CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 13-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.8325 |
0.8338 |
0.0013 |
0.2% |
0.8342 |
High |
0.8347 |
0.8370 |
0.0023 |
0.3% |
0.8366 |
Low |
0.8321 |
0.8334 |
0.0013 |
0.2% |
0.8302 |
Close |
0.8345 |
0.8350 |
0.0006 |
0.1% |
0.8321 |
Range |
0.0026 |
0.0036 |
0.0010 |
38.5% |
0.0064 |
ATR |
0.0063 |
0.0061 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
57,672 |
110,659 |
52,987 |
91.9% |
619,203 |
|
Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8459 |
0.8441 |
0.8370 |
|
R3 |
0.8423 |
0.8405 |
0.8360 |
|
R2 |
0.8387 |
0.8387 |
0.8357 |
|
R1 |
0.8369 |
0.8369 |
0.8353 |
0.8378 |
PP |
0.8351 |
0.8351 |
0.8351 |
0.8356 |
S1 |
0.8333 |
0.8333 |
0.8347 |
0.8342 |
S2 |
0.8315 |
0.8315 |
0.8343 |
|
S3 |
0.8279 |
0.8297 |
0.8340 |
|
S4 |
0.8243 |
0.8261 |
0.8330 |
|
|
Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8521 |
0.8485 |
0.8356 |
|
R3 |
0.8457 |
0.8421 |
0.8339 |
|
R2 |
0.8393 |
0.8393 |
0.8333 |
|
R1 |
0.8357 |
0.8357 |
0.8327 |
0.8343 |
PP |
0.8329 |
0.8329 |
0.8329 |
0.8322 |
S1 |
0.8293 |
0.8293 |
0.8315 |
0.8279 |
S2 |
0.8265 |
0.8265 |
0.8309 |
|
S3 |
0.8201 |
0.8229 |
0.8303 |
|
S4 |
0.8137 |
0.8165 |
0.8286 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8370 |
0.8315 |
0.0056 |
0.7% |
0.0035 |
0.4% |
64% |
True |
False |
108,576 |
10 |
0.8434 |
0.8302 |
0.0133 |
1.6% |
0.0049 |
0.6% |
37% |
False |
False |
137,188 |
20 |
0.8434 |
0.8260 |
0.0175 |
2.1% |
0.0060 |
0.7% |
52% |
False |
False |
142,554 |
40 |
0.8604 |
0.8048 |
0.0556 |
6.7% |
0.0079 |
0.9% |
54% |
False |
False |
89,592 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0066 |
0.8% |
58% |
False |
False |
59,852 |
80 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0061 |
0.7% |
58% |
False |
False |
44,938 |
100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
60% |
False |
False |
35,972 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0054 |
0.6% |
60% |
False |
False |
29,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8523 |
2.618 |
0.8464 |
1.618 |
0.8428 |
1.000 |
0.8406 |
0.618 |
0.8392 |
HIGH |
0.8370 |
0.618 |
0.8356 |
0.500 |
0.8352 |
0.382 |
0.8348 |
LOW |
0.8334 |
0.618 |
0.8312 |
1.000 |
0.8298 |
1.618 |
0.8276 |
2.618 |
0.8240 |
4.250 |
0.8181 |
|
|
Fisher Pivots for day following 13-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8352 |
0.8347 |
PP |
0.8351 |
0.8345 |
S1 |
0.8351 |
0.8342 |
|