CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 02-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2016 |
02-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.9182 |
0.9199 |
0.0017 |
0.2% |
0.9175 |
High |
0.9235 |
0.9254 |
0.0020 |
0.2% |
0.9229 |
Low |
0.9158 |
0.9199 |
0.0042 |
0.5% |
0.9156 |
Close |
0.9197 |
0.9254 |
0.0058 |
0.6% |
0.9169 |
Range |
0.0077 |
0.0055 |
-0.0022 |
-28.6% |
0.0073 |
ATR |
0.0062 |
0.0062 |
0.0000 |
-0.5% |
0.0000 |
Volume |
69 |
75 |
6 |
8.7% |
17 |
|
Daily Pivots for day following 02-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9401 |
0.9382 |
0.9284 |
|
R3 |
0.9346 |
0.9327 |
0.9269 |
|
R2 |
0.9291 |
0.9291 |
0.9264 |
|
R1 |
0.9272 |
0.9272 |
0.9259 |
0.9282 |
PP |
0.9236 |
0.9236 |
0.9236 |
0.9240 |
S1 |
0.9217 |
0.9217 |
0.9249 |
0.9227 |
S2 |
0.9181 |
0.9181 |
0.9244 |
|
S3 |
0.9126 |
0.9162 |
0.9239 |
|
S4 |
0.9071 |
0.9107 |
0.9224 |
|
|
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 |
0.9254 |
0.9055 |
0.0199 |
2.2% |
0.0039 |
0.4% |
100% |
True |
False |
75 |
10 |
0.9254 |
0.9055 |
0.0199 |
2.2% |
0.0028 |
0.3% |
100% |
True |
False |
55 |
20 |
0.9431 |
0.9055 |
0.0376 |
4.1% |
0.0029 |
0.3% |
53% |
False |
False |
30 |
40 |
0.9549 |
0.9035 |
0.0514 |
5.6% |
0.0036 |
0.4% |
43% |
False |
False |
17 |
60 |
0.9549 |
0.8829 |
0.0721 |
7.8% |
0.0029 |
0.3% |
59% |
False |
False |
12 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9488 |
2.618 |
0.9398 |
1.618 |
0.9343 |
1.000 |
0.9309 |
0.618 |
0.9288 |
HIGH |
0.9254 |
0.618 |
0.9233 |
0.500 |
0.9227 |
0.382 |
0.9220 |
LOW |
0.9199 |
0.618 |
0.9165 |
1.000 |
0.9144 |
1.618 |
0.9110 |
2.618 |
0.9055 |
4.250 |
0.8965 |
|
|
Fisher Pivots for day following 02-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9245 |
0.9221 |
PP |
0.9236 |
0.9188 |
S1 |
0.9227 |
0.9155 |
|