CME Japanese Yen Future September 2016
| Trading Metrics calculated at close of trading on 07-Jan-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2016 |
07-Jan-2016 |
Change |
Change % |
Previous Week |
| Open |
0.8500 |
0.8486 |
-0.0014 |
-0.2% |
0.8378 |
| High |
0.8515 |
0.8594 |
0.0079 |
0.9% |
0.8390 |
| Low |
0.8500 |
0.8486 |
-0.0014 |
-0.2% |
0.8365 |
| Close |
0.8515 |
0.8580 |
0.0065 |
0.8% |
0.8390 |
| Range |
0.0015 |
0.0108 |
0.0093 |
620.0% |
0.0025 |
| ATR |
0.0035 |
0.0040 |
0.0005 |
15.1% |
0.0000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
6 |
|
| Daily Pivots for day following 07-Jan-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8877 |
0.8837 |
0.8639 |
|
| R3 |
0.8769 |
0.8729 |
0.8610 |
|
| R2 |
0.8661 |
0.8661 |
0.8600 |
|
| R1 |
0.8621 |
0.8621 |
0.8590 |
0.8641 |
| PP |
0.8553 |
0.8553 |
0.8553 |
0.8564 |
| S1 |
0.8513 |
0.8513 |
0.8570 |
0.8533 |
| S2 |
0.8445 |
0.8445 |
0.8560 |
|
| S3 |
0.8337 |
0.8405 |
0.8550 |
|
| S4 |
0.8229 |
0.8297 |
0.8521 |
|
|
| 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 |
0.9053 |
|
2.618 |
0.8877 |
|
1.618 |
0.8769 |
|
1.000 |
0.8702 |
|
0.618 |
0.8661 |
|
HIGH |
0.8594 |
|
0.618 |
0.8553 |
|
0.500 |
0.8540 |
|
0.382 |
0.8527 |
|
LOW |
0.8486 |
|
0.618 |
0.8419 |
|
1.000 |
0.8378 |
|
1.618 |
0.8311 |
|
2.618 |
0.8203 |
|
4.250 |
0.8027 |
|
|
| Fisher Pivots for day following 07-Jan-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.8567 |
0.8562 |
| PP |
0.8553 |
0.8545 |
| S1 |
0.8540 |
0.8527 |
|