CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 27-May-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2016 |
27-May-2016 |
Change |
Change % |
Previous Week |
Open |
0.9184 |
0.9165 |
-0.0019 |
-0.2% |
0.9175 |
High |
0.9184 |
0.9170 |
-0.0014 |
-0.1% |
0.9229 |
Low |
0.9184 |
0.9165 |
-0.0019 |
-0.2% |
0.9156 |
Close |
0.9184 |
0.9169 |
-0.0015 |
-0.2% |
0.9169 |
Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0073 |
ATR |
0.0055 |
0.0053 |
-0.0003 |
-4.8% |
0.0000 |
Volume |
0 |
10 |
10 |
|
17 |
|
Daily Pivots for day following 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9183 |
0.9181 |
0.9172 |
|
R3 |
0.9178 |
0.9176 |
0.9170 |
|
R2 |
0.9173 |
0.9173 |
0.9170 |
|
R1 |
0.9171 |
0.9171 |
0.9169 |
0.9172 |
PP |
0.9168 |
0.9168 |
0.9168 |
0.9169 |
S1 |
0.9166 |
0.9166 |
0.9169 |
0.9167 |
S2 |
0.9163 |
0.9163 |
0.9168 |
|
S3 |
0.9158 |
0.9161 |
0.9168 |
|
S4 |
0.9153 |
0.9156 |
0.9166 |
|
|
Weekly Pivots for week ending 27-May-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9403 |
0.9359 |
0.9209 |
|
R3 |
0.9330 |
0.9286 |
0.9189 |
|
R2 |
0.9257 |
0.9257 |
0.9182 |
|
R1 |
0.9213 |
0.9213 |
0.9176 |
0.9199 |
PP |
0.9184 |
0.9184 |
0.9184 |
0.9177 |
S1 |
0.9140 |
0.9140 |
0.9162 |
0.9126 |
S2 |
0.9111 |
0.9111 |
0.9156 |
|
S3 |
0.9038 |
0.9067 |
0.9149 |
|
S4 |
0.8965 |
0.8994 |
0.9129 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9229 |
0.9156 |
0.0073 |
0.8% |
0.0012 |
0.1% |
18% |
False |
False |
3 |
10 |
0.9248 |
0.9138 |
0.0109 |
1.2% |
0.0016 |
0.2% |
28% |
False |
False |
21 |
20 |
0.9549 |
0.9138 |
0.0411 |
4.5% |
0.0024 |
0.3% |
7% |
False |
False |
12 |
40 |
0.9549 |
0.9035 |
0.0514 |
5.6% |
0.0032 |
0.3% |
26% |
False |
False |
8 |
60 |
0.9549 |
0.8829 |
0.0721 |
7.9% |
0.0028 |
0.3% |
47% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9191 |
2.618 |
0.9183 |
1.618 |
0.9178 |
1.000 |
0.9175 |
0.618 |
0.9173 |
HIGH |
0.9170 |
0.618 |
0.9168 |
0.500 |
0.9168 |
0.382 |
0.9167 |
LOW |
0.9165 |
0.618 |
0.9162 |
1.000 |
0.9160 |
1.618 |
0.9157 |
2.618 |
0.9152 |
4.250 |
0.9144 |
|
|
Fisher Pivots for day following 27-May-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9169 |
0.9170 |
PP |
0.9168 |
0.9169 |
S1 |
0.9168 |
0.9169 |
|