CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 16-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2016 |
16-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8894 |
0.8816 |
-0.0079 |
-0.9% |
0.8559 |
| High |
0.8964 |
0.8834 |
-0.0130 |
-1.4% |
0.9017 |
| Low |
0.8814 |
0.8710 |
-0.0104 |
-1.2% |
0.8516 |
| Close |
0.8837 |
0.8788 |
-0.0049 |
-0.5% |
0.8837 |
| Range |
0.0150 |
0.0124 |
-0.0026 |
-17.3% |
0.0501 |
| ATR |
0.0118 |
0.0118 |
0.0001 |
0.5% |
0.0000 |
| Volume |
230,454 |
243,506 |
13,052 |
5.7% |
1,380,263 |
|
| Daily Pivots for day following 16-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9149 |
0.9093 |
0.8856 |
|
| R3 |
0.9025 |
0.8969 |
0.8822 |
|
| R2 |
0.8901 |
0.8901 |
0.8811 |
|
| R1 |
0.8845 |
0.8845 |
0.8799 |
0.8811 |
| PP |
0.8777 |
0.8777 |
0.8777 |
0.8761 |
| S1 |
0.8721 |
0.8721 |
0.8777 |
0.8687 |
| S2 |
0.8653 |
0.8653 |
0.8765 |
|
| S3 |
0.8529 |
0.8597 |
0.8754 |
|
| S4 |
0.8405 |
0.8473 |
0.8720 |
|
|
| 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 |
0.8648 |
0.0369 |
4.2% |
0.0152 |
1.7% |
38% |
False |
False |
279,460 |
| 10 |
0.9017 |
0.8268 |
0.0749 |
8.5% |
0.0144 |
1.6% |
69% |
False |
False |
252,506 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0120 |
1.4% |
72% |
False |
False |
220,121 |
| 40 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0096 |
1.1% |
76% |
False |
False |
177,366 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0083 |
0.9% |
76% |
False |
False |
133,662 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0075 |
0.9% |
76% |
False |
False |
100,413 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
76% |
False |
False |
80,354 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
76% |
False |
False |
66,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9361 |
|
2.618 |
0.9159 |
|
1.618 |
0.9035 |
|
1.000 |
0.8958 |
|
0.618 |
0.8911 |
|
HIGH |
0.8834 |
|
0.618 |
0.8787 |
|
0.500 |
0.8772 |
|
0.382 |
0.8757 |
|
LOW |
0.8710 |
|
0.618 |
0.8633 |
|
1.000 |
0.8586 |
|
1.618 |
0.8509 |
|
2.618 |
0.8385 |
|
4.250 |
0.8183 |
|
|
| Fisher Pivots for day following 16-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8783 |
0.8864 |
| PP |
0.8777 |
0.8838 |
| S1 |
0.8772 |
0.8813 |
|