CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 08-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2016 |
08-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.9346 |
0.9415 |
0.0069 |
0.7% |
0.9100 |
High |
0.9385 |
0.9440 |
0.0055 |
0.6% |
0.9456 |
Low |
0.9345 |
0.9391 |
0.0046 |
0.5% |
0.9055 |
Close |
0.9385 |
0.9416 |
0.0031 |
0.3% |
0.9441 |
Range |
0.0040 |
0.0050 |
0.0010 |
23.8% |
0.0401 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
107 |
31 |
-76 |
-71.0% |
539 |
|
Daily Pivots for day following 08-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9564 |
0.9539 |
0.9443 |
|
R3 |
0.9514 |
0.9490 |
0.9429 |
|
R2 |
0.9465 |
0.9465 |
0.9425 |
|
R1 |
0.9440 |
0.9440 |
0.9420 |
0.9453 |
PP |
0.9415 |
0.9415 |
0.9415 |
0.9422 |
S1 |
0.9391 |
0.9391 |
0.9411 |
0.9403 |
S2 |
0.9366 |
0.9366 |
0.9406 |
|
S3 |
0.9316 |
0.9341 |
0.9402 |
|
S4 |
0.9267 |
0.9292 |
0.9388 |
|
|
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 |
0.9199 |
0.0257 |
2.7% |
0.0082 |
0.9% |
84% |
False |
False |
78 |
10 |
0.9456 |
0.9055 |
0.0401 |
4.3% |
0.0055 |
0.6% |
90% |
False |
False |
69 |
20 |
0.9456 |
0.9055 |
0.0401 |
4.3% |
0.0040 |
0.4% |
90% |
False |
False |
45 |
40 |
0.9549 |
0.9035 |
0.0514 |
5.5% |
0.0041 |
0.4% |
74% |
False |
False |
24 |
60 |
0.9549 |
0.8912 |
0.0637 |
6.8% |
0.0032 |
0.3% |
79% |
False |
False |
17 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9650 |
2.618 |
0.9570 |
1.618 |
0.9520 |
1.000 |
0.9490 |
0.618 |
0.9471 |
HIGH |
0.9440 |
0.618 |
0.9421 |
0.500 |
0.9415 |
0.382 |
0.9409 |
LOW |
0.9391 |
0.618 |
0.9360 |
1.000 |
0.9341 |
1.618 |
0.9310 |
2.618 |
0.9261 |
4.250 |
0.9180 |
|
|
Fisher Pivots for day following 08-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9415 |
0.9410 |
PP |
0.9415 |
0.9405 |
S1 |
0.9415 |
0.9400 |
|