CME Japanese Yen Future September 2016
Trading Metrics calculated at close of trading on 04-Jan-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2015 |
04-Jan-2016 |
Change |
Change % |
Previous Week |
Open |
0.8381 |
0.8478 |
0.0097 |
1.2% |
0.8378 |
High |
0.8390 |
0.8478 |
0.0088 |
1.0% |
0.8390 |
Low |
0.8381 |
0.8450 |
0.0069 |
0.8% |
0.8365 |
Close |
0.8390 |
0.8450 |
0.0060 |
0.7% |
0.8390 |
Range |
0.0009 |
0.0028 |
0.0019 |
211.1% |
0.0025 |
ATR |
0.0031 |
0.0035 |
0.0004 |
13.2% |
0.0000 |
Volume |
3 |
1 |
-2 |
-66.7% |
6 |
|
Daily Pivots for day following 04-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8543 |
0.8525 |
0.8465 |
|
R3 |
0.8515 |
0.8497 |
0.8458 |
|
R2 |
0.8487 |
0.8487 |
0.8455 |
|
R1 |
0.8469 |
0.8469 |
0.8453 |
0.8464 |
PP |
0.8459 |
0.8459 |
0.8459 |
0.8457 |
S1 |
0.8441 |
0.8441 |
0.8447 |
0.8436 |
S2 |
0.8431 |
0.8431 |
0.8445 |
|
S3 |
0.8403 |
0.8413 |
0.8442 |
|
S4 |
0.8375 |
0.8385 |
0.8435 |
|
|
Weekly Pivots for week ending 01-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8457 |
0.8448 |
0.8404 |
|
R3 |
0.8432 |
0.8423 |
0.8397 |
|
R2 |
0.8407 |
0.8407 |
0.8395 |
|
R1 |
0.8398 |
0.8398 |
0.8392 |
0.8403 |
PP |
0.8382 |
0.8382 |
0.8382 |
0.8384 |
S1 |
0.8373 |
0.8373 |
0.8388 |
0.8378 |
S2 |
0.8357 |
0.8357 |
0.8385 |
|
S3 |
0.8332 |
0.8348 |
0.8383 |
|
S4 |
0.8307 |
0.8323 |
0.8376 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8597 |
2.618 |
0.8551 |
1.618 |
0.8523 |
1.000 |
0.8506 |
0.618 |
0.8495 |
HIGH |
0.8478 |
0.618 |
0.8467 |
0.500 |
0.8464 |
0.382 |
0.8461 |
LOW |
0.8450 |
0.618 |
0.8433 |
1.000 |
0.8422 |
1.618 |
0.8405 |
2.618 |
0.8377 |
4.250 |
0.8331 |
|
|
Fisher Pivots for day following 04-Jan-2016 |
Pivot |
1 day |
3 day |
R1 |
0.8464 |
0.8441 |
PP |
0.8459 |
0.8431 |
S1 |
0.8455 |
0.8422 |
|