CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 26-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2016 |
26-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8467 |
0.8485 |
0.0018 |
0.2% |
0.8581 |
High |
0.8485 |
0.8518 |
0.0033 |
0.4% |
0.8644 |
Low |
0.8443 |
0.8462 |
0.0019 |
0.2% |
0.8443 |
Close |
0.8468 |
0.8470 |
0.0002 |
0.0% |
0.8449 |
Range |
0.0042 |
0.0056 |
0.0014 |
33.7% |
0.0201 |
ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
157 |
54 |
-103 |
-65.6% |
971 |
|
Daily Pivots for day following 26-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8650 |
0.8615 |
0.8500 |
|
R3 |
0.8594 |
0.8560 |
0.8485 |
|
R2 |
0.8539 |
0.8539 |
0.8480 |
|
R1 |
0.8504 |
0.8504 |
0.8475 |
0.8494 |
PP |
0.8483 |
0.8483 |
0.8483 |
0.8478 |
S1 |
0.8449 |
0.8449 |
0.8464 |
0.8438 |
S2 |
0.8428 |
0.8428 |
0.8459 |
|
S3 |
0.8372 |
0.8393 |
0.8454 |
|
S4 |
0.8317 |
0.8338 |
0.8439 |
|
|
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% |
0.0071 |
0.8% |
13% |
False |
False |
205 |
10 |
0.8644 |
0.8443 |
0.0201 |
2.4% |
0.0069 |
0.8% |
13% |
False |
False |
182 |
20 |
0.8644 |
0.8329 |
0.0315 |
3.7% |
0.0060 |
0.7% |
45% |
False |
False |
162 |
40 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0051 |
0.6% |
66% |
False |
False |
116 |
60 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0043 |
0.5% |
66% |
False |
False |
85 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8753 |
2.618 |
0.8663 |
1.618 |
0.8607 |
1.000 |
0.8573 |
0.618 |
0.8552 |
HIGH |
0.8518 |
0.618 |
0.8496 |
0.500 |
0.8490 |
0.382 |
0.8483 |
LOW |
0.8462 |
0.618 |
0.8428 |
1.000 |
0.8407 |
1.618 |
0.8372 |
2.618 |
0.8317 |
4.250 |
0.8226 |
|
|
Fisher Pivots for day following 26-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8490 |
0.8486 |
PP |
0.8483 |
0.8481 |
S1 |
0.8476 |
0.8475 |
|