CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 09-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2016 |
09-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.9415 |
0.9424 |
0.0009 |
0.1% |
0.9100 |
High |
0.9440 |
0.9468 |
0.0028 |
0.3% |
0.9456 |
Low |
0.9391 |
0.9398 |
0.0007 |
0.1% |
0.9055 |
Close |
0.9416 |
0.9423 |
0.0007 |
0.1% |
0.9441 |
Range |
0.0050 |
0.0071 |
0.0021 |
42.4% |
0.0401 |
ATR |
0.0069 |
0.0069 |
0.0000 |
0.1% |
0.0000 |
Volume |
31 |
17 |
-14 |
-45.2% |
539 |
|
Daily Pivots for day following 09-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9641 |
0.9602 |
0.9461 |
|
R3 |
0.9570 |
0.9532 |
0.9442 |
|
R2 |
0.9500 |
0.9500 |
0.9435 |
|
R1 |
0.9461 |
0.9461 |
0.9429 |
0.9445 |
PP |
0.9429 |
0.9429 |
0.9429 |
0.9421 |
S1 |
0.9391 |
0.9391 |
0.9416 |
0.9375 |
S2 |
0.9359 |
0.9359 |
0.9410 |
|
S3 |
0.9288 |
0.9320 |
0.9403 |
|
S4 |
0.9218 |
0.9250 |
0.9384 |
|
|
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 |
0.9468 |
0.9278 |
0.0191 |
2.0% |
0.0085 |
0.9% |
76% |
True |
False |
67 |
10 |
0.9468 |
0.9055 |
0.0413 |
4.4% |
0.0062 |
0.7% |
89% |
True |
False |
71 |
20 |
0.9468 |
0.9055 |
0.0413 |
4.4% |
0.0041 |
0.4% |
89% |
True |
False |
46 |
40 |
0.9549 |
0.9035 |
0.0514 |
5.5% |
0.0043 |
0.5% |
75% |
False |
False |
24 |
60 |
0.9549 |
0.8912 |
0.0637 |
6.8% |
0.0033 |
0.4% |
80% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9768 |
2.618 |
0.9653 |
1.618 |
0.9582 |
1.000 |
0.9539 |
0.618 |
0.9512 |
HIGH |
0.9468 |
0.618 |
0.9441 |
0.500 |
0.9433 |
0.382 |
0.9424 |
LOW |
0.9398 |
0.618 |
0.9354 |
1.000 |
0.9327 |
1.618 |
0.9283 |
2.618 |
0.9213 |
4.250 |
0.9098 |
|
|
Fisher Pivots for day following 09-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9433 |
0.9417 |
PP |
0.9429 |
0.9412 |
S1 |
0.9426 |
0.9407 |
|