CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8300 |
0.8335 |
0.0035 |
0.4% |
0.8324 |
| High |
0.8312 |
0.8351 |
0.0039 |
0.5% |
0.8348 |
| Low |
0.8300 |
0.8334 |
0.0034 |
0.4% |
0.8149 |
| Close |
0.8312 |
0.8351 |
0.0039 |
0.5% |
0.8290 |
| Range |
0.0012 |
0.0017 |
0.0005 |
37.5% |
0.0199 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
35 |
45 |
10 |
28.6% |
1,020 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8395 |
0.8389 |
0.8360 |
|
| R3 |
0.8378 |
0.8373 |
0.8355 |
|
| R2 |
0.8362 |
0.8362 |
0.8354 |
|
| R1 |
0.8356 |
0.8356 |
0.8352 |
0.8359 |
| PP |
0.8345 |
0.8345 |
0.8345 |
0.8346 |
| S1 |
0.8340 |
0.8340 |
0.8349 |
0.8342 |
| S2 |
0.8329 |
0.8329 |
0.8347 |
|
| S3 |
0.8312 |
0.8323 |
0.8346 |
|
| S4 |
0.8296 |
0.8307 |
0.8341 |
|
|
| 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 |
0.8421 |
|
2.618 |
0.8394 |
|
1.618 |
0.8377 |
|
1.000 |
0.8367 |
|
0.618 |
0.8361 |
|
HIGH |
0.8351 |
|
0.618 |
0.8344 |
|
0.500 |
0.8342 |
|
0.382 |
0.8340 |
|
LOW |
0.8334 |
|
0.618 |
0.8324 |
|
1.000 |
0.8318 |
|
1.618 |
0.8307 |
|
2.618 |
0.8291 |
|
4.250 |
0.8264 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8348 |
0.8340 |
| PP |
0.8345 |
0.8329 |
| S1 |
0.8342 |
0.8318 |
|