CME Japanese Yen Future June 2016
Trading Metrics calculated at close of trading on 01-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2016 |
01-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8442 |
0.8275 |
-0.0167 |
-2.0% |
0.8467 |
High |
0.8484 |
0.8314 |
-0.0170 |
-2.0% |
0.8518 |
Low |
0.8250 |
0.8271 |
0.0021 |
0.3% |
0.8250 |
Close |
0.8287 |
0.8284 |
-0.0003 |
0.0% |
0.8287 |
Range |
0.0234 |
0.0043 |
-0.0191 |
-81.6% |
0.0268 |
ATR |
0.0073 |
0.0071 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
774 |
206 |
-568 |
-73.4% |
1,176 |
|
Daily Pivots for day following 01-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8419 |
0.8394 |
0.8307 |
|
R3 |
0.8376 |
0.8351 |
0.8295 |
|
R2 |
0.8333 |
0.8333 |
0.8291 |
|
R1 |
0.8308 |
0.8308 |
0.8287 |
0.8320 |
PP |
0.8290 |
0.8290 |
0.8290 |
0.8296 |
S1 |
0.8265 |
0.8265 |
0.8280 |
0.8277 |
S2 |
0.8247 |
0.8247 |
0.8276 |
|
S3 |
0.8204 |
0.8222 |
0.8272 |
|
S4 |
0.8161 |
0.8179 |
0.8260 |
|
|
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% |
0.0083 |
1.0% |
13% |
False |
False |
245 |
10 |
0.8644 |
0.8250 |
0.0394 |
4.8% |
0.0079 |
1.0% |
9% |
False |
False |
235 |
20 |
0.8644 |
0.8250 |
0.0394 |
4.8% |
0.0075 |
0.9% |
9% |
False |
False |
206 |
40 |
0.8644 |
0.8126 |
0.0518 |
6.3% |
0.0059 |
0.7% |
31% |
False |
False |
145 |
60 |
0.8644 |
0.8126 |
0.0518 |
6.3% |
0.0046 |
0.6% |
31% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8497 |
2.618 |
0.8427 |
1.618 |
0.8384 |
1.000 |
0.8357 |
0.618 |
0.8341 |
HIGH |
0.8314 |
0.618 |
0.8298 |
0.500 |
0.8293 |
0.382 |
0.8287 |
LOW |
0.8271 |
0.618 |
0.8244 |
1.000 |
0.8228 |
1.618 |
0.8201 |
2.618 |
0.8158 |
4.250 |
0.8088 |
|
|
Fisher Pivots for day following 01-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8293 |
0.8367 |
PP |
0.8290 |
0.8339 |
S1 |
0.8287 |
0.8311 |
|