CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 08-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2016 |
08-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8614 |
0.8686 |
0.0073 |
0.8% |
0.8312 |
| High |
0.8650 |
0.8737 |
0.0087 |
1.0% |
0.8650 |
| Low |
0.8611 |
0.8686 |
0.0075 |
0.9% |
0.8312 |
| Close |
0.8621 |
0.8737 |
0.0116 |
1.3% |
0.8621 |
| Range |
0.0039 |
0.0051 |
0.0012 |
30.8% |
0.0338 |
| ATR |
0.0059 |
0.0063 |
0.0004 |
6.9% |
0.0000 |
| Volume |
26 |
10 |
-16 |
-61.5% |
47 |
|
| Daily Pivots for day following 08-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8873 |
0.8856 |
0.8765 |
|
| R3 |
0.8822 |
0.8805 |
0.8751 |
|
| R2 |
0.8771 |
0.8771 |
0.8746 |
|
| R1 |
0.8754 |
0.8754 |
0.8742 |
0.8763 |
| PP |
0.8720 |
0.8720 |
0.8720 |
0.8724 |
| S1 |
0.8703 |
0.8703 |
0.8732 |
0.8712 |
| S2 |
0.8669 |
0.8669 |
0.8728 |
|
| S3 |
0.8618 |
0.8652 |
0.8723 |
|
| S4 |
0.8567 |
0.8601 |
0.8709 |
|
|
| 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 |
0.8954 |
|
2.618 |
0.8871 |
|
1.618 |
0.8820 |
|
1.000 |
0.8788 |
|
0.618 |
0.8769 |
|
HIGH |
0.8737 |
|
0.618 |
0.8718 |
|
0.500 |
0.8712 |
|
0.382 |
0.8705 |
|
LOW |
0.8686 |
|
0.618 |
0.8654 |
|
1.000 |
0.8635 |
|
1.618 |
0.8603 |
|
2.618 |
0.8552 |
|
4.250 |
0.8469 |
|
|
| Fisher Pivots for day following 08-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8729 |
0.8703 |
| PP |
0.8720 |
0.8668 |
| S1 |
0.8712 |
0.8634 |
|