CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 22-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2016 |
22-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8829 |
0.8883 |
0.0054 |
0.6% |
0.8816 |
| High |
0.8909 |
0.8899 |
-0.0010 |
-0.1% |
0.8909 |
| Low |
0.8825 |
0.8824 |
-0.0001 |
0.0% |
0.8710 |
| Close |
0.8890 |
0.8867 |
-0.0023 |
-0.3% |
0.8890 |
| Range |
0.0084 |
0.0076 |
-0.0009 |
-10.1% |
0.0199 |
| ATR |
0.0113 |
0.0111 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
138,311 |
123,181 |
-15,130 |
-10.9% |
664,420 |
|
| Daily Pivots for day following 22-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.9054 |
0.8909 |
|
| R3 |
0.9014 |
0.8978 |
0.8888 |
|
| R2 |
0.8939 |
0.8939 |
0.8881 |
|
| R1 |
0.8903 |
0.8903 |
0.8874 |
0.8883 |
| PP |
0.8863 |
0.8863 |
0.8863 |
0.8853 |
| S1 |
0.8827 |
0.8827 |
0.8860 |
0.8808 |
| S2 |
0.8788 |
0.8788 |
0.8853 |
|
| S3 |
0.8712 |
0.8752 |
0.8846 |
|
| S4 |
0.8637 |
0.8676 |
0.8825 |
|
|
| 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 |
0.8909 |
0.8710 |
0.0199 |
2.2% |
0.0093 |
1.0% |
79% |
False |
False |
157,520 |
| 10 |
0.9017 |
0.8516 |
0.0501 |
5.7% |
0.0127 |
1.4% |
70% |
False |
False |
216,786 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0117 |
1.3% |
81% |
False |
False |
201,075 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0095 |
1.1% |
81% |
False |
False |
178,720 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0086 |
1.0% |
84% |
False |
False |
142,704 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0076 |
0.9% |
84% |
False |
False |
107,153 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0071 |
0.8% |
84% |
False |
False |
85,790 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0071 |
0.8% |
84% |
False |
False |
71,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9220 |
|
2.618 |
0.9097 |
|
1.618 |
0.9021 |
|
1.000 |
0.8975 |
|
0.618 |
0.8946 |
|
HIGH |
0.8899 |
|
0.618 |
0.8870 |
|
0.500 |
0.8861 |
|
0.382 |
0.8852 |
|
LOW |
0.8824 |
|
0.618 |
0.8777 |
|
1.000 |
0.8748 |
|
1.618 |
0.8701 |
|
2.618 |
0.8626 |
|
4.250 |
0.8503 |
|
|
| Fisher Pivots for day following 22-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8865 |
0.8855 |
| PP |
0.8863 |
0.8842 |
| S1 |
0.8861 |
0.8830 |
|