CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 31-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8333 |
0.8338 |
0.0005 |
0.1% |
0.8283 |
| High |
0.8342 |
0.8361 |
0.0019 |
0.2% |
0.8351 |
| Low |
0.8329 |
0.8338 |
0.0009 |
0.1% |
0.8273 |
| Close |
0.8333 |
0.8357 |
0.0024 |
0.3% |
0.8351 |
| Range |
0.0013 |
0.0023 |
0.0010 |
76.9% |
0.0078 |
| ATR |
0.0042 |
0.0041 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
143 |
99 |
-44 |
-30.8% |
119 |
|
| Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8421 |
0.8412 |
0.8369 |
|
| R3 |
0.8398 |
0.8389 |
0.8363 |
|
| R2 |
0.8375 |
0.8375 |
0.8361 |
|
| R1 |
0.8366 |
0.8366 |
0.8359 |
0.8370 |
| PP |
0.8352 |
0.8352 |
0.8352 |
0.8354 |
| S1 |
0.8343 |
0.8343 |
0.8354 |
0.8347 |
| S2 |
0.8329 |
0.8329 |
0.8352 |
|
| S3 |
0.8306 |
0.8320 |
0.8350 |
|
| S4 |
0.8283 |
0.8297 |
0.8344 |
|
|
| Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8557 |
0.8531 |
0.8393 |
|
| R3 |
0.8480 |
0.8454 |
0.8372 |
|
| R2 |
0.8402 |
0.8402 |
0.8365 |
|
| R1 |
0.8376 |
0.8376 |
0.8358 |
0.8389 |
| PP |
0.8325 |
0.8325 |
0.8325 |
0.8331 |
| S1 |
0.8299 |
0.8299 |
0.8343 |
0.8312 |
| S2 |
0.8247 |
0.8247 |
0.8336 |
|
| S3 |
0.8170 |
0.8221 |
0.8329 |
|
| S4 |
0.8092 |
0.8144 |
0.8308 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8459 |
|
2.618 |
0.8421 |
|
1.618 |
0.8398 |
|
1.000 |
0.8384 |
|
0.618 |
0.8375 |
|
HIGH |
0.8361 |
|
0.618 |
0.8352 |
|
0.500 |
0.8350 |
|
0.382 |
0.8347 |
|
LOW |
0.8338 |
|
0.618 |
0.8324 |
|
1.000 |
0.8315 |
|
1.618 |
0.8301 |
|
2.618 |
0.8278 |
|
4.250 |
0.8240 |
|
|
| Fisher Pivots for day following 31-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8354 |
0.8353 |
| PP |
0.8352 |
0.8349 |
| S1 |
0.8350 |
0.8345 |
|