CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 17-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2016 |
17-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8816 |
0.8762 |
-0.0054 |
-0.6% |
0.8559 |
| High |
0.8834 |
0.8826 |
-0.0009 |
-0.1% |
0.9017 |
| Low |
0.8710 |
0.8738 |
0.0028 |
0.3% |
0.8516 |
| Close |
0.8788 |
0.8795 |
0.0007 |
0.1% |
0.8837 |
| Range |
0.0124 |
0.0088 |
-0.0037 |
-29.4% |
0.0501 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
243,506 |
158,728 |
-84,778 |
-34.8% |
1,380,263 |
|
| Daily Pivots for day following 17-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9049 |
0.9009 |
0.8843 |
|
| R3 |
0.8961 |
0.8922 |
0.8819 |
|
| R2 |
0.8874 |
0.8874 |
0.8811 |
|
| R1 |
0.8834 |
0.8834 |
0.8803 |
0.8854 |
| PP |
0.8786 |
0.8786 |
0.8786 |
0.8796 |
| S1 |
0.8747 |
0.8747 |
0.8787 |
0.8767 |
| S2 |
0.8699 |
0.8699 |
0.8779 |
|
| S3 |
0.8611 |
0.8659 |
0.8771 |
|
| S4 |
0.8524 |
0.8572 |
0.8747 |
|
|
| 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 |
0.8682 |
0.0335 |
3.8% |
0.0146 |
1.7% |
34% |
False |
False |
256,631 |
| 10 |
0.9017 |
0.8337 |
0.0681 |
7.7% |
0.0145 |
1.6% |
67% |
False |
False |
253,315 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0120 |
1.4% |
73% |
False |
False |
216,428 |
| 40 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0097 |
1.1% |
77% |
False |
False |
178,210 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0084 |
1.0% |
77% |
False |
False |
136,301 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0076 |
0.9% |
77% |
False |
False |
102,397 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
77% |
False |
False |
81,941 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
77% |
False |
False |
68,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9197 |
|
2.618 |
0.9055 |
|
1.618 |
0.8967 |
|
1.000 |
0.8913 |
|
0.618 |
0.8880 |
|
HIGH |
0.8826 |
|
0.618 |
0.8792 |
|
0.500 |
0.8782 |
|
0.382 |
0.8771 |
|
LOW |
0.8738 |
|
0.618 |
0.8684 |
|
1.000 |
0.8651 |
|
1.618 |
0.8596 |
|
2.618 |
0.8509 |
|
4.250 |
0.8366 |
|
|
| Fisher Pivots for day following 17-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8791 |
0.8837 |
| PP |
0.8786 |
0.8823 |
| S1 |
0.8782 |
0.8809 |
|