ATR |
0.0115 |
0.0118 |
0.0002 |
2.1% |
0.0000 |
| Volume |
334,168 |
230,454 |
-103,714 |
-31.0% |
1,380,263 |
|
| Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9321 |
0.9229 |
0.8919 |
|
| R3 |
0.9171 |
0.9079 |
0.8878 |
|
| R2 |
0.9021 |
0.9021 |
0.8864 |
|
| R1 |
0.8929 |
0.8929 |
0.8850 |
0.8900 |
| PP |
0.8871 |
0.8871 |
0.8871 |
0.8857 |
| S1 |
0.8779 |
0.8779 |
0.8823 |
0.8750 |
| S2 |
0.8721 |
0.8721 |
0.8809 |
|
| S3 |
0.8571 |
0.8629 |
0.8795 |
|
| S4 |
0.8421 |
0.8479 |
0.8754 |
|
|
| Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0066 |
0.9112 |
|
| R3 |
0.9792 |
0.9565 |
0.8974 |
|
| R2 |
0.9291 |
0.9291 |
0.8928 |
|
| R1 |
0.9064 |
0.9064 |
0.8882 |
0.9177 |
| PP |
0.8790 |
0.8790 |
0.8790 |
0.8847 |
| S1 |
0.8563 |
0.8563 |
0.8791 |
0.8676 |
| S2 |
0.8289 |
0.8289 |
0.8745 |
|
| S3 |
0.7788 |
0.8062 |
0.8699 |
|
| S4 |
0.7287 |
0.7561 |
0.8561 |
|
|
| 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 |
5.7% |
0.0162 |
1.8% |
64% |
False |
False |
276,052 |
| 10 |
0.9017 |
0.8237 |
0.0781 |
8.8% |
0.0137 |
1.6% |
77% |
False |
False |
241,289 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0121 |
1.4% |
78% |
False |
False |
218,999 |
| 40 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0094 |
1.1% |
81% |
False |
False |
174,530 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0081 |
0.9% |
81% |
False |
False |
129,615 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0074 |
0.8% |
81% |
False |
False |
97,372 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0070 |
0.8% |
81% |
False |
False |
77,919 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0073 |
0.8% |
81% |
False |
False |
64,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9601 |
|
2.618 |
0.9356 |
|
1.618 |
0.9206 |
|
1.000 |
0.9114 |
|
0.618 |
0.9056 |
|
HIGH |
0.8964 |
|
0.618 |
0.8906 |
|
0.500 |
0.8889 |
|
0.382 |
0.8871 |
|
LOW |
0.8814 |
|
0.618 |
0.8721 |
|
1.000 |
0.8664 |
|
1.618 |
0.8571 |
|
2.618 |
0.8421 |
|
4.250 |
0.8176 |
|
|
| Fisher Pivots for day following 12-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8889 |
0.8850 |
| PP |
0.8871 |
0.8845 |
| S1 |
0.8854 |
0.8841 |
|