CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8517 |
0.8585 |
0.0069 |
0.8% |
0.8600 |
High |
0.8608 |
0.8585 |
-0.0023 |
-0.3% |
0.8616 |
Low |
0.8513 |
0.8535 |
0.0022 |
0.3% |
0.8513 |
Close |
0.8608 |
0.8577 |
-0.0031 |
-0.4% |
0.8608 |
Range |
0.0095 |
0.0050 |
-0.0044 |
-47.1% |
0.0103 |
ATR |
0.0044 |
0.0046 |
0.0002 |
4.6% |
0.0000 |
Volume |
5 |
4 |
-1 |
-20.0% |
25 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8716 |
0.8696 |
0.8605 |
|
R3 |
0.8666 |
0.8646 |
0.8591 |
|
R2 |
0.8616 |
0.8616 |
0.8586 |
|
R1 |
0.8596 |
0.8596 |
0.8582 |
0.8581 |
PP |
0.8566 |
0.8566 |
0.8566 |
0.8558 |
S1 |
0.8546 |
0.8546 |
0.8572 |
0.8531 |
S2 |
0.8516 |
0.8516 |
0.8568 |
|
S3 |
0.8466 |
0.8496 |
0.8563 |
|
S4 |
0.8416 |
0.8446 |
0.8549 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8888 |
0.8851 |
0.8664 |
|
R3 |
0.8785 |
0.8748 |
0.8636 |
|
R2 |
0.8682 |
0.8682 |
0.8626 |
|
R1 |
0.8645 |
0.8645 |
0.8617 |
0.8663 |
PP |
0.8579 |
0.8579 |
0.8579 |
0.8588 |
S1 |
0.8542 |
0.8542 |
0.8598 |
0.8560 |
S2 |
0.8476 |
0.8476 |
0.8589 |
|
S3 |
0.8373 |
0.8439 |
0.8579 |
|
S4 |
0.8270 |
0.8336 |
0.8551 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8798 |
2.618 |
0.8716 |
1.618 |
0.8666 |
1.000 |
0.8635 |
0.618 |
0.8616 |
HIGH |
0.8585 |
0.618 |
0.8566 |
0.500 |
0.8560 |
0.382 |
0.8554 |
LOW |
0.8535 |
0.618 |
0.8504 |
1.000 |
0.8485 |
1.618 |
0.8454 |
2.618 |
0.8404 |
4.250 |
0.8322 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8571 |
0.8571 |
PP |
0.8566 |
0.8566 |
S1 |
0.8560 |
0.8560 |
|