CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8312 |
0.8328 |
0.0016 |
0.2% |
0.8333 |
High |
0.8346 |
0.8437 |
0.0091 |
1.1% |
0.8346 |
Low |
0.8306 |
0.8313 |
0.0007 |
0.1% |
0.8301 |
Close |
0.8333 |
0.8394 |
0.0061 |
0.7% |
0.8333 |
Range |
0.0040 |
0.0124 |
0.0084 |
208.8% |
0.0046 |
ATR |
0.0056 |
0.0060 |
0.0005 |
8.7% |
0.0000 |
Volume |
57,371 |
193,598 |
136,227 |
237.4% |
211,990 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8752 |
0.8696 |
0.8461 |
|
R3 |
0.8628 |
0.8573 |
0.8427 |
|
R2 |
0.8505 |
0.8505 |
0.8416 |
|
R1 |
0.8449 |
0.8449 |
0.8405 |
0.8477 |
PP |
0.8381 |
0.8381 |
0.8381 |
0.8395 |
S1 |
0.8326 |
0.8326 |
0.8382 |
0.8353 |
S2 |
0.8258 |
0.8258 |
0.8371 |
|
S3 |
0.8134 |
0.8202 |
0.8360 |
|
S4 |
0.8011 |
0.8079 |
0.8326 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8463 |
0.8443 |
0.8358 |
|
R3 |
0.8417 |
0.8398 |
0.8345 |
|
R2 |
0.8372 |
0.8372 |
0.8341 |
|
R1 |
0.8352 |
0.8352 |
0.8337 |
0.8355 |
PP |
0.8326 |
0.8326 |
0.8326 |
0.8328 |
S1 |
0.8307 |
0.8307 |
0.8328 |
0.8310 |
S2 |
0.8281 |
0.8281 |
0.8324 |
|
S3 |
0.8235 |
0.8261 |
0.8320 |
|
S4 |
0.8190 |
0.8216 |
0.8307 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8437 |
0.8301 |
0.0136 |
1.6% |
0.0047 |
0.6% |
68% |
True |
False |
81,117 |
10 |
0.8437 |
0.8058 |
0.0379 |
4.5% |
0.0061 |
0.7% |
89% |
True |
False |
87,317 |
20 |
0.8437 |
0.8058 |
0.0379 |
4.5% |
0.0065 |
0.8% |
89% |
True |
False |
94,485 |
40 |
0.8437 |
0.8058 |
0.0379 |
4.5% |
0.0055 |
0.7% |
89% |
True |
False |
48,220 |
60 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0054 |
0.6% |
78% |
False |
False |
32,290 |
80 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0056 |
0.7% |
78% |
False |
False |
24,245 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0060 |
0.7% |
64% |
False |
False |
19,399 |
120 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0055 |
0.7% |
64% |
False |
False |
16,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8961 |
2.618 |
0.8760 |
1.618 |
0.8636 |
1.000 |
0.8560 |
0.618 |
0.8513 |
HIGH |
0.8437 |
0.618 |
0.8389 |
0.500 |
0.8375 |
0.382 |
0.8360 |
LOW |
0.8313 |
0.618 |
0.8237 |
1.000 |
0.8190 |
1.618 |
0.8113 |
2.618 |
0.7990 |
4.250 |
0.7788 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8387 |
0.8385 |
PP |
0.8381 |
0.8377 |
S1 |
0.8375 |
0.8369 |
|