CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 02-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2016 |
02-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8899 |
0.8771 |
-0.0129 |
-1.4% |
0.8883 |
| High |
0.8918 |
0.8835 |
-0.0084 |
-0.9% |
0.9010 |
| Low |
0.8760 |
0.8730 |
-0.0031 |
-0.3% |
0.8785 |
| Close |
0.8770 |
0.8818 |
0.0048 |
0.5% |
0.8785 |
| Range |
0.0158 |
0.0105 |
-0.0053 |
-33.5% |
0.0225 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
138,341 |
124,903 |
-13,438 |
-9.7% |
765,916 |
|
| Daily Pivots for day following 02-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9109 |
0.9069 |
0.8876 |
|
| R3 |
0.9004 |
0.8964 |
0.8847 |
|
| R2 |
0.8899 |
0.8899 |
0.8837 |
|
| R1 |
0.8859 |
0.8859 |
0.8828 |
0.8879 |
| PP |
0.8794 |
0.8794 |
0.8794 |
0.8804 |
| S1 |
0.8754 |
0.8754 |
0.8808 |
0.8774 |
| S2 |
0.8689 |
0.8689 |
0.8799 |
|
| S3 |
0.8584 |
0.8649 |
0.8789 |
|
| S4 |
0.8479 |
0.8544 |
0.8760 |
|
|
| 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 |
0.8940 |
0.8730 |
0.0210 |
2.4% |
0.0089 |
1.0% |
42% |
False |
True |
140,133 |
| 10 |
0.9010 |
0.8730 |
0.0281 |
3.2% |
0.0090 |
1.0% |
32% |
False |
True |
142,823 |
| 20 |
0.9017 |
0.8337 |
0.0681 |
7.7% |
0.0117 |
1.3% |
71% |
False |
False |
198,069 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0104 |
1.2% |
75% |
False |
False |
192,086 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0091 |
1.0% |
79% |
False |
False |
159,553 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0079 |
0.9% |
79% |
False |
False |
120,153 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0074 |
0.8% |
79% |
False |
False |
96,209 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0072 |
0.8% |
79% |
False |
False |
80,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9281 |
|
2.618 |
0.9109 |
|
1.618 |
0.9004 |
|
1.000 |
0.8940 |
|
0.618 |
0.8899 |
|
HIGH |
0.8835 |
|
0.618 |
0.8794 |
|
0.500 |
0.8782 |
|
0.382 |
0.8770 |
|
LOW |
0.8730 |
|
0.618 |
0.8665 |
|
1.000 |
0.8625 |
|
1.618 |
0.8560 |
|
2.618 |
0.8455 |
|
4.250 |
0.8283 |
|
|
| Fisher Pivots for day following 02-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8806 |
0.8824 |
| PP |
0.8794 |
0.8822 |
| S1 |
0.8782 |
0.8820 |
|