CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 07-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2016 |
07-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.9456 |
0.9346 |
-0.0110 |
-1.2% |
0.9100 |
High |
0.9456 |
0.9385 |
-0.0071 |
-0.7% |
0.9456 |
Low |
0.9371 |
0.9345 |
-0.0026 |
-0.3% |
0.9055 |
Close |
0.9380 |
0.9385 |
0.0006 |
0.1% |
0.9441 |
Range |
0.0085 |
0.0040 |
-0.0045 |
-52.9% |
0.0401 |
ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
Volume |
9 |
107 |
98 |
1,088.9% |
539 |
|
Daily Pivots for day following 07-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9492 |
0.9478 |
0.9407 |
|
R3 |
0.9452 |
0.9438 |
0.9396 |
|
R2 |
0.9412 |
0.9412 |
0.9392 |
|
R1 |
0.9398 |
0.9398 |
0.9389 |
0.9405 |
PP |
0.9372 |
0.9372 |
0.9372 |
0.9375 |
S1 |
0.9358 |
0.9358 |
0.9381 |
0.9365 |
S2 |
0.9332 |
0.9332 |
0.9378 |
|
S3 |
0.9292 |
0.9318 |
0.9374 |
|
S4 |
0.9252 |
0.9278 |
0.9363 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0519 |
1.0380 |
0.9661 |
|
R3 |
1.0118 |
0.9980 |
0.9551 |
|
R2 |
0.9718 |
0.9718 |
0.9514 |
|
R1 |
0.9579 |
0.9579 |
0.9477 |
0.9648 |
PP |
0.9317 |
0.9317 |
0.9317 |
0.9352 |
S1 |
0.9179 |
0.9179 |
0.9404 |
0.9248 |
S2 |
0.8917 |
0.8917 |
0.9367 |
|
S3 |
0.8516 |
0.8778 |
0.9330 |
|
S4 |
0.8116 |
0.8378 |
0.9220 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9456 |
0.9158 |
0.0298 |
3.2% |
0.0087 |
0.9% |
76% |
False |
False |
86 |
10 |
0.9456 |
0.9055 |
0.0401 |
4.3% |
0.0050 |
0.5% |
82% |
False |
False |
66 |
20 |
0.9456 |
0.9055 |
0.0401 |
4.3% |
0.0039 |
0.4% |
82% |
False |
False |
44 |
40 |
0.9549 |
0.9035 |
0.0514 |
5.5% |
0.0040 |
0.4% |
68% |
False |
False |
23 |
60 |
0.9549 |
0.8878 |
0.0671 |
7.1% |
0.0031 |
0.3% |
76% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9555 |
2.618 |
0.9490 |
1.618 |
0.9450 |
1.000 |
0.9425 |
0.618 |
0.9410 |
HIGH |
0.9385 |
0.618 |
0.9370 |
0.500 |
0.9365 |
0.382 |
0.9360 |
LOW |
0.9345 |
0.618 |
0.9320 |
1.000 |
0.9305 |
1.618 |
0.9280 |
2.618 |
0.9240 |
4.250 |
0.9175 |
|
|
Fisher Pivots for day following 07-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9378 |
0.9379 |
PP |
0.9372 |
0.9373 |
S1 |
0.9365 |
0.9367 |
|