CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 05-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2016 |
05-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8531 |
0.8614 |
0.0083 |
1.0% |
0.8312 |
High |
0.8627 |
0.8650 |
0.0023 |
0.3% |
0.8650 |
Low |
0.8531 |
0.8611 |
0.0080 |
0.9% |
0.8312 |
Close |
0.8627 |
0.8621 |
-0.0006 |
-0.1% |
0.8621 |
Range |
0.0096 |
0.0039 |
-0.0057 |
-59.2% |
0.0338 |
ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
3 |
26 |
23 |
766.7% |
47 |
|
Daily Pivots for day following 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8744 |
0.8722 |
0.8642 |
|
R3 |
0.8705 |
0.8683 |
0.8632 |
|
R2 |
0.8666 |
0.8666 |
0.8628 |
|
R1 |
0.8644 |
0.8644 |
0.8625 |
0.8655 |
PP |
0.8627 |
0.8627 |
0.8627 |
0.8633 |
S1 |
0.8605 |
0.8605 |
0.8617 |
0.8616 |
S2 |
0.8588 |
0.8588 |
0.8614 |
|
S3 |
0.8549 |
0.8566 |
0.8610 |
|
S4 |
0.8510 |
0.8527 |
0.8600 |
|
|
Weekly Pivots for week ending 05-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9542 |
0.9419 |
0.8807 |
|
R3 |
0.9204 |
0.9081 |
0.8714 |
|
R2 |
0.8866 |
0.8866 |
0.8683 |
|
R1 |
0.8743 |
0.8743 |
0.8652 |
0.8804 |
PP |
0.8528 |
0.8528 |
0.8528 |
0.8558 |
S1 |
0.8405 |
0.8405 |
0.8590 |
0.8467 |
S2 |
0.8190 |
0.8190 |
0.8559 |
|
S3 |
0.7852 |
0.8067 |
0.8528 |
|
S4 |
0.7514 |
0.7729 |
0.8435 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8816 |
2.618 |
0.8752 |
1.618 |
0.8713 |
1.000 |
0.8689 |
0.618 |
0.8674 |
HIGH |
0.8650 |
0.618 |
0.8635 |
0.500 |
0.8630 |
0.382 |
0.8626 |
LOW |
0.8611 |
0.618 |
0.8587 |
1.000 |
0.8572 |
1.618 |
0.8548 |
2.618 |
0.8509 |
4.250 |
0.8445 |
|
|
Fisher Pivots for day following 05-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8630 |
0.8590 |
PP |
0.8627 |
0.8560 |
S1 |
0.8624 |
0.8529 |
|