CME Japanese Yen Future December 2016
Trading Metrics calculated at close of trading on 13-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2016 |
13-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
0.9402 |
0.9458 |
0.0056 |
0.6% |
0.9456 |
High |
0.9436 |
0.9502 |
0.0066 |
0.7% |
0.9468 |
Low |
0.9402 |
0.9458 |
0.0056 |
0.6% |
0.9345 |
Close |
0.9432 |
0.9485 |
0.0053 |
0.6% |
0.9432 |
Range |
0.0034 |
0.0045 |
0.0011 |
30.9% |
0.0123 |
ATR |
0.0067 |
0.0067 |
0.0000 |
0.4% |
0.0000 |
Volume |
44 |
139 |
95 |
215.9% |
208 |
|
Daily Pivots for day following 13-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9615 |
0.9595 |
0.9509 |
|
R3 |
0.9571 |
0.9550 |
0.9497 |
|
R2 |
0.9526 |
0.9526 |
0.9493 |
|
R1 |
0.9506 |
0.9506 |
0.9489 |
0.9516 |
PP |
0.9482 |
0.9482 |
0.9482 |
0.9487 |
S1 |
0.9461 |
0.9461 |
0.9481 |
0.9471 |
S2 |
0.9437 |
0.9437 |
0.9477 |
|
S3 |
0.9393 |
0.9417 |
0.9473 |
|
S4 |
0.9348 |
0.9372 |
0.9461 |
|
|
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 |
0.9502 |
0.9345 |
0.0157 |
1.7% |
0.0048 |
0.5% |
89% |
True |
False |
67 |
10 |
0.9502 |
0.9055 |
0.0447 |
4.7% |
0.0069 |
0.7% |
96% |
True |
False |
88 |
20 |
0.9502 |
0.9055 |
0.0447 |
4.7% |
0.0042 |
0.4% |
96% |
True |
False |
55 |
40 |
0.9549 |
0.9035 |
0.0514 |
5.4% |
0.0045 |
0.5% |
88% |
False |
False |
29 |
60 |
0.9549 |
0.8912 |
0.0637 |
6.7% |
0.0033 |
0.4% |
90% |
False |
False |
20 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9691 |
2.618 |
0.9619 |
1.618 |
0.9574 |
1.000 |
0.9547 |
0.618 |
0.9530 |
HIGH |
0.9502 |
0.618 |
0.9485 |
0.500 |
0.9480 |
0.382 |
0.9474 |
LOW |
0.9458 |
0.618 |
0.9430 |
1.000 |
0.9413 |
1.618 |
0.9385 |
2.618 |
0.9341 |
4.250 |
0.9268 |
|
|
Fisher Pivots for day following 13-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
0.9483 |
0.9473 |
PP |
0.9482 |
0.9462 |
S1 |
0.9480 |
0.9450 |
|