CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 14-Mar-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2016 |
14-Mar-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8838 |
0.8774 |
-0.0064 |
-0.7% |
0.8785 |
| High |
0.8869 |
0.8810 |
-0.0059 |
-0.7% |
0.8912 |
| Low |
0.8779 |
0.8774 |
-0.0005 |
-0.1% |
0.8738 |
| Close |
0.8794 |
0.8795 |
0.0002 |
0.0% |
0.8794 |
| Range |
0.0090 |
0.0036 |
-0.0055 |
-60.6% |
0.0174 |
| ATR |
0.0103 |
0.0099 |
-0.0005 |
-4.7% |
0.0000 |
| Volume |
44,981 |
2,798 |
-42,183 |
-93.8% |
733,287 |
|
| Daily Pivots for day following 14-Mar-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8899 |
0.8883 |
0.8815 |
|
| R3 |
0.8864 |
0.8847 |
0.8805 |
|
| R2 |
0.8828 |
0.8828 |
0.8802 |
|
| R1 |
0.8812 |
0.8812 |
0.8798 |
0.8820 |
| PP |
0.8793 |
0.8793 |
0.8793 |
0.8797 |
| S1 |
0.8776 |
0.8776 |
0.8792 |
0.8785 |
| S2 |
0.8757 |
0.8757 |
0.8788 |
|
| S3 |
0.8722 |
0.8741 |
0.8785 |
|
| S4 |
0.8686 |
0.8705 |
0.8775 |
|
|
| 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% |
0.0090 |
1.0% |
33% |
False |
False |
124,246 |
| 10 |
0.8918 |
0.8730 |
0.0189 |
2.1% |
0.0093 |
1.1% |
35% |
False |
False |
128,007 |
| 20 |
0.9010 |
0.8710 |
0.0300 |
3.4% |
0.0089 |
1.0% |
28% |
False |
False |
142,365 |
| 40 |
0.9017 |
0.8210 |
0.0808 |
9.2% |
0.0105 |
1.2% |
73% |
False |
False |
180,682 |
| 60 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0092 |
1.1% |
77% |
False |
False |
163,808 |
| 80 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0083 |
0.9% |
77% |
False |
False |
132,803 |
| 100 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0077 |
0.9% |
77% |
False |
False |
106,370 |
| 120 |
0.9017 |
0.8058 |
0.0960 |
10.9% |
0.0073 |
0.8% |
77% |
False |
False |
88,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8960 |
|
2.618 |
0.8902 |
|
1.618 |
0.8867 |
|
1.000 |
0.8845 |
|
0.618 |
0.8831 |
|
HIGH |
0.8810 |
|
0.618 |
0.8796 |
|
0.500 |
0.8792 |
|
0.382 |
0.8788 |
|
LOW |
0.8774 |
|
0.618 |
0.8752 |
|
1.000 |
0.8739 |
|
1.618 |
0.8717 |
|
2.618 |
0.8681 |
|
4.250 |
0.8623 |
|
|
| Fisher Pivots for day following 14-Mar-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8794 |
0.8810 |
| PP |
0.8793 |
0.8805 |
| S1 |
0.8792 |
0.8800 |
|