CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 22-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8570 |
0.8529 |
-0.0041 |
-0.5% |
0.8581 |
High |
0.8600 |
0.8529 |
-0.0071 |
-0.8% |
0.8644 |
Low |
0.8520 |
0.8443 |
-0.0077 |
-0.9% |
0.8443 |
Close |
0.8540 |
0.8449 |
-0.0092 |
-1.1% |
0.8449 |
Range |
0.0080 |
0.0086 |
0.0006 |
7.5% |
0.0201 |
ATR |
0.0063 |
0.0066 |
0.0002 |
3.8% |
0.0000 |
Volume |
179 |
309 |
130 |
72.6% |
971 |
|
Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8732 |
0.8676 |
0.8496 |
|
R3 |
0.8646 |
0.8590 |
0.8472 |
|
R2 |
0.8560 |
0.8560 |
0.8464 |
|
R1 |
0.8504 |
0.8504 |
0.8456 |
0.8489 |
PP |
0.8474 |
0.8474 |
0.8474 |
0.8466 |
S1 |
0.8418 |
0.8418 |
0.8441 |
0.8403 |
S2 |
0.8388 |
0.8388 |
0.8433 |
|
S3 |
0.8302 |
0.8332 |
0.8425 |
|
S4 |
0.8216 |
0.8246 |
0.8401 |
|
|
Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9113 |
0.8981 |
0.8559 |
|
R3 |
0.8913 |
0.8781 |
0.8504 |
|
R2 |
0.8712 |
0.8712 |
0.8485 |
|
R1 |
0.8580 |
0.8580 |
0.8467 |
0.8546 |
PP |
0.8512 |
0.8512 |
0.8512 |
0.8495 |
S1 |
0.8380 |
0.8380 |
0.8430 |
0.8346 |
S2 |
0.8311 |
0.8311 |
0.8412 |
|
S3 |
0.8111 |
0.8179 |
0.8393 |
|
S4 |
0.7910 |
0.7979 |
0.8338 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8644 |
0.8443 |
0.0201 |
2.4% |
0.0089 |
1.1% |
3% |
False |
True |
218 |
10 |
0.8644 |
0.8443 |
0.0201 |
2.4% |
0.0077 |
0.9% |
3% |
False |
True |
220 |
20 |
0.8644 |
0.8300 |
0.0344 |
4.1% |
0.0057 |
0.7% |
43% |
False |
False |
156 |
40 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0048 |
0.6% |
62% |
False |
False |
111 |
60 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0042 |
0.5% |
62% |
False |
False |
81 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8895 |
2.618 |
0.8754 |
1.618 |
0.8668 |
1.000 |
0.8615 |
0.618 |
0.8582 |
HIGH |
0.8529 |
0.618 |
0.8496 |
0.500 |
0.8486 |
0.382 |
0.8476 |
LOW |
0.8443 |
0.618 |
0.8390 |
1.000 |
0.8357 |
1.618 |
0.8304 |
2.618 |
0.8218 |
4.250 |
0.8078 |
|
|
Fisher Pivots for day following 22-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8486 |
0.8543 |
PP |
0.8474 |
0.8512 |
S1 |
0.8461 |
0.8480 |
|