CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 02-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2016 |
02-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8275 |
0.8297 |
0.0022 |
0.3% |
0.8467 |
| High |
0.8314 |
0.8370 |
0.0056 |
0.7% |
0.8518 |
| Low |
0.8271 |
0.8297 |
0.0026 |
0.3% |
0.8250 |
| Close |
0.8284 |
0.8355 |
0.0072 |
0.9% |
0.8287 |
| Range |
0.0043 |
0.0074 |
0.0031 |
70.9% |
0.0268 |
| ATR |
0.0071 |
0.0072 |
0.0001 |
1.6% |
0.0000 |
| Volume |
206 |
194 |
-12 |
-5.8% |
1,176 |
|
| Daily Pivots for day following 02-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8561 |
0.8532 |
0.8395 |
|
| R3 |
0.8488 |
0.8458 |
0.8375 |
|
| R2 |
0.8414 |
0.8414 |
0.8368 |
|
| R1 |
0.8385 |
0.8385 |
0.8362 |
0.8399 |
| PP |
0.8341 |
0.8341 |
0.8341 |
0.8348 |
| S1 |
0.8311 |
0.8311 |
0.8348 |
0.8326 |
| S2 |
0.8267 |
0.8267 |
0.8342 |
|
| S3 |
0.8194 |
0.8238 |
0.8335 |
|
| S4 |
0.8120 |
0.8164 |
0.8315 |
|
|
| Weekly Pivots for week ending 29-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9154 |
0.8988 |
0.8434 |
|
| R3 |
0.8886 |
0.8720 |
0.8360 |
|
| R2 |
0.8619 |
0.8619 |
0.8336 |
|
| R1 |
0.8453 |
0.8453 |
0.8311 |
0.8402 |
| PP |
0.8351 |
0.8351 |
0.8351 |
0.8326 |
| S1 |
0.8185 |
0.8185 |
0.8262 |
0.8135 |
| S2 |
0.8084 |
0.8084 |
0.8237 |
|
| S3 |
0.7816 |
0.7918 |
0.8213 |
|
| S4 |
0.7549 |
0.7650 |
0.8139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8488 |
0.8250 |
0.0238 |
2.8% |
0.0086 |
1.0% |
44% |
False |
False |
273 |
| 10 |
0.8644 |
0.8250 |
0.0394 |
4.7% |
0.0079 |
0.9% |
27% |
False |
False |
239 |
| 20 |
0.8644 |
0.8250 |
0.0394 |
4.7% |
0.0073 |
0.9% |
27% |
False |
False |
212 |
| 40 |
0.8644 |
0.8126 |
0.0518 |
6.2% |
0.0060 |
0.7% |
44% |
False |
False |
148 |
| 60 |
0.8644 |
0.8126 |
0.0518 |
6.2% |
0.0047 |
0.6% |
44% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8682 |
|
2.618 |
0.8562 |
|
1.618 |
0.8489 |
|
1.000 |
0.8444 |
|
0.618 |
0.8415 |
|
HIGH |
0.8370 |
|
0.618 |
0.8342 |
|
0.500 |
0.8333 |
|
0.382 |
0.8325 |
|
LOW |
0.8297 |
|
0.618 |
0.8251 |
|
1.000 |
0.8223 |
|
1.618 |
0.8178 |
|
2.618 |
0.8104 |
|
4.250 |
0.7984 |
|
|
| Fisher Pivots for day following 02-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8348 |
0.8367 |
| PP |
0.8341 |
0.8363 |
| S1 |
0.8333 |
0.8359 |
|