CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 18-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2016 |
18-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8762 |
0.8769 |
0.0007 |
0.1% |
0.8559 |
| High |
0.8826 |
0.8843 |
0.0018 |
0.2% |
0.9017 |
| Low |
0.8738 |
0.8752 |
0.0014 |
0.2% |
0.8516 |
| Close |
0.8795 |
0.8811 |
0.0016 |
0.2% |
0.8837 |
| Range |
0.0088 |
0.0092 |
0.0004 |
4.6% |
0.0501 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
158,728 |
123,875 |
-34,853 |
-22.0% |
1,380,263 |
|
| Daily Pivots for day following 18-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9076 |
0.9035 |
0.8861 |
|
| R3 |
0.8985 |
0.8943 |
0.8836 |
|
| R2 |
0.8893 |
0.8893 |
0.8827 |
|
| R1 |
0.8852 |
0.8852 |
0.8819 |
0.8873 |
| PP |
0.8802 |
0.8802 |
0.8802 |
0.8812 |
| S1 |
0.8760 |
0.8760 |
0.8802 |
0.8781 |
| S2 |
0.8710 |
0.8710 |
0.8794 |
|
| S3 |
0.8619 |
0.8669 |
0.8785 |
|
| S4 |
0.8527 |
0.8577 |
0.8760 |
|
|
| 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 |
0.8710 |
0.0307 |
3.5% |
0.0132 |
1.5% |
33% |
False |
False |
218,146 |
| 10 |
0.9017 |
0.8464 |
0.0553 |
6.3% |
0.0132 |
1.5% |
63% |
False |
False |
232,405 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0118 |
1.3% |
74% |
False |
False |
210,664 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0093 |
1.1% |
74% |
False |
False |
176,112 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0084 |
1.0% |
78% |
False |
False |
138,356 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0076 |
0.9% |
78% |
False |
False |
103,943 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
78% |
False |
False |
83,179 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0071 |
0.8% |
78% |
False |
False |
69,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.9083 |
|
1.618 |
0.8991 |
|
1.000 |
0.8935 |
|
0.618 |
0.8900 |
|
HIGH |
0.8843 |
|
0.618 |
0.8808 |
|
0.500 |
0.8797 |
|
0.382 |
0.8786 |
|
LOW |
0.8752 |
|
0.618 |
0.8695 |
|
1.000 |
0.8660 |
|
1.618 |
0.8603 |
|
2.618 |
0.8512 |
|
4.250 |
0.8363 |
|
|
| Fisher Pivots for day following 18-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8806 |
0.8799 |
| PP |
0.8802 |
0.8788 |
| S1 |
0.8797 |
0.8777 |
|