CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8348 |
0.8342 |
-0.0006 |
-0.1% |
0.8308 |
| High |
0.8434 |
0.8350 |
-0.0085 |
-1.0% |
0.8434 |
| Low |
0.8313 |
0.8303 |
-0.0010 |
-0.1% |
0.8303 |
| Close |
0.8350 |
0.8308 |
-0.0043 |
-0.5% |
0.8350 |
| Range |
0.0122 |
0.0047 |
-0.0075 |
-61.3% |
0.0132 |
| ATR |
0.0078 |
0.0075 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
274,331 |
128,141 |
-146,190 |
-53.3% |
890,482 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8461 |
0.8431 |
0.8333 |
|
| R3 |
0.8414 |
0.8384 |
0.8320 |
|
| R2 |
0.8367 |
0.8367 |
0.8316 |
|
| R1 |
0.8337 |
0.8337 |
0.8312 |
0.8329 |
| PP |
0.8320 |
0.8320 |
0.8320 |
0.8316 |
| S1 |
0.8290 |
0.8290 |
0.8303 |
0.8282 |
| S2 |
0.8273 |
0.8273 |
0.8299 |
|
| S3 |
0.8226 |
0.8243 |
0.8295 |
|
| S4 |
0.8179 |
0.8196 |
0.8282 |
|
|
| Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8757 |
0.8685 |
0.8422 |
|
| R3 |
0.8625 |
0.8553 |
0.8386 |
|
| R2 |
0.8494 |
0.8494 |
0.8374 |
|
| R1 |
0.8422 |
0.8422 |
0.8362 |
0.8458 |
| PP |
0.8362 |
0.8362 |
0.8362 |
0.8380 |
| S1 |
0.8290 |
0.8290 |
0.8338 |
0.8326 |
| S2 |
0.8231 |
0.8231 |
0.8326 |
|
| S3 |
0.8099 |
0.8159 |
0.8314 |
|
| S4 |
0.7968 |
0.8027 |
0.8278 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8434 |
0.8303 |
0.0132 |
1.6% |
0.0069 |
0.8% |
4% |
False |
True |
177,223 |
| 10 |
0.8434 |
0.8260 |
0.0175 |
2.1% |
0.0070 |
0.8% |
28% |
False |
False |
164,826 |
| 20 |
0.8434 |
0.8251 |
0.0184 |
2.2% |
0.0074 |
0.9% |
31% |
False |
False |
143,846 |
| 40 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0080 |
1.0% |
51% |
False |
False |
73,236 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0065 |
0.8% |
51% |
False |
False |
48,877 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0062 |
0.7% |
51% |
False |
False |
36,699 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
53% |
False |
False |
29,379 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0054 |
0.6% |
53% |
False |
False |
24,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8549 |
|
2.618 |
0.8473 |
|
1.618 |
0.8426 |
|
1.000 |
0.8397 |
|
0.618 |
0.8379 |
|
HIGH |
0.8350 |
|
0.618 |
0.8332 |
|
0.500 |
0.8326 |
|
0.382 |
0.8320 |
|
LOW |
0.8303 |
|
0.618 |
0.8273 |
|
1.000 |
0.8256 |
|
1.618 |
0.8226 |
|
2.618 |
0.8179 |
|
4.250 |
0.8103 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8326 |
0.8368 |
| PP |
0.8320 |
0.8348 |
| S1 |
0.8314 |
0.8328 |
|