CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 29-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2016 |
29-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8861 |
0.8797 |
-0.0065 |
-0.7% |
0.8883 |
| High |
0.8785 |
0.8880 |
0.0095 |
1.1% |
0.9010 |
| Low |
0.8785 |
0.8785 |
0.0000 |
0.0% |
0.8785 |
| Close |
0.8785 |
0.8867 |
0.0082 |
0.9% |
0.8785 |
| Range |
0.0000 |
0.0095 |
0.0095 |
|
0.0225 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
142,956 |
136,888 |
-6,068 |
-4.2% |
765,916 |
|
| Daily Pivots for day following 29-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9127 |
0.9092 |
0.8919 |
|
| R3 |
0.9033 |
0.8997 |
0.8893 |
|
| R2 |
0.8938 |
0.8938 |
0.8884 |
|
| R1 |
0.8903 |
0.8903 |
0.8876 |
0.8921 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8853 |
| S1 |
0.8808 |
0.8808 |
0.8858 |
0.8826 |
| S2 |
0.8749 |
0.8749 |
0.8850 |
|
| S3 |
0.8655 |
0.8714 |
0.8841 |
|
| S4 |
0.8560 |
0.8619 |
0.8815 |
|
|
| 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 |
2.5% |
0.0077 |
0.9% |
36% |
False |
True |
155,924 |
| 10 |
0.9010 |
0.8710 |
0.0300 |
3.4% |
0.0085 |
1.0% |
52% |
False |
False |
156,722 |
| 20 |
0.9017 |
0.8237 |
0.0781 |
8.8% |
0.0111 |
1.3% |
81% |
False |
False |
199,005 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0101 |
1.1% |
81% |
False |
False |
191,779 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0089 |
1.0% |
84% |
False |
False |
155,497 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0077 |
0.9% |
84% |
False |
False |
116,870 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0072 |
0.8% |
84% |
False |
False |
93,578 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0071 |
0.8% |
84% |
False |
False |
77,999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9127 |
|
1.618 |
0.9032 |
|
1.000 |
0.8974 |
|
0.618 |
0.8938 |
|
HIGH |
0.8880 |
|
0.618 |
0.8843 |
|
0.500 |
0.8832 |
|
0.382 |
0.8821 |
|
LOW |
0.8785 |
|
0.618 |
0.8727 |
|
1.000 |
0.8691 |
|
1.618 |
0.8632 |
|
2.618 |
0.8538 |
|
4.250 |
0.8383 |
|
|
| Fisher Pivots for day following 29-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8855 |
0.8865 |
| PP |
0.8844 |
0.8864 |
| S1 |
0.8832 |
0.8862 |
|