CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 04-Feb-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2016 |
04-Feb-2016 |
Change |
Change % |
Previous Week |
Open |
0.8357 |
0.8477 |
0.0121 |
1.4% |
0.8427 |
High |
0.8550 |
0.8589 |
0.0039 |
0.5% |
0.8506 |
Low |
0.8337 |
0.8464 |
0.0128 |
1.5% |
0.8210 |
Close |
0.8504 |
0.8574 |
0.0071 |
0.8% |
0.8264 |
Range |
0.0214 |
0.0125 |
-0.0089 |
-41.7% |
0.0297 |
ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
Volume |
332,975 |
230,574 |
-102,401 |
-30.8% |
821,018 |
|
Daily Pivots for day following 04-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8916 |
0.8869 |
0.8642 |
|
R3 |
0.8791 |
0.8745 |
0.8608 |
|
R2 |
0.8667 |
0.8667 |
0.8597 |
|
R1 |
0.8620 |
0.8620 |
0.8585 |
0.8644 |
PP |
0.8542 |
0.8542 |
0.8542 |
0.8554 |
S1 |
0.8496 |
0.8496 |
0.8563 |
0.8519 |
S2 |
0.8418 |
0.8418 |
0.8551 |
|
S3 |
0.8293 |
0.8371 |
0.8540 |
|
S4 |
0.8169 |
0.8247 |
0.8506 |
|
|
Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9216 |
0.9036 |
0.8427 |
|
R3 |
0.8919 |
0.8740 |
0.8345 |
|
R2 |
0.8623 |
0.8623 |
0.8318 |
|
R1 |
0.8443 |
0.8443 |
0.8291 |
0.8385 |
PP |
0.8326 |
0.8326 |
0.8326 |
0.8297 |
S1 |
0.8147 |
0.8147 |
0.8236 |
0.8088 |
S2 |
0.8030 |
0.8030 |
0.8209 |
|
S3 |
0.7733 |
0.7850 |
0.8182 |
|
S4 |
0.7437 |
0.7554 |
0.8100 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8589 |
0.8210 |
0.0379 |
4.4% |
0.0149 |
1.7% |
96% |
True |
False |
235,671 |
10 |
0.8589 |
0.8210 |
0.0379 |
4.4% |
0.0107 |
1.2% |
96% |
True |
False |
186,097 |
20 |
0.8631 |
0.8210 |
0.0422 |
4.9% |
0.0101 |
1.2% |
86% |
False |
False |
198,447 |
40 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0084 |
1.0% |
90% |
False |
False |
153,148 |
60 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0070 |
0.8% |
90% |
False |
False |
103,547 |
80 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0066 |
0.8% |
90% |
False |
False |
77,787 |
100 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0065 |
0.8% |
90% |
False |
False |
62,252 |
120 |
0.8631 |
0.8058 |
0.0574 |
6.7% |
0.0067 |
0.8% |
90% |
False |
False |
51,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9118 |
2.618 |
0.8914 |
1.618 |
0.8790 |
1.000 |
0.8713 |
0.618 |
0.8665 |
HIGH |
0.8589 |
0.618 |
0.8541 |
0.500 |
0.8526 |
0.382 |
0.8512 |
LOW |
0.8464 |
0.618 |
0.8387 |
1.000 |
0.8340 |
1.618 |
0.8263 |
2.618 |
0.8138 |
4.250 |
0.7935 |
|
|
Fisher Pivots for day following 04-Feb-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8558 |
0.8525 |
PP |
0.8542 |
0.8477 |
S1 |
0.8526 |
0.8428 |
|