CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 04-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8375 |
0.8507 |
0.0132 |
1.6% |
0.8467 |
| High |
0.8571 |
0.8608 |
0.0037 |
0.4% |
0.8518 |
| Low |
0.8366 |
0.8486 |
0.0120 |
1.4% |
0.8250 |
| Close |
0.8527 |
0.8597 |
0.0071 |
0.8% |
0.8287 |
| Range |
0.0205 |
0.0122 |
-0.0083 |
-40.5% |
0.0268 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.5% |
0.0000 |
| Volume |
657 |
212 |
-445 |
-67.7% |
1,176 |
|
| Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8930 |
0.8885 |
0.8664 |
|
| R3 |
0.8808 |
0.8763 |
0.8631 |
|
| R2 |
0.8686 |
0.8686 |
0.8619 |
|
| R1 |
0.8641 |
0.8641 |
0.8608 |
0.8664 |
| PP |
0.8564 |
0.8564 |
0.8564 |
0.8575 |
| S1 |
0.8519 |
0.8519 |
0.8586 |
0.8542 |
| S2 |
0.8442 |
0.8442 |
0.8575 |
|
| S3 |
0.8320 |
0.8397 |
0.8563 |
|
| S4 |
0.8198 |
0.8275 |
0.8530 |
|
|
| 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 |
0.8608 |
0.8250 |
0.0358 |
4.2% |
0.0136 |
1.6% |
97% |
True |
False |
408 |
| 10 |
0.8608 |
0.8250 |
0.0358 |
4.2% |
0.0094 |
1.1% |
97% |
True |
False |
275 |
| 20 |
0.8644 |
0.8250 |
0.0394 |
4.6% |
0.0085 |
1.0% |
88% |
False |
False |
247 |
| 40 |
0.8644 |
0.8149 |
0.0495 |
5.8% |
0.0065 |
0.8% |
91% |
False |
False |
169 |
| 60 |
0.8644 |
0.8126 |
0.0518 |
6.0% |
0.0050 |
0.6% |
91% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9127 |
|
2.618 |
0.8927 |
|
1.618 |
0.8805 |
|
1.000 |
0.8730 |
|
0.618 |
0.8683 |
|
HIGH |
0.8608 |
|
0.618 |
0.8561 |
|
0.500 |
0.8547 |
|
0.382 |
0.8533 |
|
LOW |
0.8486 |
|
0.618 |
0.8411 |
|
1.000 |
0.8364 |
|
1.618 |
0.8289 |
|
2.618 |
0.8167 |
|
4.250 |
0.7968 |
|
|
| Fisher Pivots for day following 04-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8580 |
0.8549 |
| PP |
0.8564 |
0.8501 |
| S1 |
0.8547 |
0.8452 |
|