CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 11-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2016 |
11-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8763 |
0.8941 |
0.0178 |
2.0% |
0.8312 |
High |
0.8902 |
0.9040 |
0.0138 |
1.6% |
0.8650 |
Low |
0.8762 |
0.8934 |
0.0172 |
2.0% |
0.8312 |
Close |
0.8865 |
0.8965 |
0.0100 |
1.1% |
0.8621 |
Range |
0.0140 |
0.0106 |
-0.0034 |
-24.0% |
0.0338 |
ATR |
0.0068 |
0.0075 |
0.0008 |
11.3% |
0.0000 |
Volume |
13 |
20 |
7 |
53.8% |
47 |
|
Daily Pivots for day following 11-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9297 |
0.9237 |
0.9023 |
|
R3 |
0.9191 |
0.9131 |
0.8994 |
|
R2 |
0.9085 |
0.9085 |
0.8984 |
|
R1 |
0.9025 |
0.9025 |
0.8974 |
0.9055 |
PP |
0.8979 |
0.8979 |
0.8979 |
0.8994 |
S1 |
0.8919 |
0.8919 |
0.8955 |
0.8949 |
S2 |
0.8873 |
0.8873 |
0.8945 |
|
S3 |
0.8767 |
0.8813 |
0.8935 |
|
S4 |
0.8661 |
0.8707 |
0.8906 |
|
|
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 |
0.9490 |
2.618 |
0.9317 |
1.618 |
0.9211 |
1.000 |
0.9146 |
0.618 |
0.9105 |
HIGH |
0.9040 |
0.618 |
0.8999 |
0.500 |
0.8987 |
0.382 |
0.8974 |
LOW |
0.8934 |
0.618 |
0.8868 |
1.000 |
0.8828 |
1.618 |
0.8762 |
2.618 |
0.8656 |
4.250 |
0.8483 |
|
|
Fisher Pivots for day following 11-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8987 |
0.8943 |
PP |
0.8979 |
0.8921 |
S1 |
0.8972 |
0.8899 |
|