CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 24-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2016 |
24-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.9175 |
0.9166 |
-0.0009 |
-0.1% |
0.9248 |
High |
0.9229 |
0.9166 |
-0.0063 |
-0.7% |
0.9248 |
Low |
0.9175 |
0.9166 |
-0.0009 |
-0.1% |
0.9138 |
Close |
0.9229 |
0.9166 |
-0.0063 |
-0.7% |
0.9143 |
Range |
0.0054 |
0.0000 |
-0.0054 |
-100.0% |
0.0109 |
ATR |
0.0061 |
0.0061 |
0.0000 |
0.2% |
0.0000 |
Volume |
7 |
0 |
-7 |
-100.0% |
197 |
|
Daily Pivots for day following 24-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9166 |
0.9166 |
0.9166 |
|
R3 |
0.9166 |
0.9166 |
0.9166 |
|
R2 |
0.9166 |
0.9166 |
0.9166 |
|
R1 |
0.9166 |
0.9166 |
0.9166 |
0.9166 |
PP |
0.9166 |
0.9166 |
0.9166 |
0.9166 |
S1 |
0.9166 |
0.9166 |
0.9166 |
0.9166 |
S2 |
0.9166 |
0.9166 |
0.9166 |
|
S3 |
0.9166 |
0.9166 |
0.9166 |
|
S4 |
0.9166 |
0.9166 |
0.9166 |
|
|
Weekly Pivots for week ending 20-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9503 |
0.9432 |
0.9202 |
|
R3 |
0.9394 |
0.9323 |
0.9172 |
|
R2 |
0.9285 |
0.9285 |
0.9162 |
|
R1 |
0.9214 |
0.9214 |
0.9152 |
0.9195 |
PP |
0.9176 |
0.9176 |
0.9176 |
0.9167 |
S1 |
0.9105 |
0.9105 |
0.9133 |
0.9086 |
S2 |
0.9067 |
0.9067 |
0.9123 |
|
S3 |
0.8958 |
0.8996 |
0.9113 |
|
S4 |
0.8849 |
0.8887 |
0.9083 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9229 |
0.9138 |
0.0090 |
1.0% |
0.0022 |
0.2% |
31% |
False |
False |
37 |
10 |
0.9292 |
0.9138 |
0.0153 |
1.7% |
0.0026 |
0.3% |
18% |
False |
False |
21 |
20 |
0.9549 |
0.9043 |
0.0506 |
5.5% |
0.0044 |
0.5% |
24% |
False |
False |
12 |
40 |
0.9549 |
0.8952 |
0.0598 |
6.5% |
0.0032 |
0.4% |
36% |
False |
False |
9 |
60 |
0.9549 |
0.8829 |
0.0721 |
7.9% |
0.0028 |
0.3% |
47% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9166 |
2.618 |
0.9166 |
1.618 |
0.9166 |
1.000 |
0.9166 |
0.618 |
0.9166 |
HIGH |
0.9166 |
0.618 |
0.9166 |
0.500 |
0.9166 |
0.382 |
0.9166 |
LOW |
0.9166 |
0.618 |
0.9166 |
1.000 |
0.9166 |
1.618 |
0.9166 |
2.618 |
0.9166 |
4.250 |
0.9166 |
|
|
Fisher Pivots for day following 24-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9166 |
0.9186 |
PP |
0.9166 |
0.9179 |
S1 |
0.9166 |
0.9173 |
|