CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 21-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2016 |
21-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8559 |
0.8570 |
0.0011 |
0.1% |
0.8588 |
High |
0.8644 |
0.8600 |
-0.0044 |
-0.5% |
0.8606 |
Low |
0.8552 |
0.8520 |
-0.0032 |
-0.4% |
0.8483 |
Close |
0.8593 |
0.8540 |
-0.0053 |
-0.6% |
0.8578 |
Range |
0.0092 |
0.0080 |
-0.0012 |
-12.6% |
0.0123 |
ATR |
0.0062 |
0.0063 |
0.0001 |
2.1% |
0.0000 |
Volume |
326 |
179 |
-147 |
-45.1% |
826 |
|
Daily Pivots for day following 21-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8793 |
0.8747 |
0.8584 |
|
R3 |
0.8713 |
0.8667 |
0.8562 |
|
R2 |
0.8633 |
0.8633 |
0.8555 |
|
R1 |
0.8587 |
0.8587 |
0.8547 |
0.8570 |
PP |
0.8553 |
0.8553 |
0.8553 |
0.8545 |
S1 |
0.8507 |
0.8507 |
0.8533 |
0.8490 |
S2 |
0.8473 |
0.8473 |
0.8525 |
|
S3 |
0.8393 |
0.8427 |
0.8518 |
|
S4 |
0.8313 |
0.8347 |
0.8496 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8924 |
0.8874 |
0.8645 |
|
R3 |
0.8801 |
0.8751 |
0.8611 |
|
R2 |
0.8678 |
0.8678 |
0.8600 |
|
R1 |
0.8628 |
0.8628 |
0.8589 |
0.8592 |
PP |
0.8555 |
0.8555 |
0.8555 |
0.8537 |
S1 |
0.8505 |
0.8505 |
0.8566 |
0.8469 |
S2 |
0.8432 |
0.8432 |
0.8555 |
|
S3 |
0.8309 |
0.8382 |
0.8544 |
|
S4 |
0.8186 |
0.8259 |
0.8510 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8644 |
0.8492 |
0.0152 |
1.8% |
0.0084 |
1.0% |
32% |
False |
False |
174 |
10 |
0.8644 |
0.8454 |
0.0190 |
2.2% |
0.0076 |
0.9% |
45% |
False |
False |
219 |
20 |
0.8644 |
0.8285 |
0.0359 |
4.2% |
0.0054 |
0.6% |
71% |
False |
False |
141 |
40 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0047 |
0.5% |
80% |
False |
False |
103 |
60 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0041 |
0.5% |
80% |
False |
False |
76 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8940 |
2.618 |
0.8809 |
1.618 |
0.8729 |
1.000 |
0.8680 |
0.618 |
0.8649 |
HIGH |
0.8600 |
0.618 |
0.8569 |
0.500 |
0.8560 |
0.382 |
0.8551 |
LOW |
0.8520 |
0.618 |
0.8471 |
1.000 |
0.8440 |
1.618 |
0.8391 |
2.618 |
0.8311 |
4.250 |
0.8180 |
|
|
Fisher Pivots for day following 21-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8560 |
0.8575 |
PP |
0.8553 |
0.8563 |
S1 |
0.8547 |
0.8552 |
|