CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 12-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2016 |
12-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8941 |
0.8951 |
0.0010 |
0.1% |
0.8686 |
High |
0.9040 |
0.8951 |
-0.0089 |
-1.0% |
0.9040 |
Low |
0.8934 |
0.8897 |
-0.0037 |
-0.4% |
0.8686 |
Close |
0.8965 |
0.8897 |
-0.0068 |
-0.8% |
0.8897 |
Range |
0.0106 |
0.0054 |
-0.0052 |
-49.1% |
0.0354 |
ATR |
0.0075 |
0.0075 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
20 |
2 |
-18 |
-90.0% |
51 |
|
Daily Pivots for day following 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9077 |
0.9041 |
0.8926 |
|
R3 |
0.9023 |
0.8987 |
0.8911 |
|
R2 |
0.8969 |
0.8969 |
0.8906 |
|
R1 |
0.8933 |
0.8933 |
0.8901 |
0.8924 |
PP |
0.8915 |
0.8915 |
0.8915 |
0.8910 |
S1 |
0.8879 |
0.8879 |
0.8892 |
0.8870 |
S2 |
0.8861 |
0.8861 |
0.8887 |
|
S3 |
0.8807 |
0.8825 |
0.8882 |
|
S4 |
0.8753 |
0.8771 |
0.8867 |
|
|
Weekly Pivots for week ending 12-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9935 |
0.9769 |
0.9091 |
|
R3 |
0.9581 |
0.9416 |
0.8994 |
|
R2 |
0.9228 |
0.9228 |
0.8961 |
|
R1 |
0.9062 |
0.9062 |
0.8929 |
0.9145 |
PP |
0.8874 |
0.8874 |
0.8874 |
0.8915 |
S1 |
0.8709 |
0.8709 |
0.8864 |
0.8791 |
S2 |
0.8521 |
0.8521 |
0.8832 |
|
S3 |
0.8167 |
0.8355 |
0.8799 |
|
S4 |
0.7814 |
0.8002 |
0.8702 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9180 |
2.618 |
0.9092 |
1.618 |
0.9038 |
1.000 |
0.9005 |
0.618 |
0.8984 |
HIGH |
0.8951 |
0.618 |
0.8930 |
0.500 |
0.8924 |
0.382 |
0.8917 |
LOW |
0.8897 |
0.618 |
0.8863 |
1.000 |
0.8843 |
1.618 |
0.8809 |
2.618 |
0.8755 |
4.250 |
0.8667 |
|
|
Fisher Pivots for day following 12-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8924 |
0.8901 |
PP |
0.8915 |
0.8899 |
S1 |
0.8906 |
0.8898 |
|