CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 08-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.8327 |
0.8341 |
0.0014 |
0.2% |
0.8308 |
High |
0.8359 |
0.8366 |
0.0007 |
0.1% |
0.8434 |
Low |
0.8316 |
0.8332 |
0.0016 |
0.2% |
0.8303 |
Close |
0.8345 |
0.8340 |
-0.0005 |
-0.1% |
0.8350 |
Range |
0.0043 |
0.0034 |
-0.0009 |
-20.0% |
0.0132 |
ATR |
0.0070 |
0.0068 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
133,717 |
122,719 |
-10,998 |
-8.2% |
890,482 |
|
Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8448 |
0.8428 |
0.8359 |
|
R3 |
0.8414 |
0.8394 |
0.8349 |
|
R2 |
0.8380 |
0.8380 |
0.8346 |
|
R1 |
0.8360 |
0.8360 |
0.8343 |
0.8353 |
PP |
0.8346 |
0.8346 |
0.8346 |
0.8342 |
S1 |
0.8326 |
0.8326 |
0.8337 |
0.8319 |
S2 |
0.8312 |
0.8312 |
0.8334 |
|
S3 |
0.8278 |
0.8292 |
0.8331 |
|
S4 |
0.8244 |
0.8258 |
0.8321 |
|
|
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 |
0.8302 |
0.0133 |
1.6% |
0.0055 |
0.7% |
29% |
False |
False |
155,083 |
10 |
0.8434 |
0.8260 |
0.0175 |
2.1% |
0.0060 |
0.7% |
46% |
False |
False |
158,466 |
20 |
0.8434 |
0.8260 |
0.0175 |
2.1% |
0.0065 |
0.8% |
46% |
False |
False |
148,587 |
40 |
0.8604 |
0.8039 |
0.0565 |
6.8% |
0.0079 |
0.9% |
53% |
False |
False |
82,456 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0065 |
0.8% |
57% |
False |
False |
55,084 |
80 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0062 |
0.7% |
57% |
False |
False |
41,359 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
58% |
False |
False |
33,108 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0054 |
0.6% |
58% |
False |
False |
27,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8510 |
2.618 |
0.8455 |
1.618 |
0.8421 |
1.000 |
0.8400 |
0.618 |
0.8387 |
HIGH |
0.8366 |
0.618 |
0.8353 |
0.500 |
0.8349 |
0.382 |
0.8344 |
LOW |
0.8332 |
0.618 |
0.8310 |
1.000 |
0.8298 |
1.618 |
0.8276 |
2.618 |
0.8242 |
4.250 |
0.8187 |
|
|
Fisher Pivots for day following 08-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8349 |
0.8338 |
PP |
0.8346 |
0.8336 |
S1 |
0.8343 |
0.8334 |
|