CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 03-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8360 |
0.8420 |
0.0060 |
0.7% |
0.8498 |
High |
0.8400 |
0.8557 |
0.0157 |
1.9% |
0.8500 |
Low |
0.8360 |
0.8409 |
0.0049 |
0.6% |
0.8300 |
Close |
0.8385 |
0.8557 |
0.0172 |
2.1% |
0.8316 |
Range |
0.0040 |
0.0148 |
0.0108 |
270.0% |
0.0200 |
ATR |
0.0049 |
0.0058 |
0.0009 |
17.9% |
0.0000 |
Volume |
3 |
14 |
11 |
366.7% |
37 |
|
Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8951 |
0.8902 |
0.8638 |
|
R3 |
0.8803 |
0.8754 |
0.8597 |
|
R2 |
0.8655 |
0.8655 |
0.8584 |
|
R1 |
0.8606 |
0.8606 |
0.8570 |
0.8631 |
PP |
0.8507 |
0.8507 |
0.8507 |
0.8520 |
S1 |
0.8458 |
0.8458 |
0.8543 |
0.8483 |
S2 |
0.8359 |
0.8359 |
0.8529 |
|
S3 |
0.8211 |
0.8310 |
0.8516 |
|
S4 |
0.8063 |
0.8162 |
0.8475 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8970 |
0.8843 |
0.8426 |
|
R3 |
0.8771 |
0.8643 |
0.8371 |
|
R2 |
0.8571 |
0.8571 |
0.8353 |
|
R1 |
0.8444 |
0.8444 |
0.8334 |
0.8408 |
PP |
0.8372 |
0.8372 |
0.8372 |
0.8354 |
S1 |
0.8244 |
0.8244 |
0.8298 |
0.8208 |
S2 |
0.8172 |
0.8172 |
0.8279 |
|
S3 |
0.7973 |
0.8045 |
0.8261 |
|
S4 |
0.7773 |
0.7845 |
0.8206 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9186 |
2.618 |
0.8944 |
1.618 |
0.8796 |
1.000 |
0.8705 |
0.618 |
0.8648 |
HIGH |
0.8557 |
0.618 |
0.8500 |
0.500 |
0.8483 |
0.382 |
0.8465 |
LOW |
0.8409 |
0.618 |
0.8317 |
1.000 |
0.8261 |
1.618 |
0.8169 |
2.618 |
0.8021 |
4.250 |
0.7780 |
|
|
Fisher Pivots for day following 03-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8532 |
0.8516 |
PP |
0.8507 |
0.8475 |
S1 |
0.8483 |
0.8434 |
|