CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8388 |
0.8374 |
-0.0014 |
-0.2% |
0.8325 |
| High |
0.8399 |
0.8380 |
-0.0019 |
-0.2% |
0.8475 |
| Low |
0.8366 |
0.8340 |
-0.0026 |
-0.3% |
0.8321 |
| Close |
0.8376 |
0.8344 |
-0.0032 |
-0.4% |
0.8383 |
| Range |
0.0033 |
0.0040 |
0.0007 |
19.7% |
0.0154 |
| ATR |
0.0062 |
0.0060 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
82,023 |
106,374 |
24,351 |
29.7% |
609,206 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8473 |
0.8448 |
0.8366 |
|
| R3 |
0.8434 |
0.8409 |
0.8355 |
|
| R2 |
0.8394 |
0.8394 |
0.8351 |
|
| R1 |
0.8369 |
0.8369 |
0.8348 |
0.8362 |
| PP |
0.8355 |
0.8355 |
0.8355 |
0.8351 |
| S1 |
0.8330 |
0.8330 |
0.8340 |
0.8322 |
| S2 |
0.8315 |
0.8315 |
0.8337 |
|
| S3 |
0.8276 |
0.8290 |
0.8333 |
|
| S4 |
0.8236 |
0.8251 |
0.8322 |
|
|
| 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 |
0.8340 |
0.0135 |
1.6% |
0.0060 |
0.7% |
3% |
False |
True |
125,854 |
| 10 |
0.8475 |
0.8315 |
0.0161 |
1.9% |
0.0047 |
0.6% |
18% |
False |
False |
117,215 |
| 20 |
0.8475 |
0.8260 |
0.0216 |
2.6% |
0.0057 |
0.7% |
39% |
False |
False |
140,745 |
| 40 |
0.8475 |
0.8229 |
0.0246 |
2.9% |
0.0071 |
0.9% |
47% |
False |
False |
105,263 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0068 |
0.8% |
57% |
False |
False |
70,330 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0063 |
0.8% |
57% |
False |
False |
52,801 |
| 100 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0060 |
0.7% |
59% |
False |
False |
42,262 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.5% |
0.0056 |
0.7% |
59% |
False |
False |
35,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8547 |
|
2.618 |
0.8483 |
|
1.618 |
0.8443 |
|
1.000 |
0.8419 |
|
0.618 |
0.8404 |
|
HIGH |
0.8380 |
|
0.618 |
0.8364 |
|
0.500 |
0.8360 |
|
0.382 |
0.8355 |
|
LOW |
0.8340 |
|
0.618 |
0.8316 |
|
1.000 |
0.8301 |
|
1.618 |
0.8276 |
|
2.618 |
0.8237 |
|
4.250 |
0.8172 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8360 |
0.8380 |
| PP |
0.8355 |
0.8368 |
| S1 |
0.8349 |
0.8356 |
|