CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 08-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2016 |
08-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8785 |
0.8823 |
0.0038 |
0.4% |
0.8797 |
| High |
0.8834 |
0.8896 |
0.0063 |
0.7% |
0.8918 |
| Low |
0.8782 |
0.8810 |
0.0029 |
0.3% |
0.8730 |
| Close |
0.8832 |
0.8882 |
0.0050 |
0.6% |
0.8769 |
| Range |
0.0052 |
0.0086 |
0.0034 |
65.4% |
0.0189 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
114,852 |
154,879 |
40,027 |
34.9% |
680,879 |
|
| Daily Pivots for day following 08-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9121 |
0.9087 |
0.8929 |
|
| R3 |
0.9035 |
0.9001 |
0.8905 |
|
| R2 |
0.8949 |
0.8949 |
0.8897 |
|
| R1 |
0.8915 |
0.8915 |
0.8889 |
0.8932 |
| PP |
0.8863 |
0.8863 |
0.8863 |
0.8871 |
| S1 |
0.8829 |
0.8829 |
0.8874 |
0.8846 |
| S2 |
0.8777 |
0.8777 |
0.8866 |
|
| S3 |
0.8691 |
0.8743 |
0.8858 |
|
| S4 |
0.8605 |
0.8657 |
0.8834 |
|
|
| Weekly Pivots for week ending 04-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9371 |
0.9259 |
0.8873 |
|
| R3 |
0.9183 |
0.9070 |
0.8821 |
|
| R2 |
0.8994 |
0.8994 |
0.8804 |
|
| R1 |
0.8882 |
0.8882 |
0.8786 |
0.8844 |
| PP |
0.8806 |
0.8806 |
0.8806 |
0.8787 |
| S1 |
0.8693 |
0.8693 |
0.8752 |
0.8655 |
| S2 |
0.8617 |
0.8617 |
0.8734 |
|
| S3 |
0.8429 |
0.8505 |
0.8717 |
|
| S4 |
0.8240 |
0.8316 |
0.8665 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8896 |
0.8730 |
0.0167 |
1.9% |
0.0082 |
0.9% |
91% |
True |
False |
135,076 |
| 10 |
0.9010 |
0.8730 |
0.0281 |
3.2% |
0.0085 |
1.0% |
54% |
False |
False |
142,105 |
| 20 |
0.9017 |
0.8648 |
0.0369 |
4.2% |
0.0102 |
1.2% |
63% |
False |
False |
176,737 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.1% |
0.0103 |
1.2% |
83% |
False |
False |
185,211 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0092 |
1.0% |
86% |
False |
False |
164,840 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0081 |
0.9% |
86% |
False |
False |
126,999 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0076 |
0.9% |
86% |
False |
False |
101,713 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.8% |
0.0072 |
0.8% |
86% |
False |
False |
84,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9262 |
|
2.618 |
0.9121 |
|
1.618 |
0.9035 |
|
1.000 |
0.8982 |
|
0.618 |
0.8949 |
|
HIGH |
0.8896 |
|
0.618 |
0.8863 |
|
0.500 |
0.8853 |
|
0.382 |
0.8843 |
|
LOW |
0.8810 |
|
0.618 |
0.8757 |
|
1.000 |
0.8724 |
|
1.618 |
0.8671 |
|
2.618 |
0.8585 |
|
4.250 |
0.8445 |
|
|
| Fisher Pivots for day following 08-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8872 |
0.8863 |
| PP |
0.8863 |
0.8844 |
| S1 |
0.8853 |
0.8825 |
|