CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 05-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2016 |
05-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8478 |
0.8460 |
-0.0019 |
-0.2% |
0.8378 |
High |
0.8478 |
0.8472 |
-0.0007 |
-0.1% |
0.8390 |
Low |
0.8450 |
0.8460 |
0.0010 |
0.1% |
0.8365 |
Close |
0.8450 |
0.8472 |
0.0022 |
0.3% |
0.8390 |
Range |
0.0028 |
0.0012 |
-0.0016 |
-57.1% |
0.0025 |
ATR |
0.0035 |
0.0034 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
1 |
8 |
7 |
700.0% |
6 |
|
Daily Pivots for day following 05-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8504 |
0.8500 |
0.8478 |
|
R3 |
0.8492 |
0.8488 |
0.8475 |
|
R2 |
0.8480 |
0.8480 |
0.8474 |
|
R1 |
0.8476 |
0.8476 |
0.8473 |
0.8478 |
PP |
0.8468 |
0.8468 |
0.8468 |
0.8469 |
S1 |
0.8464 |
0.8464 |
0.8470 |
0.8466 |
S2 |
0.8456 |
0.8456 |
0.8469 |
|
S3 |
0.8444 |
0.8452 |
0.8468 |
|
S4 |
0.8432 |
0.8440 |
0.8465 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8457 |
0.8448 |
0.8404 |
|
R3 |
0.8432 |
0.8423 |
0.8397 |
|
R2 |
0.8407 |
0.8407 |
0.8395 |
|
R1 |
0.8398 |
0.8398 |
0.8392 |
0.8403 |
PP |
0.8382 |
0.8382 |
0.8382 |
0.8384 |
S1 |
0.8373 |
0.8373 |
0.8388 |
0.8378 |
S2 |
0.8357 |
0.8357 |
0.8385 |
|
S3 |
0.8332 |
0.8348 |
0.8383 |
|
S4 |
0.8307 |
0.8323 |
0.8376 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8523 |
2.618 |
0.8503 |
1.618 |
0.8491 |
1.000 |
0.8484 |
0.618 |
0.8479 |
HIGH |
0.8472 |
0.618 |
0.8467 |
0.500 |
0.8466 |
0.382 |
0.8464 |
LOW |
0.8460 |
0.618 |
0.8452 |
1.000 |
0.8448 |
1.618 |
0.8440 |
2.618 |
0.8428 |
4.250 |
0.8409 |
|
|
Fisher Pivots for day following 05-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8470 |
0.8458 |
PP |
0.8468 |
0.8444 |
S1 |
0.8466 |
0.8430 |
|