CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 21-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.8204 |
0.8283 |
0.0080 |
1.0% |
0.8324 |
High |
0.8299 |
0.8303 |
0.0004 |
0.0% |
0.8348 |
Low |
0.8149 |
0.8273 |
0.0124 |
1.5% |
0.8149 |
Close |
0.8290 |
0.8303 |
0.0013 |
0.2% |
0.8290 |
Range |
0.0150 |
0.0030 |
-0.0121 |
-80.3% |
0.0199 |
ATR |
0.0056 |
0.0054 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
697 |
18 |
-679 |
-97.4% |
1,020 |
|
Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8381 |
0.8371 |
0.8319 |
|
R3 |
0.8352 |
0.8342 |
0.8311 |
|
R2 |
0.8322 |
0.8322 |
0.8308 |
|
R1 |
0.8312 |
0.8312 |
0.8305 |
0.8317 |
PP |
0.8293 |
0.8293 |
0.8293 |
0.8295 |
S1 |
0.8283 |
0.8283 |
0.8300 |
0.8288 |
S2 |
0.8263 |
0.8263 |
0.8297 |
|
S3 |
0.8234 |
0.8253 |
0.8294 |
|
S4 |
0.8204 |
0.8224 |
0.8286 |
|
|
Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8858 |
0.8772 |
0.8399 |
|
R3 |
0.8659 |
0.8574 |
0.8344 |
|
R2 |
0.8461 |
0.8461 |
0.8326 |
|
R1 |
0.8375 |
0.8375 |
0.8308 |
0.8319 |
PP |
0.8262 |
0.8262 |
0.8262 |
0.8234 |
S1 |
0.8177 |
0.8177 |
0.8271 |
0.8120 |
S2 |
0.8064 |
0.8064 |
0.8253 |
|
S3 |
0.7865 |
0.7978 |
0.8235 |
|
S4 |
0.7667 |
0.7780 |
0.8180 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8428 |
2.618 |
0.8380 |
1.618 |
0.8350 |
1.000 |
0.8332 |
0.618 |
0.8321 |
HIGH |
0.8303 |
0.618 |
0.8291 |
0.500 |
0.8288 |
0.382 |
0.8284 |
LOW |
0.8273 |
0.618 |
0.8255 |
1.000 |
0.8244 |
1.618 |
0.8225 |
2.618 |
0.8196 |
4.250 |
0.8148 |
|
|
Fisher Pivots for day following 21-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8298 |
0.8277 |
PP |
0.8293 |
0.8251 |
S1 |
0.8288 |
0.8226 |
|