CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 19-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2016 |
19-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8474 |
0.8560 |
0.0087 |
1.0% |
0.8570 |
High |
0.8593 |
0.8566 |
-0.0027 |
-0.3% |
0.8593 |
Low |
0.8464 |
0.8474 |
0.0011 |
0.1% |
0.8457 |
Close |
0.8555 |
0.8524 |
-0.0031 |
-0.4% |
0.8555 |
Range |
0.0129 |
0.0092 |
-0.0038 |
-29.1% |
0.0136 |
ATR |
0.0073 |
0.0074 |
0.0001 |
1.8% |
0.0000 |
Volume |
221,065 |
232,592 |
11,527 |
5.2% |
868,592 |
|
Daily Pivots for day following 19-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8796 |
0.8751 |
0.8574 |
|
R3 |
0.8704 |
0.8660 |
0.8549 |
|
R2 |
0.8613 |
0.8613 |
0.8541 |
|
R1 |
0.8568 |
0.8568 |
0.8532 |
0.8545 |
PP |
0.8521 |
0.8521 |
0.8521 |
0.8509 |
S1 |
0.8477 |
0.8477 |
0.8516 |
0.8453 |
S2 |
0.8430 |
0.8430 |
0.8507 |
|
S3 |
0.8338 |
0.8385 |
0.8499 |
|
S4 |
0.8247 |
0.8294 |
0.8474 |
|
|
Weekly Pivots for week ending 15-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8943 |
0.8885 |
0.8630 |
|
R3 |
0.8807 |
0.8749 |
0.8592 |
|
R2 |
0.8671 |
0.8671 |
0.8580 |
|
R1 |
0.8613 |
0.8613 |
0.8567 |
0.8574 |
PP |
0.8535 |
0.8535 |
0.8535 |
0.8515 |
S1 |
0.8477 |
0.8477 |
0.8543 |
0.8438 |
S2 |
0.8399 |
0.8399 |
0.8530 |
|
S3 |
0.8263 |
0.8341 |
0.8518 |
|
S4 |
0.8127 |
0.8205 |
0.8480 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8593 |
0.8457 |
0.0136 |
1.6% |
0.0082 |
1.0% |
50% |
False |
False |
190,081 |
10 |
0.8593 |
0.8365 |
0.0228 |
2.7% |
0.0085 |
1.0% |
70% |
False |
False |
192,666 |
20 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0073 |
0.9% |
87% |
False |
False |
139,992 |
40 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0065 |
0.8% |
87% |
False |
False |
96,238 |
60 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0061 |
0.7% |
87% |
False |
False |
64,387 |
80 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0059 |
0.7% |
87% |
False |
False |
48,319 |
100 |
0.8593 |
0.8058 |
0.0535 |
6.3% |
0.0061 |
0.7% |
87% |
False |
False |
38,664 |
120 |
0.8608 |
0.8017 |
0.0591 |
6.9% |
0.0060 |
0.7% |
86% |
False |
False |
32,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8954 |
2.618 |
0.8805 |
1.618 |
0.8714 |
1.000 |
0.8657 |
0.618 |
0.8622 |
HIGH |
0.8566 |
0.618 |
0.8531 |
0.500 |
0.8520 |
0.382 |
0.8509 |
LOW |
0.8474 |
0.618 |
0.8417 |
1.000 |
0.8383 |
1.618 |
0.8326 |
2.618 |
0.8234 |
4.250 |
0.8085 |
|
|
Fisher Pivots for day following 19-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8523 |
0.8528 |
PP |
0.8521 |
0.8527 |
S1 |
0.8520 |
0.8525 |
|