CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 25-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2016 |
25-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8529 |
0.8467 |
-0.0062 |
-0.7% |
0.8581 |
High |
0.8529 |
0.8485 |
-0.0045 |
-0.5% |
0.8644 |
Low |
0.8443 |
0.8443 |
0.0000 |
0.0% |
0.8443 |
Close |
0.8449 |
0.8468 |
0.0020 |
0.2% |
0.8449 |
Range |
0.0086 |
0.0042 |
-0.0045 |
-51.7% |
0.0201 |
ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
309 |
157 |
-152 |
-49.2% |
971 |
|
Daily Pivots for day following 25-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8590 |
0.8570 |
0.8491 |
|
R3 |
0.8548 |
0.8529 |
0.8479 |
|
R2 |
0.8507 |
0.8507 |
0.8476 |
|
R1 |
0.8487 |
0.8487 |
0.8472 |
0.8497 |
PP |
0.8465 |
0.8465 |
0.8465 |
0.8470 |
S1 |
0.8446 |
0.8446 |
0.8464 |
0.8456 |
S2 |
0.8424 |
0.8424 |
0.8460 |
|
S3 |
0.8382 |
0.8404 |
0.8457 |
|
S4 |
0.8341 |
0.8363 |
0.8445 |
|
|
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% |
0.0075 |
0.9% |
12% |
False |
True |
225 |
10 |
0.8644 |
0.8443 |
0.0201 |
2.4% |
0.0071 |
0.8% |
12% |
False |
True |
195 |
20 |
0.8644 |
0.8329 |
0.0315 |
3.7% |
0.0058 |
0.7% |
44% |
False |
False |
162 |
40 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0049 |
0.6% |
66% |
False |
False |
115 |
60 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0043 |
0.5% |
66% |
False |
False |
84 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8661 |
2.618 |
0.8593 |
1.618 |
0.8552 |
1.000 |
0.8526 |
0.618 |
0.8510 |
HIGH |
0.8485 |
0.618 |
0.8469 |
0.500 |
0.8464 |
0.382 |
0.8459 |
LOW |
0.8443 |
0.618 |
0.8417 |
1.000 |
0.8402 |
1.618 |
0.8376 |
2.618 |
0.8334 |
4.250 |
0.8267 |
|
|
Fisher Pivots for day following 25-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8467 |
0.8522 |
PP |
0.8465 |
0.8504 |
S1 |
0.8464 |
0.8486 |
|