CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 06-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2016 |
06-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8460 |
0.8500 |
0.0041 |
0.5% |
0.8378 |
| High |
0.8472 |
0.8515 |
0.0044 |
0.5% |
0.8390 |
| Low |
0.8460 |
0.8500 |
0.0041 |
0.5% |
0.8365 |
| Close |
0.8472 |
0.8515 |
0.0044 |
0.5% |
0.8390 |
| Range |
0.0012 |
0.0015 |
0.0003 |
25.0% |
0.0025 |
| ATR |
0.0034 |
0.0035 |
0.0001 |
2.0% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
6 |
|
| Daily Pivots for day following 06-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8555 |
0.8550 |
0.8523 |
|
| R3 |
0.8540 |
0.8535 |
0.8519 |
|
| R2 |
0.8525 |
0.8525 |
0.8518 |
|
| R1 |
0.8520 |
0.8520 |
0.8516 |
0.8523 |
| PP |
0.8510 |
0.8510 |
0.8510 |
0.8511 |
| S1 |
0.8505 |
0.8505 |
0.8514 |
0.8508 |
| S2 |
0.8495 |
0.8495 |
0.8512 |
|
| S3 |
0.8480 |
0.8490 |
0.8511 |
|
| S4 |
0.8465 |
0.8475 |
0.8507 |
|
|
| 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 |
0.8579 |
|
2.618 |
0.8554 |
|
1.618 |
0.8539 |
|
1.000 |
0.8530 |
|
0.618 |
0.8524 |
|
HIGH |
0.8515 |
|
0.618 |
0.8509 |
|
0.500 |
0.8508 |
|
0.382 |
0.8506 |
|
LOW |
0.8500 |
|
0.618 |
0.8491 |
|
1.000 |
0.8485 |
|
1.618 |
0.8476 |
|
2.618 |
0.8461 |
|
4.250 |
0.8436 |
|
|
| Fisher Pivots for day following 06-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8513 |
0.8504 |
| PP |
0.8510 |
0.8493 |
| S1 |
0.8508 |
0.8483 |
|