CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 05-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2015 |
05-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8355 |
0.8368 |
0.0014 |
0.2% |
0.8333 |
| High |
0.8453 |
0.8368 |
-0.0085 |
-1.0% |
0.8453 |
| Low |
0.8333 |
0.8322 |
-0.0011 |
-0.1% |
0.8332 |
| Close |
0.8369 |
0.8327 |
-0.0042 |
-0.5% |
0.8369 |
| Range |
0.0120 |
0.0046 |
-0.0074 |
-61.7% |
0.0121 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
450 |
211 |
-239 |
-53.1% |
825 |
|
| Daily Pivots for day following 05-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8477 |
0.8448 |
0.8352 |
|
| R3 |
0.8431 |
0.8402 |
0.8340 |
|
| R2 |
0.8385 |
0.8385 |
0.8335 |
|
| R1 |
0.8356 |
0.8356 |
0.8331 |
0.8348 |
| PP |
0.8339 |
0.8339 |
0.8339 |
0.8335 |
| S1 |
0.8310 |
0.8310 |
0.8323 |
0.8302 |
| S2 |
0.8293 |
0.8293 |
0.8319 |
|
| S3 |
0.8247 |
0.8264 |
0.8314 |
|
| S4 |
0.8201 |
0.8218 |
0.8302 |
|
|
| 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 |
0.8322 |
0.0131 |
1.6% |
0.0067 |
0.8% |
4% |
False |
True |
156 |
| 10 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0066 |
0.8% |
27% |
False |
False |
130 |
| 20 |
0.8453 |
0.8279 |
0.0174 |
2.1% |
0.0068 |
0.8% |
28% |
False |
False |
105 |
| 40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0069 |
0.8% |
52% |
False |
False |
57 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0056 |
0.7% |
52% |
False |
False |
39 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0048 |
0.6% |
52% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8564 |
|
2.618 |
0.8488 |
|
1.618 |
0.8442 |
|
1.000 |
0.8414 |
|
0.618 |
0.8396 |
|
HIGH |
0.8368 |
|
0.618 |
0.8350 |
|
0.500 |
0.8345 |
|
0.382 |
0.8340 |
|
LOW |
0.8322 |
|
0.618 |
0.8294 |
|
1.000 |
0.8276 |
|
1.618 |
0.8248 |
|
2.618 |
0.8202 |
|
4.250 |
0.8127 |
|
|
| Fisher Pivots for day following 05-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8345 |
0.8388 |
| PP |
0.8339 |
0.8367 |
| S1 |
0.8333 |
0.8347 |
|