CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 02-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2015 |
02-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.8354 |
0.8355 |
0.0001 |
0.0% |
0.8333 |
High |
0.8395 |
0.8453 |
0.0059 |
0.7% |
0.8453 |
Low |
0.8341 |
0.8333 |
-0.0008 |
-0.1% |
0.8332 |
Close |
0.8365 |
0.8369 |
0.0005 |
0.1% |
0.8369 |
Range |
0.0054 |
0.0120 |
0.0067 |
124.3% |
0.0121 |
ATR |
0.0068 |
0.0072 |
0.0004 |
5.4% |
0.0000 |
Volume |
25 |
450 |
425 |
1,700.0% |
825 |
|
Daily Pivots for day following 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8745 |
0.8677 |
0.8435 |
|
R3 |
0.8625 |
0.8557 |
0.8402 |
|
R2 |
0.8505 |
0.8505 |
0.8391 |
|
R1 |
0.8437 |
0.8437 |
0.8380 |
0.8471 |
PP |
0.8385 |
0.8385 |
0.8385 |
0.8402 |
S1 |
0.8317 |
0.8317 |
0.8358 |
0.8351 |
S2 |
0.8265 |
0.8265 |
0.8347 |
|
S3 |
0.8145 |
0.8197 |
0.8336 |
|
S4 |
0.8025 |
0.8077 |
0.8303 |
|
|
Weekly Pivots for week ending 02-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8748 |
0.8679 |
0.8436 |
|
R3 |
0.8627 |
0.8558 |
0.8402 |
|
R2 |
0.8506 |
0.8506 |
0.8391 |
|
R1 |
0.8437 |
0.8437 |
0.8380 |
0.8472 |
PP |
0.8385 |
0.8385 |
0.8385 |
0.8402 |
S1 |
0.8316 |
0.8316 |
0.8358 |
0.8351 |
S2 |
0.8264 |
0.8264 |
0.8347 |
|
S3 |
0.8143 |
0.8195 |
0.8336 |
|
S4 |
0.8022 |
0.8074 |
0.8302 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8453 |
0.8332 |
0.0121 |
1.4% |
0.0069 |
0.8% |
31% |
True |
False |
165 |
10 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0068 |
0.8% |
51% |
True |
False |
119 |
20 |
0.8453 |
0.8279 |
0.0174 |
2.1% |
0.0070 |
0.8% |
52% |
True |
False |
94 |
40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0069 |
0.8% |
60% |
False |
False |
52 |
60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
60% |
False |
False |
35 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0048 |
0.6% |
60% |
False |
False |
28 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8963 |
2.618 |
0.8767 |
1.618 |
0.8647 |
1.000 |
0.8573 |
0.618 |
0.8527 |
HIGH |
0.8453 |
0.618 |
0.8407 |
0.500 |
0.8393 |
0.382 |
0.8379 |
LOW |
0.8333 |
0.618 |
0.8259 |
1.000 |
0.8213 |
1.618 |
0.8139 |
2.618 |
0.8019 |
4.250 |
0.7823 |
|
|
Fisher Pivots for day following 02-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8393 |
0.8393 |
PP |
0.8385 |
0.8385 |
S1 |
0.8377 |
0.8377 |
|