CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 06-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8407 |
0.8460 |
0.0053 |
0.6% |
0.8351 |
High |
0.8450 |
0.8483 |
0.0033 |
0.4% |
0.8361 |
Low |
0.8390 |
0.8458 |
0.0068 |
0.8% |
0.8329 |
Close |
0.8440 |
0.8483 |
0.0043 |
0.5% |
0.8357 |
Range |
0.0060 |
0.0025 |
-0.0036 |
-59.2% |
0.0032 |
ATR |
0.0048 |
0.0047 |
0.0000 |
-0.7% |
0.0000 |
Volume |
42 |
139 |
97 |
231.0% |
301 |
|
Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8548 |
0.8540 |
0.8496 |
|
R3 |
0.8523 |
0.8515 |
0.8489 |
|
R2 |
0.8499 |
0.8499 |
0.8487 |
|
R1 |
0.8491 |
0.8491 |
0.8485 |
0.8495 |
PP |
0.8474 |
0.8474 |
0.8474 |
0.8476 |
S1 |
0.8466 |
0.8466 |
0.8480 |
0.8470 |
S2 |
0.8450 |
0.8450 |
0.8478 |
|
S3 |
0.8425 |
0.8442 |
0.8476 |
|
S4 |
0.8401 |
0.8417 |
0.8469 |
|
|
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 |
0.8587 |
2.618 |
0.8547 |
1.618 |
0.8522 |
1.000 |
0.8507 |
0.618 |
0.8498 |
HIGH |
0.8483 |
0.618 |
0.8473 |
0.500 |
0.8470 |
0.382 |
0.8467 |
LOW |
0.8458 |
0.618 |
0.8443 |
1.000 |
0.8434 |
1.618 |
0.8418 |
2.618 |
0.8394 |
4.250 |
0.8354 |
|
|
Fisher Pivots for day following 06-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8478 |
0.8459 |
PP |
0.8474 |
0.8435 |
S1 |
0.8470 |
0.8411 |
|