CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 03-Feb-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2016 |
03-Feb-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8297 |
0.8375 |
0.0079 |
0.9% |
0.8467 |
| High |
0.8370 |
0.8571 |
0.0201 |
2.4% |
0.8518 |
| Low |
0.8297 |
0.8366 |
0.0070 |
0.8% |
0.8250 |
| Close |
0.8355 |
0.8527 |
0.0172 |
2.1% |
0.8287 |
| Range |
0.0074 |
0.0205 |
0.0132 |
178.9% |
0.0268 |
| ATR |
0.0072 |
0.0082 |
0.0010 |
14.4% |
0.0000 |
| Volume |
194 |
657 |
463 |
238.7% |
1,176 |
|
| Daily Pivots for day following 03-Feb-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9103 |
0.9020 |
0.8639 |
|
| R3 |
0.8898 |
0.8815 |
0.8583 |
|
| R2 |
0.8693 |
0.8693 |
0.8564 |
|
| R1 |
0.8610 |
0.8610 |
0.8545 |
0.8651 |
| PP |
0.8488 |
0.8488 |
0.8488 |
0.8509 |
| S1 |
0.8405 |
0.8405 |
0.8508 |
0.8446 |
| S2 |
0.8283 |
0.8283 |
0.8489 |
|
| S3 |
0.8078 |
0.8200 |
0.8470 |
|
| S4 |
0.7873 |
0.7995 |
0.8414 |
|
|
| 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 |
0.8571 |
0.8250 |
0.0321 |
3.8% |
0.0117 |
1.4% |
86% |
True |
False |
395 |
| 10 |
0.8600 |
0.8250 |
0.0350 |
4.1% |
0.0090 |
1.1% |
79% |
False |
False |
272 |
| 20 |
0.8644 |
0.8250 |
0.0394 |
4.6% |
0.0080 |
0.9% |
70% |
False |
False |
243 |
| 40 |
0.8644 |
0.8137 |
0.0507 |
5.9% |
0.0063 |
0.7% |
77% |
False |
False |
165 |
| 60 |
0.8644 |
0.8126 |
0.0518 |
6.1% |
0.0050 |
0.6% |
77% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9108 |
|
1.618 |
0.8903 |
|
1.000 |
0.8776 |
|
0.618 |
0.8698 |
|
HIGH |
0.8571 |
|
0.618 |
0.8493 |
|
0.500 |
0.8469 |
|
0.382 |
0.8444 |
|
LOW |
0.8366 |
|
0.618 |
0.8239 |
|
1.000 |
0.8161 |
|
1.618 |
0.8034 |
|
2.618 |
0.7829 |
|
4.250 |
0.7495 |
|
|
| Fisher Pivots for day following 03-Feb-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8507 |
0.8491 |
| PP |
0.8488 |
0.8456 |
| S1 |
0.8469 |
0.8421 |
|