CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 23-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2015 |
23-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8288 |
0.8300 |
0.0013 |
0.2% |
0.8324 |
| High |
0.8319 |
0.8312 |
-0.0007 |
-0.1% |
0.8348 |
| Low |
0.8285 |
0.8300 |
0.0015 |
0.2% |
0.8149 |
| Close |
0.8301 |
0.8312 |
0.0012 |
0.1% |
0.8290 |
| Range |
0.0034 |
0.0012 |
-0.0022 |
-64.7% |
0.0199 |
| ATR |
0.0053 |
0.0050 |
-0.0003 |
-5.5% |
0.0000 |
| Volume |
21 |
35 |
14 |
66.7% |
1,020 |
|
| Daily Pivots for day following 23-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8344 |
0.8340 |
0.8319 |
|
| R3 |
0.8332 |
0.8328 |
0.8315 |
|
| R2 |
0.8320 |
0.8320 |
0.8314 |
|
| R1 |
0.8316 |
0.8316 |
0.8313 |
0.8318 |
| PP |
0.8308 |
0.8308 |
0.8308 |
0.8309 |
| S1 |
0.8304 |
0.8304 |
0.8311 |
0.8306 |
| S2 |
0.8296 |
0.8296 |
0.8310 |
|
| S3 |
0.8284 |
0.8292 |
0.8309 |
|
| S4 |
0.8272 |
0.8280 |
0.8305 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8858 |
0.8772 |
0.8399 |
|
| R3 |
0.8659 |
0.8574 |
0.8344 |
|
| R2 |
0.8461 |
0.8461 |
0.8326 |
|
| R1 |
0.8375 |
0.8375 |
0.8308 |
0.8319 |
| PP |
0.8262 |
0.8262 |
0.8262 |
0.8234 |
| S1 |
0.8177 |
0.8177 |
0.8271 |
0.8120 |
| S2 |
0.8064 |
0.8064 |
0.8253 |
|
| S3 |
0.7865 |
0.7978 |
0.8235 |
|
| S4 |
0.7667 |
0.7780 |
0.8180 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8363 |
|
2.618 |
0.8343 |
|
1.618 |
0.8331 |
|
1.000 |
0.8324 |
|
0.618 |
0.8319 |
|
HIGH |
0.8312 |
|
0.618 |
0.8307 |
|
0.500 |
0.8306 |
|
0.382 |
0.8305 |
|
LOW |
0.8300 |
|
0.618 |
0.8293 |
|
1.000 |
0.8288 |
|
1.618 |
0.8281 |
|
2.618 |
0.8269 |
|
4.250 |
0.8249 |
|
|
| Fisher Pivots for day following 23-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8310 |
0.8307 |
| PP |
0.8308 |
0.8301 |
| S1 |
0.8306 |
0.8296 |
|