CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8340 |
0.8407 |
0.0067 |
0.8% |
0.8351 |
High |
0.8459 |
0.8450 |
-0.0009 |
-0.1% |
0.8361 |
Low |
0.8340 |
0.8390 |
0.0050 |
0.6% |
0.8329 |
Close |
0.8417 |
0.8440 |
0.0023 |
0.3% |
0.8357 |
Range |
0.0119 |
0.0060 |
-0.0059 |
-49.6% |
0.0032 |
ATR |
0.0047 |
0.0048 |
0.0001 |
2.0% |
0.0000 |
Volume |
56 |
42 |
-14 |
-25.0% |
301 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8607 |
0.8583 |
0.8473 |
|
R3 |
0.8547 |
0.8523 |
0.8456 |
|
R2 |
0.8487 |
0.8487 |
0.8451 |
|
R1 |
0.8463 |
0.8463 |
0.8445 |
0.8475 |
PP |
0.8427 |
0.8427 |
0.8427 |
0.8432 |
S1 |
0.8403 |
0.8403 |
0.8434 |
0.8415 |
S2 |
0.8367 |
0.8367 |
0.8429 |
|
S3 |
0.8307 |
0.8343 |
0.8423 |
|
S4 |
0.8247 |
0.8283 |
0.8407 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8445 |
0.8433 |
0.8374 |
|
R3 |
0.8413 |
0.8401 |
0.8365 |
|
R2 |
0.8381 |
0.8381 |
0.8362 |
|
R1 |
0.8369 |
0.8369 |
0.8359 |
0.8375 |
PP |
0.8349 |
0.8349 |
0.8349 |
0.8352 |
S1 |
0.8337 |
0.8337 |
0.8354 |
0.8343 |
S2 |
0.8317 |
0.8317 |
0.8351 |
|
S3 |
0.8285 |
0.8305 |
0.8348 |
|
S4 |
0.8253 |
0.8273 |
0.8339 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8705 |
2.618 |
0.8607 |
1.618 |
0.8547 |
1.000 |
0.8510 |
0.618 |
0.8487 |
HIGH |
0.8450 |
0.618 |
0.8427 |
0.500 |
0.8420 |
0.382 |
0.8413 |
LOW |
0.8390 |
0.618 |
0.8353 |
1.000 |
0.8330 |
1.618 |
0.8293 |
2.618 |
0.8233 |
4.250 |
0.8135 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8433 |
0.8426 |
PP |
0.8427 |
0.8412 |
S1 |
0.8420 |
0.8399 |
|