CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 23-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2016 |
23-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8883 |
0.8860 |
-0.0023 |
-0.3% |
0.8816 |
| High |
0.8899 |
0.8951 |
0.0052 |
0.6% |
0.8909 |
| Low |
0.8824 |
0.8850 |
0.0027 |
0.3% |
0.8710 |
| Close |
0.8867 |
0.8929 |
0.0062 |
0.7% |
0.8890 |
| Range |
0.0076 |
0.0101 |
0.0026 |
33.8% |
0.0199 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
123,181 |
172,293 |
49,112 |
39.9% |
664,420 |
|
| Daily Pivots for day following 23-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9213 |
0.9172 |
0.8985 |
|
| R3 |
0.9112 |
0.9071 |
0.8957 |
|
| R2 |
0.9011 |
0.9011 |
0.8948 |
|
| R1 |
0.8970 |
0.8970 |
0.8938 |
0.8991 |
| PP |
0.8910 |
0.8910 |
0.8910 |
0.8920 |
| S1 |
0.8869 |
0.8869 |
0.8920 |
0.8890 |
| S2 |
0.8809 |
0.8809 |
0.8910 |
|
| S3 |
0.8708 |
0.8768 |
0.8901 |
|
| S4 |
0.8607 |
0.8667 |
0.8873 |
|
|
| 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 |
0.8951 |
0.8738 |
0.0213 |
2.4% |
0.0088 |
1.0% |
90% |
True |
False |
143,277 |
| 10 |
0.9017 |
0.8648 |
0.0369 |
4.1% |
0.0120 |
1.3% |
76% |
False |
False |
211,369 |
| 20 |
0.9017 |
0.8210 |
0.0808 |
9.0% |
0.0119 |
1.3% |
89% |
False |
False |
203,550 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.0% |
0.0097 |
1.1% |
89% |
False |
False |
181,820 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0087 |
1.0% |
91% |
False |
False |
145,568 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0077 |
0.9% |
91% |
False |
False |
109,301 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0072 |
0.8% |
91% |
False |
False |
87,512 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.7% |
0.0072 |
0.8% |
91% |
False |
False |
72,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9380 |
|
2.618 |
0.9215 |
|
1.618 |
0.9114 |
|
1.000 |
0.9052 |
|
0.618 |
0.9013 |
|
HIGH |
0.8951 |
|
0.618 |
0.8912 |
|
0.500 |
0.8901 |
|
0.382 |
0.8889 |
|
LOW |
0.8850 |
|
0.618 |
0.8788 |
|
1.000 |
0.8749 |
|
1.618 |
0.8687 |
|
2.618 |
0.8586 |
|
4.250 |
0.8421 |
|
|
| Fisher Pivots for day following 23-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8920 |
0.8915 |
| PP |
0.8910 |
0.8901 |
| S1 |
0.8901 |
0.8887 |
|