CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8427 |
0.8419 |
-0.0008 |
-0.1% |
0.8325 |
| High |
0.8475 |
0.8421 |
-0.0055 |
-0.6% |
0.8475 |
| Low |
0.8397 |
0.8362 |
-0.0035 |
-0.4% |
0.8321 |
| Close |
0.8425 |
0.8383 |
-0.0043 |
-0.5% |
0.8383 |
| Range |
0.0079 |
0.0059 |
-0.0020 |
-24.8% |
0.0154 |
| ATR |
0.0064 |
0.0064 |
0.0000 |
0.0% |
0.0000 |
| Volume |
164,005 |
109,091 |
-54,914 |
-33.5% |
609,206 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8565 |
0.8533 |
0.8415 |
|
| R3 |
0.8506 |
0.8474 |
0.8399 |
|
| R2 |
0.8447 |
0.8447 |
0.8393 |
|
| R1 |
0.8415 |
0.8415 |
0.8388 |
0.8402 |
| PP |
0.8388 |
0.8388 |
0.8388 |
0.8382 |
| S1 |
0.8356 |
0.8356 |
0.8377 |
0.8343 |
| S2 |
0.8329 |
0.8329 |
0.8372 |
|
| S3 |
0.8270 |
0.8297 |
0.8366 |
|
| S4 |
0.8211 |
0.8238 |
0.8350 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8773 |
0.8467 |
|
| R3 |
0.8701 |
0.8619 |
0.8425 |
|
| R2 |
0.8547 |
0.8547 |
0.8411 |
|
| R1 |
0.8465 |
0.8465 |
0.8397 |
0.8506 |
| PP |
0.8393 |
0.8393 |
0.8393 |
0.8413 |
| S1 |
0.8311 |
0.8311 |
0.8368 |
0.8352 |
| S2 |
0.8239 |
0.8239 |
0.8354 |
|
| S3 |
0.8085 |
0.8157 |
0.8340 |
|
| S4 |
0.7931 |
0.8003 |
0.8298 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8475 |
0.8321 |
0.0154 |
1.8% |
0.0058 |
0.7% |
40% |
False |
False |
121,841 |
| 10 |
0.8475 |
0.8302 |
0.0174 |
2.1% |
0.0048 |
0.6% |
47% |
False |
False |
122,840 |
| 20 |
0.8475 |
0.8260 |
0.0216 |
2.6% |
0.0060 |
0.7% |
57% |
False |
False |
142,401 |
| 40 |
0.8604 |
0.8114 |
0.0490 |
5.8% |
0.0082 |
1.0% |
55% |
False |
False |
100,597 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.2% |
0.0068 |
0.8% |
64% |
False |
False |
67,194 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.2% |
0.0063 |
0.7% |
64% |
False |
False |
50,447 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
65% |
False |
False |
40,380 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0056 |
0.7% |
65% |
False |
False |
33,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8671 |
|
2.618 |
0.8575 |
|
1.618 |
0.8516 |
|
1.000 |
0.8480 |
|
0.618 |
0.8457 |
|
HIGH |
0.8421 |
|
0.618 |
0.8398 |
|
0.500 |
0.8391 |
|
0.382 |
0.8384 |
|
LOW |
0.8362 |
|
0.618 |
0.8325 |
|
1.000 |
0.8303 |
|
1.618 |
0.8266 |
|
2.618 |
0.8207 |
|
4.250 |
0.8111 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8391 |
0.8414 |
| PP |
0.8388 |
0.8404 |
| S1 |
0.8385 |
0.8393 |
|