CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 15-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2015 |
15-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8356 |
0.8427 |
0.0071 |
0.8% |
0.8342 |
| High |
0.8442 |
0.8475 |
0.0034 |
0.4% |
0.8366 |
| Low |
0.8354 |
0.8397 |
0.0043 |
0.5% |
0.8302 |
| Close |
0.8423 |
0.8425 |
0.0003 |
0.0% |
0.8321 |
| Range |
0.0088 |
0.0079 |
-0.0010 |
-10.8% |
0.0064 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.8% |
0.0000 |
| Volume |
167,779 |
164,005 |
-3,774 |
-2.2% |
619,203 |
|
| Daily Pivots for day following 15-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8668 |
0.8625 |
0.8468 |
|
| R3 |
0.8589 |
0.8546 |
0.8447 |
|
| R2 |
0.8511 |
0.8511 |
0.8439 |
|
| R1 |
0.8468 |
0.8468 |
0.8432 |
0.8450 |
| PP |
0.8432 |
0.8432 |
0.8432 |
0.8423 |
| S1 |
0.8389 |
0.8389 |
0.8418 |
0.8372 |
| S2 |
0.8354 |
0.8354 |
0.8411 |
|
| S3 |
0.8275 |
0.8311 |
0.8403 |
|
| S4 |
0.8197 |
0.8232 |
0.8382 |
|
|
| 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 |
0.8475 |
0.8315 |
0.0161 |
1.9% |
0.0053 |
0.6% |
69% |
True |
False |
123,646 |
| 10 |
0.8475 |
0.8302 |
0.0174 |
2.1% |
0.0054 |
0.6% |
71% |
True |
False |
139,364 |
| 20 |
0.8475 |
0.8260 |
0.0216 |
2.6% |
0.0062 |
0.7% |
77% |
True |
False |
145,655 |
| 40 |
0.8604 |
0.8070 |
0.0534 |
6.3% |
0.0082 |
1.0% |
67% |
False |
False |
97,881 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.2% |
0.0067 |
0.8% |
71% |
False |
False |
65,376 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.2% |
0.0063 |
0.7% |
71% |
False |
False |
49,085 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.4% |
0.0060 |
0.7% |
72% |
False |
False |
39,290 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.4% |
0.0055 |
0.7% |
72% |
False |
False |
32,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8809 |
|
2.618 |
0.8681 |
|
1.618 |
0.8602 |
|
1.000 |
0.8554 |
|
0.618 |
0.8524 |
|
HIGH |
0.8475 |
|
0.618 |
0.8445 |
|
0.500 |
0.8436 |
|
0.382 |
0.8426 |
|
LOW |
0.8397 |
|
0.618 |
0.8348 |
|
1.000 |
0.8318 |
|
1.618 |
0.8269 |
|
2.618 |
0.8191 |
|
4.250 |
0.8063 |
|
|
| Fisher Pivots for day following 15-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8436 |
0.8418 |
| PP |
0.8432 |
0.8411 |
| S1 |
0.8429 |
0.8405 |
|