CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 29-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2016 |
29-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8439 |
0.8442 |
0.0004 |
0.0% |
0.8467 |
High |
0.8458 |
0.8484 |
0.0027 |
0.3% |
0.8518 |
Low |
0.8431 |
0.8250 |
-0.0181 |
-2.1% |
0.8250 |
Close |
0.8446 |
0.8287 |
-0.0159 |
-1.9% |
0.8287 |
Range |
0.0027 |
0.0234 |
0.0207 |
766.7% |
0.0268 |
ATR |
0.0060 |
0.0073 |
0.0012 |
20.6% |
0.0000 |
Volume |
145 |
774 |
629 |
433.8% |
1,176 |
|
Daily Pivots for day following 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9042 |
0.8898 |
0.8415 |
|
R3 |
0.8808 |
0.8664 |
0.8351 |
|
R2 |
0.8574 |
0.8574 |
0.8329 |
|
R1 |
0.8430 |
0.8430 |
0.8308 |
0.8385 |
PP |
0.8340 |
0.8340 |
0.8340 |
0.8318 |
S1 |
0.8196 |
0.8196 |
0.8265 |
0.8151 |
S2 |
0.8106 |
0.8106 |
0.8244 |
|
S3 |
0.7872 |
0.7962 |
0.8222 |
|
S4 |
0.7638 |
0.7728 |
0.8158 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9154 |
0.8988 |
0.8434 |
|
R3 |
0.8886 |
0.8720 |
0.8360 |
|
R2 |
0.8619 |
0.8619 |
0.8336 |
|
R1 |
0.8453 |
0.8453 |
0.8311 |
0.8402 |
PP |
0.8351 |
0.8351 |
0.8351 |
0.8326 |
S1 |
0.8185 |
0.8185 |
0.8262 |
0.8135 |
S2 |
0.8084 |
0.8084 |
0.8237 |
|
S3 |
0.7816 |
0.7918 |
0.8213 |
|
S4 |
0.7549 |
0.7650 |
0.8139 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8518 |
0.8250 |
0.0268 |
3.2% |
0.0082 |
1.0% |
14% |
False |
True |
235 |
10 |
0.8644 |
0.8250 |
0.0394 |
4.7% |
0.0086 |
1.0% |
9% |
False |
True |
227 |
20 |
0.8644 |
0.8250 |
0.0394 |
4.7% |
0.0074 |
0.9% |
9% |
False |
True |
200 |
40 |
0.8644 |
0.8126 |
0.0518 |
6.3% |
0.0058 |
0.7% |
31% |
False |
False |
140 |
60 |
0.8644 |
0.8126 |
0.0518 |
6.3% |
0.0046 |
0.6% |
31% |
False |
False |
100 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9479 |
2.618 |
0.9097 |
1.618 |
0.8863 |
1.000 |
0.8718 |
0.618 |
0.8629 |
HIGH |
0.8484 |
0.618 |
0.8395 |
0.500 |
0.8367 |
0.382 |
0.8339 |
LOW |
0.8250 |
0.618 |
0.8105 |
1.000 |
0.8016 |
1.618 |
0.7871 |
2.618 |
0.7637 |
4.250 |
0.7256 |
|
|
Fisher Pivots for day following 29-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8367 |
0.8369 |
PP |
0.8340 |
0.8341 |
S1 |
0.8313 |
0.8314 |
|