CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 26-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2016 |
26-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8930 |
0.8845 |
-0.0085 |
-1.0% |
0.8928 |
High |
0.8930 |
0.8845 |
-0.0085 |
-1.0% |
0.9022 |
Low |
0.8930 |
0.8845 |
-0.0085 |
-1.0% |
0.8845 |
Close |
0.8930 |
0.8845 |
-0.0085 |
-1.0% |
0.8845 |
Range |
|
|
|
|
|
ATR |
0.0067 |
0.0068 |
0.0001 |
2.0% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8845 |
0.8845 |
0.8845 |
|
R3 |
0.8845 |
0.8845 |
0.8845 |
|
R2 |
0.8845 |
0.8845 |
0.8845 |
|
R1 |
0.8845 |
0.8845 |
0.8845 |
0.8845 |
PP |
0.8845 |
0.8845 |
0.8845 |
0.8845 |
S1 |
0.8845 |
0.8845 |
0.8845 |
0.8845 |
S2 |
0.8845 |
0.8845 |
0.8845 |
|
S3 |
0.8845 |
0.8845 |
0.8845 |
|
S4 |
0.8845 |
0.8845 |
0.8845 |
|
|
Weekly Pivots for week ending 26-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9433 |
0.9316 |
0.8942 |
|
R3 |
0.9257 |
0.9139 |
0.8894 |
|
R2 |
0.9080 |
0.9080 |
0.8877 |
|
R1 |
0.8963 |
0.8963 |
0.8861 |
0.8933 |
PP |
0.8904 |
0.8904 |
0.8904 |
0.8889 |
S1 |
0.8786 |
0.8786 |
0.8829 |
0.8757 |
S2 |
0.8727 |
0.8727 |
0.8813 |
|
S3 |
0.8551 |
0.8610 |
0.8796 |
|
S4 |
0.8374 |
0.8433 |
0.8748 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9022 |
0.8845 |
0.0177 |
2.0% |
0.0004 |
0.0% |
0% |
False |
True |
5 |
10 |
0.9022 |
0.8796 |
0.0226 |
2.6% |
0.0017 |
0.2% |
22% |
False |
False |
4 |
20 |
0.9040 |
0.8300 |
0.0740 |
8.4% |
0.0049 |
0.6% |
74% |
False |
False |
8 |
40 |
0.9040 |
0.8300 |
0.0740 |
8.4% |
0.0038 |
0.4% |
74% |
False |
False |
5 |
60 |
0.9040 |
0.8182 |
0.0858 |
9.7% |
0.0028 |
0.3% |
77% |
False |
False |
4 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8845 |
2.618 |
0.8845 |
1.618 |
0.8845 |
1.000 |
0.8845 |
0.618 |
0.8845 |
HIGH |
0.8845 |
0.618 |
0.8845 |
0.500 |
0.8845 |
0.382 |
0.8845 |
LOW |
0.8845 |
0.618 |
0.8845 |
1.000 |
0.8845 |
1.618 |
0.8845 |
2.618 |
0.8845 |
4.250 |
0.8845 |
|
|
Fisher Pivots for day following 26-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8845 |
0.8933 |
PP |
0.8845 |
0.8904 |
S1 |
0.8845 |
0.8874 |
|