CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 12-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2016 |
12-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8600 |
0.8561 |
-0.0039 |
-0.5% |
0.8478 |
High |
0.8616 |
0.8570 |
-0.0047 |
-0.5% |
0.8594 |
Low |
0.8562 |
0.8561 |
-0.0002 |
0.0% |
0.8450 |
Close |
0.8578 |
0.8570 |
-0.0009 |
-0.1% |
0.8568 |
Range |
0.0054 |
0.0009 |
-0.0045 |
-83.3% |
0.0144 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.3% |
0.0000 |
Volume |
12 |
7 |
-5 |
-41.7% |
22 |
|
Daily Pivots for day following 12-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8594 |
0.8591 |
0.8574 |
|
R3 |
0.8585 |
0.8582 |
0.8572 |
|
R2 |
0.8576 |
0.8576 |
0.8571 |
|
R1 |
0.8573 |
0.8573 |
0.8570 |
0.8574 |
PP |
0.8567 |
0.8567 |
0.8567 |
0.8567 |
S1 |
0.8564 |
0.8564 |
0.8569 |
0.8565 |
S2 |
0.8558 |
0.8558 |
0.8568 |
|
S3 |
0.8549 |
0.8555 |
0.8567 |
|
S4 |
0.8540 |
0.8546 |
0.8565 |
|
|
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 |
0.8608 |
2.618 |
0.8593 |
1.618 |
0.8584 |
1.000 |
0.8579 |
0.618 |
0.8575 |
HIGH |
0.8570 |
0.618 |
0.8566 |
0.500 |
0.8565 |
0.382 |
0.8564 |
LOW |
0.8561 |
0.618 |
0.8555 |
1.000 |
0.8552 |
1.618 |
0.8546 |
2.618 |
0.8537 |
4.250 |
0.8522 |
|
|
Fisher Pivots for day following 12-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8568 |
0.8565 |
PP |
0.8567 |
0.8561 |
S1 |
0.8565 |
0.8557 |
|