CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 11-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2016 |
11-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8499 |
0.8600 |
0.0102 |
1.2% |
0.8478 |
| High |
0.8568 |
0.8616 |
0.0049 |
0.6% |
0.8594 |
| Low |
0.8499 |
0.8562 |
0.0064 |
0.7% |
0.8450 |
| Close |
0.8568 |
0.8578 |
0.0011 |
0.1% |
0.8568 |
| Range |
0.0069 |
0.0054 |
-0.0015 |
-21.7% |
0.0144 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
1.8% |
0.0000 |
| Volume |
1 |
12 |
11 |
1,100.0% |
22 |
|
| Daily Pivots for day following 11-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8747 |
0.8717 |
0.8608 |
|
| R3 |
0.8693 |
0.8663 |
0.8593 |
|
| R2 |
0.8639 |
0.8639 |
0.8588 |
|
| R1 |
0.8609 |
0.8609 |
0.8583 |
0.8597 |
| PP |
0.8585 |
0.8585 |
0.8585 |
0.8580 |
| S1 |
0.8555 |
0.8555 |
0.8573 |
0.8543 |
| S2 |
0.8531 |
0.8531 |
0.8568 |
|
| S3 |
0.8477 |
0.8501 |
0.8563 |
|
| S4 |
0.8423 |
0.8447 |
0.8548 |
|
|
| Weekly Pivots for week ending 08-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8969 |
0.8912 |
0.8647 |
|
| R3 |
0.8825 |
0.8768 |
0.8607 |
|
| R2 |
0.8681 |
0.8681 |
0.8594 |
|
| R1 |
0.8624 |
0.8624 |
0.8581 |
0.8653 |
| PP |
0.8537 |
0.8537 |
0.8537 |
0.8551 |
| S1 |
0.8480 |
0.8480 |
0.8554 |
0.8509 |
| S2 |
0.8393 |
0.8393 |
0.8541 |
|
| S3 |
0.8249 |
0.8336 |
0.8528 |
|
| S4 |
0.8105 |
0.8192 |
0.8488 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8846 |
|
2.618 |
0.8757 |
|
1.618 |
0.8703 |
|
1.000 |
0.8670 |
|
0.618 |
0.8649 |
|
HIGH |
0.8616 |
|
0.618 |
0.8595 |
|
0.500 |
0.8589 |
|
0.382 |
0.8583 |
|
LOW |
0.8562 |
|
0.618 |
0.8529 |
|
1.000 |
0.8508 |
|
1.618 |
0.8475 |
|
2.618 |
0.8421 |
|
4.250 |
0.8333 |
|
|
| Fisher Pivots for day following 11-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8589 |
0.8569 |
| PP |
0.8585 |
0.8560 |
| S1 |
0.8582 |
0.8551 |
|