CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 10-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2016 |
10-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.9424 |
0.9402 |
-0.0022 |
-0.2% |
0.9456 |
High |
0.9468 |
0.9436 |
-0.0032 |
-0.3% |
0.9468 |
Low |
0.9398 |
0.9402 |
0.0005 |
0.0% |
0.9345 |
Close |
0.9423 |
0.9432 |
0.0010 |
0.1% |
0.9432 |
Range |
0.0071 |
0.0034 |
-0.0037 |
-51.8% |
0.0123 |
ATR |
0.0069 |
0.0067 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
17 |
44 |
27 |
158.8% |
208 |
|
Daily Pivots for day following 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9525 |
0.9513 |
0.9451 |
|
R3 |
0.9491 |
0.9479 |
0.9441 |
|
R2 |
0.9457 |
0.9457 |
0.9438 |
|
R1 |
0.9445 |
0.9445 |
0.9435 |
0.9451 |
PP |
0.9423 |
0.9423 |
0.9423 |
0.9427 |
S1 |
0.9411 |
0.9411 |
0.9429 |
0.9417 |
S2 |
0.9389 |
0.9389 |
0.9426 |
|
S3 |
0.9355 |
0.9377 |
0.9423 |
|
S4 |
0.9321 |
0.9343 |
0.9413 |
|
|
Weekly Pivots for week ending 10-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9784 |
0.9731 |
0.9500 |
|
R3 |
0.9661 |
0.9608 |
0.9466 |
|
R2 |
0.9538 |
0.9538 |
0.9455 |
|
R1 |
0.9485 |
0.9485 |
0.9443 |
0.9450 |
PP |
0.9415 |
0.9415 |
0.9415 |
0.9398 |
S1 |
0.9362 |
0.9362 |
0.9421 |
0.9327 |
S2 |
0.9292 |
0.9292 |
0.9409 |
|
S3 |
0.9169 |
0.9239 |
0.9398 |
|
S4 |
0.9046 |
0.9116 |
0.9364 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9468 |
0.9345 |
0.0123 |
1.3% |
0.0056 |
0.6% |
71% |
False |
False |
41 |
10 |
0.9468 |
0.9055 |
0.0413 |
4.4% |
0.0065 |
0.7% |
91% |
False |
False |
75 |
20 |
0.9468 |
0.9055 |
0.0413 |
4.4% |
0.0043 |
0.5% |
91% |
False |
False |
48 |
40 |
0.9549 |
0.9035 |
0.0514 |
5.4% |
0.0044 |
0.5% |
77% |
False |
False |
25 |
60 |
0.9549 |
0.8912 |
0.0637 |
6.8% |
0.0034 |
0.4% |
82% |
False |
False |
18 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9581 |
2.618 |
0.9525 |
1.618 |
0.9491 |
1.000 |
0.9470 |
0.618 |
0.9457 |
HIGH |
0.9436 |
0.618 |
0.9423 |
0.500 |
0.9419 |
0.382 |
0.9415 |
LOW |
0.9402 |
0.618 |
0.9381 |
1.000 |
0.9368 |
1.618 |
0.9347 |
2.618 |
0.9313 |
4.250 |
0.9258 |
|
|
Fisher Pivots for day following 10-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9428 |
0.9431 |
PP |
0.9423 |
0.9430 |
S1 |
0.9419 |
0.9429 |
|