CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8309 |
0.8260 |
-0.0049 |
-0.6% |
0.8388 |
| High |
0.8350 |
0.8297 |
-0.0054 |
-0.6% |
0.8399 |
| Low |
0.8250 |
0.8256 |
0.0006 |
0.1% |
0.8232 |
| Close |
0.8252 |
0.8260 |
0.0008 |
0.1% |
0.8241 |
| Range |
0.0101 |
0.0041 |
-0.0060 |
-59.2% |
0.0167 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
143,875 |
122,974 |
-20,901 |
-14.5% |
629,660 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8394 |
0.8368 |
0.8282 |
|
| R3 |
0.8353 |
0.8327 |
0.8271 |
|
| R2 |
0.8312 |
0.8312 |
0.8267 |
|
| R1 |
0.8286 |
0.8286 |
0.8263 |
0.8278 |
| PP |
0.8271 |
0.8271 |
0.8271 |
0.8267 |
| S1 |
0.8245 |
0.8245 |
0.8256 |
0.8237 |
| S2 |
0.8230 |
0.8230 |
0.8252 |
|
| S3 |
0.8189 |
0.8204 |
0.8248 |
|
| S4 |
0.8148 |
0.8163 |
0.8237 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8790 |
0.8682 |
0.8333 |
|
| R3 |
0.8624 |
0.8516 |
0.8287 |
|
| R2 |
0.8457 |
0.8457 |
0.8272 |
|
| R1 |
0.8349 |
0.8349 |
0.8256 |
0.8320 |
| PP |
0.8291 |
0.8291 |
0.8291 |
0.8276 |
| S1 |
0.8183 |
0.8183 |
0.8226 |
0.8153 |
| S2 |
0.8124 |
0.8124 |
0.8210 |
|
| S3 |
0.7958 |
0.8016 |
0.8195 |
|
| S4 |
0.7791 |
0.7850 |
0.8149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8350 |
0.8232 |
0.0118 |
1.4% |
0.0072 |
0.9% |
23% |
False |
False |
132,757 |
| 10 |
0.8421 |
0.8232 |
0.0189 |
2.3% |
0.0059 |
0.7% |
15% |
False |
False |
122,641 |
| 20 |
0.8475 |
0.8232 |
0.0243 |
2.9% |
0.0057 |
0.7% |
11% |
False |
False |
131,003 |
| 40 |
0.8475 |
0.8232 |
0.0243 |
2.9% |
0.0066 |
0.8% |
11% |
False |
False |
127,932 |
| 60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0071 |
0.9% |
43% |
False |
False |
85,793 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0063 |
0.8% |
43% |
False |
False |
64,384 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0061 |
0.7% |
43% |
False |
False |
51,539 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.6% |
0.0059 |
0.7% |
45% |
False |
False |
42,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8471 |
|
2.618 |
0.8404 |
|
1.618 |
0.8363 |
|
1.000 |
0.8338 |
|
0.618 |
0.8322 |
|
HIGH |
0.8297 |
|
0.618 |
0.8281 |
|
0.500 |
0.8276 |
|
0.382 |
0.8271 |
|
LOW |
0.8256 |
|
0.618 |
0.8230 |
|
1.000 |
0.8215 |
|
1.618 |
0.8189 |
|
2.618 |
0.8148 |
|
4.250 |
0.8081 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8276 |
0.8300 |
| PP |
0.8271 |
0.8286 |
| S1 |
0.8265 |
0.8273 |
|