CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 11-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2016 |
11-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8825 |
0.8838 |
0.0014 |
0.2% |
0.8785 |
| High |
0.8882 |
0.8869 |
-0.0013 |
-0.1% |
0.8912 |
| Low |
0.8738 |
0.8779 |
0.0041 |
0.5% |
0.8738 |
| Close |
0.8844 |
0.8794 |
-0.0051 |
-0.6% |
0.8794 |
| Range |
0.0144 |
0.0090 |
-0.0054 |
-37.3% |
0.0174 |
| ATR |
0.0105 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
240,540 |
44,981 |
-195,559 |
-81.3% |
733,287 |
|
| Daily Pivots for day following 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9084 |
0.9029 |
0.8843 |
|
| R3 |
0.8994 |
0.8939 |
0.8818 |
|
| R2 |
0.8904 |
0.8904 |
0.8810 |
|
| R1 |
0.8849 |
0.8849 |
0.8802 |
0.8831 |
| PP |
0.8814 |
0.8814 |
0.8814 |
0.8805 |
| S1 |
0.8759 |
0.8759 |
0.8785 |
0.8741 |
| S2 |
0.8724 |
0.8724 |
0.8777 |
|
| S3 |
0.8634 |
0.8669 |
0.8769 |
|
| S4 |
0.8544 |
0.8579 |
0.8744 |
|
|
| Weekly Pivots for week ending 11-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9335 |
0.9238 |
0.8889 |
|
| R3 |
0.9161 |
0.9064 |
0.8841 |
|
| R2 |
0.8988 |
0.8988 |
0.8825 |
|
| R1 |
0.8891 |
0.8891 |
0.8809 |
0.8939 |
| PP |
0.8814 |
0.8814 |
0.8814 |
0.8839 |
| S1 |
0.8717 |
0.8717 |
0.8778 |
0.8766 |
| S2 |
0.8641 |
0.8641 |
0.8762 |
|
| S3 |
0.8467 |
0.8544 |
0.8746 |
|
| S4 |
0.8294 |
0.8370 |
0.8698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8912 |
0.8738 |
0.0174 |
2.0% |
0.0094 |
1.1% |
32% |
False |
False |
146,657 |
| 10 |
0.8918 |
0.8730 |
0.0189 |
2.1% |
0.0099 |
1.1% |
34% |
False |
False |
141,416 |
| 20 |
0.9010 |
0.8710 |
0.0300 |
3.4% |
0.0095 |
1.1% |
28% |
False |
False |
153,747 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0106 |
1.2% |
72% |
False |
False |
185,211 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0093 |
1.1% |
77% |
False |
False |
165,686 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0083 |
0.9% |
77% |
False |
False |
132,777 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0077 |
0.9% |
77% |
False |
False |
106,343 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0073 |
0.8% |
77% |
False |
False |
88,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9251 |
|
2.618 |
0.9104 |
|
1.618 |
0.9014 |
|
1.000 |
0.8959 |
|
0.618 |
0.8924 |
|
HIGH |
0.8869 |
|
0.618 |
0.8834 |
|
0.500 |
0.8824 |
|
0.382 |
0.8813 |
|
LOW |
0.8779 |
|
0.618 |
0.8723 |
|
1.000 |
0.8689 |
|
1.618 |
0.8633 |
|
2.618 |
0.8543 |
|
4.250 |
0.8396 |
|
|
| Fisher Pivots for day following 11-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8824 |
0.8825 |
| PP |
0.8814 |
0.8814 |
| S1 |
0.8804 |
0.8804 |
|