CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8365 |
0.8381 |
0.0016 |
0.2% |
0.8332 |
| High |
0.8367 |
0.8390 |
0.0023 |
0.3% |
0.8379 |
| Low |
0.8365 |
0.8381 |
0.0016 |
0.2% |
0.8330 |
| Close |
0.8367 |
0.8390 |
0.0023 |
0.3% |
0.8379 |
| Range |
0.0002 |
0.0009 |
0.0007 |
350.0% |
0.0049 |
| ATR |
0.0032 |
0.0031 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
2 |
3 |
1 |
50.0% |
0 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8414 |
0.8411 |
0.8395 |
|
| R3 |
0.8405 |
0.8402 |
0.8392 |
|
| R2 |
0.8396 |
0.8396 |
0.8392 |
|
| R1 |
0.8393 |
0.8393 |
0.8391 |
0.8395 |
| PP |
0.8387 |
0.8387 |
0.8387 |
0.8388 |
| S1 |
0.8384 |
0.8384 |
0.8389 |
0.8386 |
| S2 |
0.8378 |
0.8378 |
0.8388 |
|
| S3 |
0.8369 |
0.8375 |
0.8388 |
|
| S4 |
0.8360 |
0.8366 |
0.8385 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8510 |
0.8493 |
0.8406 |
|
| R3 |
0.8461 |
0.8444 |
0.8392 |
|
| R2 |
0.8412 |
0.8412 |
0.8388 |
|
| R1 |
0.8395 |
0.8395 |
0.8383 |
0.8404 |
| PP |
0.8363 |
0.8363 |
0.8363 |
0.8367 |
| S1 |
0.8346 |
0.8346 |
0.8375 |
0.8355 |
| S2 |
0.8314 |
0.8314 |
0.8370 |
|
| S3 |
0.8265 |
0.8297 |
0.8366 |
|
| S4 |
0.8216 |
0.8248 |
0.8352 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8428 |
|
2.618 |
0.8414 |
|
1.618 |
0.8405 |
|
1.000 |
0.8399 |
|
0.618 |
0.8396 |
|
HIGH |
0.8390 |
|
0.618 |
0.8387 |
|
0.500 |
0.8386 |
|
0.382 |
0.8384 |
|
LOW |
0.8381 |
|
0.618 |
0.8375 |
|
1.000 |
0.8372 |
|
1.618 |
0.8366 |
|
2.618 |
0.8357 |
|
4.250 |
0.8343 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8389 |
0.8386 |
| PP |
0.8387 |
0.8382 |
| S1 |
0.8386 |
0.8378 |
|