CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 19-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2016 |
19-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8769 |
0.8829 |
0.0060 |
0.7% |
0.8816 |
| High |
0.8843 |
0.8909 |
0.0066 |
0.7% |
0.8909 |
| Low |
0.8752 |
0.8825 |
0.0073 |
0.8% |
0.8710 |
| Close |
0.8811 |
0.8890 |
0.0079 |
0.9% |
0.8890 |
| Range |
0.0092 |
0.0084 |
-0.0008 |
-8.2% |
0.0199 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
123,875 |
138,311 |
14,436 |
11.7% |
664,420 |
|
| Daily Pivots for day following 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9126 |
0.9092 |
0.8936 |
|
| R3 |
0.9042 |
0.9008 |
0.8913 |
|
| R2 |
0.8958 |
0.8958 |
0.8905 |
|
| R1 |
0.8924 |
0.8924 |
0.8897 |
0.8941 |
| PP |
0.8874 |
0.8874 |
0.8874 |
0.8883 |
| S1 |
0.8840 |
0.8840 |
0.8882 |
0.8857 |
| S2 |
0.8790 |
0.8790 |
0.8874 |
|
| S3 |
0.8706 |
0.8756 |
0.8866 |
|
| S4 |
0.8622 |
0.8672 |
0.8843 |
|
|
| Weekly Pivots for week ending 19-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9432 |
0.9359 |
0.8999 |
|
| R3 |
0.9233 |
0.9161 |
0.8944 |
|
| R2 |
0.9035 |
0.9035 |
0.8926 |
|
| R1 |
0.8962 |
0.8962 |
0.8908 |
0.8998 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8854 |
| S1 |
0.8764 |
0.8764 |
0.8871 |
0.8800 |
| S2 |
0.8638 |
0.8638 |
0.8853 |
|
| S3 |
0.8439 |
0.8565 |
0.8835 |
|
| S4 |
0.8241 |
0.8367 |
0.8780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8964 |
0.8710 |
0.0254 |
2.9% |
0.0107 |
1.2% |
71% |
False |
False |
178,974 |
| 10 |
0.9017 |
0.8516 |
0.0501 |
5.6% |
0.0128 |
1.4% |
75% |
False |
False |
223,179 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0118 |
1.3% |
84% |
False |
False |
204,638 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0094 |
1.1% |
84% |
False |
False |
177,453 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0085 |
1.0% |
87% |
False |
False |
140,654 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0076 |
0.9% |
87% |
False |
False |
105,617 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0071 |
0.8% |
87% |
False |
False |
84,561 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0071 |
0.8% |
87% |
False |
False |
70,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9266 |
|
2.618 |
0.9128 |
|
1.618 |
0.9044 |
|
1.000 |
0.8993 |
|
0.618 |
0.8960 |
|
HIGH |
0.8909 |
|
0.618 |
0.8876 |
|
0.500 |
0.8867 |
|
0.382 |
0.8857 |
|
LOW |
0.8825 |
|
0.618 |
0.8773 |
|
1.000 |
0.8741 |
|
1.618 |
0.8689 |
|
2.618 |
0.8605 |
|
4.250 |
0.8468 |
|
|
| Fisher Pivots for day following 19-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8882 |
0.8867 |
| PP |
0.8874 |
0.8845 |
| S1 |
0.8867 |
0.8823 |
|