CME Japanese Yen Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    25-Feb-2016 | 
                    26-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8927 | 
                        0.8861 | 
                        -0.0066 | 
                        -0.7% | 
                        0.8883 | 
                     
                    
                        | High | 
                        0.8940 | 
                        0.8785 | 
                        -0.0155 | 
                        -1.7% | 
                        0.9010 | 
                     
                    
                        | Low | 
                        0.8850 | 
                        0.8785 | 
                        -0.0065 | 
                        -0.7% | 
                        0.8785 | 
                     
                    
                        | Close | 
                        0.8869 | 
                        0.8785 | 
                        -0.0084 | 
                        -0.9% | 
                        0.8785 | 
                     
                    
                        | Range | 
                        0.0090 | 
                        0.0000 | 
                        -0.0090 | 
                        -100.0% | 
                        0.0225 | 
                     
                    
                        | ATR | 
                        0.0109 | 
                        0.0107 | 
                        -0.0002 | 
                        -1.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        157,581 | 
                        142,956 | 
                        -14,625 | 
                        -9.3% | 
                        765,916 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                 | 
             
            
                | R3 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                 | 
             
            
                | R2 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                 | 
             
            
                | R1 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
             
            
                | PP | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
             
            
                | S1 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
             
            
                | S2 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                 | 
             
            
                | S3 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                 | 
             
            
                | S4 | 
                0.8785 | 
                0.8785 | 
                0.8785 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.9535 | 
                0.9385 | 
                0.8909 | 
                 | 
             
            
                | R3 | 
                0.9310 | 
                0.9160 | 
                0.8847 | 
                 | 
             
            
                | R2 | 
                0.9085 | 
                0.9085 | 
                0.8826 | 
                 | 
             
            
                | R1 | 
                0.8935 | 
                0.8935 | 
                0.8806 | 
                0.8898 | 
             
            
                | PP | 
                0.8860 | 
                0.8860 | 
                0.8860 | 
                0.8841 | 
             
            
                | S1 | 
                0.8710 | 
                0.8710 | 
                0.8764 | 
                0.8673 | 
             
            
                | S2 | 
                0.8635 | 
                0.8635 | 
                0.8744 | 
                 | 
             
            
                | S3 | 
                0.8410 | 
                0.8485 | 
                0.8723 | 
                 | 
             
            
                | S4 | 
                0.8185 | 
                0.8260 | 
                0.8661 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.9010 | 
                0.8785 | 
                0.0225 | 
                2.6% | 
                0.0073 | 
                0.8% | 
                0% | 
                False | 
                True | 
                153,183 | 
                 
                
                | 10 | 
                0.9010 | 
                0.8710 | 
                0.0300 | 
                3.4% | 
                0.0090 | 
                1.0% | 
                25% | 
                False | 
                False | 
                166,079 | 
                 
                
                | 20 | 
                0.9017 | 
                0.8210 | 
                0.0808 | 
                9.2% | 
                0.0120 | 
                1.4% | 
                71% | 
                False | 
                False | 
                208,803 | 
                 
                
                | 40 | 
                0.9017 | 
                0.8210 | 
                0.0808 | 
                9.2% | 
                0.0099 | 
                1.1% | 
                71% | 
                False | 
                False | 
                189,632 | 
                 
                
                | 60 | 
                0.9017 | 
                0.8058 | 
                0.0960 | 
                10.9% | 
                0.0088 | 
                1.0% | 
                76% | 
                False | 
                False | 
                153,315 | 
                 
                
                | 80 | 
                0.9017 | 
                0.8058 | 
                0.0960 | 
                10.9% | 
                0.0076 | 
                0.9% | 
                76% | 
                False | 
                False | 
                115,161 | 
                 
                
                | 100 | 
                0.9017 | 
                0.8058 | 
                0.0960 | 
                10.9% | 
                0.0071 | 
                0.8% | 
                76% | 
                False | 
                False | 
                92,212 | 
                 
                
                | 120 | 
                0.9017 | 
                0.8058 | 
                0.0960 | 
                10.9% | 
                0.0071 | 
                0.8% | 
                76% | 
                False | 
                False | 
                76,859 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8785 | 
         
        
            | 
2.618             | 
            0.8785 | 
         
        
            | 
1.618             | 
            0.8785 | 
         
        
            | 
1.000             | 
            0.8785 | 
         
        
            | 
0.618             | 
            0.8785 | 
         
        
            | 
HIGH             | 
            0.8785 | 
         
        
            | 
0.618             | 
            0.8785 | 
         
        
            | 
0.500             | 
            0.8785 | 
         
        
            | 
0.382             | 
            0.8785 | 
         
        
            | 
LOW             | 
            0.8785 | 
         
        
            | 
0.618             | 
            0.8785 | 
         
        
            | 
1.000             | 
            0.8785 | 
         
        
            | 
1.618             | 
            0.8785 | 
         
        
            | 
2.618             | 
            0.8785 | 
         
        
            | 
4.250             | 
            0.8785 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 26-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8785 | 
                                0.8898 | 
                             
                            
                                | PP | 
                                0.8785 | 
                                0.8860 | 
                             
                            
                                | S1 | 
                                0.8785 | 
                                0.8823 | 
                             
             
         |