CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 28-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2016 |
28-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8479 |
0.8439 |
-0.0040 |
-0.5% |
0.8581 |
High |
0.8488 |
0.8458 |
-0.0030 |
-0.4% |
0.8644 |
Low |
0.8434 |
0.8431 |
-0.0004 |
0.0% |
0.8443 |
Close |
0.8454 |
0.8446 |
-0.0008 |
-0.1% |
0.8449 |
Range |
0.0054 |
0.0027 |
-0.0027 |
-49.5% |
0.0201 |
ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
46 |
145 |
99 |
215.2% |
971 |
|
Daily Pivots for day following 28-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8526 |
0.8513 |
0.8460 |
|
R3 |
0.8499 |
0.8486 |
0.8453 |
|
R2 |
0.8472 |
0.8472 |
0.8450 |
|
R1 |
0.8459 |
0.8459 |
0.8448 |
0.8465 |
PP |
0.8445 |
0.8445 |
0.8445 |
0.8448 |
S1 |
0.8432 |
0.8432 |
0.8443 |
0.8438 |
S2 |
0.8418 |
0.8418 |
0.8441 |
|
S3 |
0.8391 |
0.8405 |
0.8438 |
|
S4 |
0.8364 |
0.8378 |
0.8431 |
|
|
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 |
0.8529 |
0.8431 |
0.0099 |
1.2% |
0.0053 |
0.6% |
15% |
False |
True |
142 |
10 |
0.8644 |
0.8431 |
0.0213 |
2.5% |
0.0068 |
0.8% |
7% |
False |
True |
158 |
20 |
0.8644 |
0.8329 |
0.0315 |
3.7% |
0.0063 |
0.7% |
37% |
False |
False |
169 |
40 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0053 |
0.6% |
62% |
False |
False |
121 |
60 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0043 |
0.5% |
62% |
False |
False |
88 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8572 |
2.618 |
0.8528 |
1.618 |
0.8501 |
1.000 |
0.8485 |
0.618 |
0.8474 |
HIGH |
0.8458 |
0.618 |
0.8447 |
0.500 |
0.8444 |
0.382 |
0.8441 |
LOW |
0.8431 |
0.618 |
0.8414 |
1.000 |
0.8404 |
1.618 |
0.8387 |
2.618 |
0.8360 |
4.250 |
0.8316 |
|
|
Fisher Pivots for day following 28-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8445 |
0.8474 |
PP |
0.8445 |
0.8465 |
S1 |
0.8444 |
0.8455 |
|