CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 07-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2015 |
07-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.8328 |
0.8336 |
0.0008 |
0.1% |
0.8333 |
High |
0.8352 |
0.8376 |
0.0024 |
0.3% |
0.8453 |
Low |
0.8322 |
0.8336 |
0.0014 |
0.2% |
0.8332 |
Close |
0.8344 |
0.8365 |
0.0021 |
0.2% |
0.8369 |
Range |
0.0031 |
0.0041 |
0.0010 |
32.8% |
0.0121 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
131 |
72 |
-59 |
-45.0% |
825 |
|
Daily Pivots for day following 07-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8480 |
0.8463 |
0.8387 |
|
R3 |
0.8440 |
0.8422 |
0.8376 |
|
R2 |
0.8399 |
0.8399 |
0.8372 |
|
R1 |
0.8382 |
0.8382 |
0.8368 |
0.8391 |
PP |
0.8359 |
0.8359 |
0.8359 |
0.8363 |
S1 |
0.8341 |
0.8341 |
0.8361 |
0.8350 |
S2 |
0.8318 |
0.8318 |
0.8357 |
|
S3 |
0.8278 |
0.8301 |
0.8353 |
|
S4 |
0.8237 |
0.8260 |
0.8342 |
|
|
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 |
0.0132 |
1.6% |
0.0058 |
0.7% |
33% |
False |
False |
177 |
10 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0062 |
0.7% |
49% |
False |
False |
144 |
20 |
0.8453 |
0.8279 |
0.0174 |
2.1% |
0.0063 |
0.8% |
49% |
False |
False |
109 |
40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0069 |
0.8% |
59% |
False |
False |
61 |
60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0056 |
0.7% |
59% |
False |
False |
42 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0048 |
0.6% |
59% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8548 |
2.618 |
0.8482 |
1.618 |
0.8442 |
1.000 |
0.8417 |
0.618 |
0.8401 |
HIGH |
0.8376 |
0.618 |
0.8361 |
0.500 |
0.8356 |
0.382 |
0.8351 |
LOW |
0.8336 |
0.618 |
0.8310 |
1.000 |
0.8295 |
1.618 |
0.8270 |
2.618 |
0.8229 |
4.250 |
0.8163 |
|
|
Fisher Pivots for day following 07-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8362 |
0.8359 |
PP |
0.8359 |
0.8354 |
S1 |
0.8356 |
0.8349 |
|