CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 22-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2016 |
22-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8583 |
0.8535 |
-0.0049 |
-0.6% |
0.8585 |
| High |
0.8583 |
0.8535 |
-0.0049 |
-0.6% |
0.8624 |
| Low |
0.8570 |
0.8478 |
-0.0092 |
-1.1% |
0.8478 |
| Close |
0.8570 |
0.8478 |
-0.0092 |
-1.1% |
0.8478 |
| Range |
0.0014 |
0.0057 |
0.0043 |
318.5% |
0.0146 |
| ATR |
0.0047 |
0.0050 |
0.0003 |
6.9% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
7 |
|
| Daily Pivots for day following 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8666 |
0.8629 |
0.8509 |
|
| R3 |
0.8610 |
0.8572 |
0.8494 |
|
| R2 |
0.8553 |
0.8553 |
0.8488 |
|
| R1 |
0.8516 |
0.8516 |
0.8483 |
0.8506 |
| PP |
0.8497 |
0.8497 |
0.8497 |
0.8492 |
| S1 |
0.8459 |
0.8459 |
0.8473 |
0.8450 |
| S2 |
0.8440 |
0.8440 |
0.8468 |
|
| S3 |
0.8384 |
0.8403 |
0.8462 |
|
| S4 |
0.8327 |
0.8346 |
0.8447 |
|
|
| Weekly Pivots for week ending 22-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8963 |
0.8866 |
0.8558 |
|
| R3 |
0.8818 |
0.8721 |
0.8518 |
|
| R2 |
0.8672 |
0.8672 |
0.8505 |
|
| R1 |
0.8575 |
0.8575 |
0.8491 |
0.8551 |
| PP |
0.8527 |
0.8527 |
0.8527 |
0.8514 |
| S1 |
0.8430 |
0.8430 |
0.8465 |
0.8405 |
| S2 |
0.8381 |
0.8381 |
0.8451 |
|
| S3 |
0.8236 |
0.8284 |
0.8438 |
|
| S4 |
0.8090 |
0.8139 |
0.8398 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8775 |
|
2.618 |
0.8682 |
|
1.618 |
0.8626 |
|
1.000 |
0.8591 |
|
0.618 |
0.8569 |
|
HIGH |
0.8535 |
|
0.618 |
0.8513 |
|
0.500 |
0.8506 |
|
0.382 |
0.8500 |
|
LOW |
0.8478 |
|
0.618 |
0.8443 |
|
1.000 |
0.8422 |
|
1.618 |
0.8387 |
|
2.618 |
0.8330 |
|
4.250 |
0.8238 |
|
|
| Fisher Pivots for day following 22-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8506 |
0.8551 |
| PP |
0.8497 |
0.8527 |
| S1 |
0.8487 |
0.8502 |
|