CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 12-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2015 |
12-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8348 |
0.8353 |
0.0005 |
0.1% |
0.8368 |
| High |
0.8368 |
0.8365 |
-0.0004 |
0.0% |
0.8384 |
| Low |
0.8334 |
0.8350 |
0.0016 |
0.2% |
0.8322 |
| Close |
0.8340 |
0.8363 |
0.0024 |
0.3% |
0.8340 |
| Range |
0.0034 |
0.0015 |
-0.0020 |
-57.4% |
0.0062 |
| ATR |
0.0061 |
0.0058 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
31 |
6 |
-25 |
-80.6% |
473 |
|
| Daily Pivots for day following 12-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8397 |
0.8371 |
|
| R3 |
0.8388 |
0.8383 |
0.8367 |
|
| R2 |
0.8374 |
0.8374 |
0.8366 |
|
| R1 |
0.8368 |
0.8368 |
0.8364 |
0.8371 |
| PP |
0.8359 |
0.8359 |
0.8359 |
0.8361 |
| S1 |
0.8354 |
0.8354 |
0.8362 |
0.8357 |
| S2 |
0.8345 |
0.8345 |
0.8360 |
|
| S3 |
0.8330 |
0.8339 |
0.8359 |
|
| S4 |
0.8316 |
0.8325 |
0.8355 |
|
|
| Weekly Pivots for week ending 09-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8534 |
0.8499 |
0.8374 |
|
| R3 |
0.8472 |
0.8437 |
0.8357 |
|
| R2 |
0.8410 |
0.8410 |
0.8351 |
|
| R1 |
0.8375 |
0.8375 |
0.8345 |
0.8362 |
| PP |
0.8348 |
0.8348 |
0.8348 |
0.8342 |
| S1 |
0.8313 |
0.8313 |
0.8334 |
0.8300 |
| S2 |
0.8286 |
0.8286 |
0.8328 |
|
| S3 |
0.8224 |
0.8251 |
0.8322 |
|
| S4 |
0.8162 |
0.8189 |
0.8305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8384 |
0.8322 |
0.0062 |
0.7% |
0.0030 |
0.4% |
67% |
False |
False |
53 |
| 10 |
0.8453 |
0.8322 |
0.0132 |
1.6% |
0.0049 |
0.6% |
32% |
False |
False |
105 |
| 20 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0059 |
0.7% |
48% |
False |
False |
111 |
| 40 |
0.8608 |
0.8066 |
0.0542 |
6.5% |
0.0068 |
0.8% |
55% |
False |
False |
62 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0056 |
0.7% |
59% |
False |
False |
43 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0049 |
0.6% |
59% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8426 |
|
2.618 |
0.8402 |
|
1.618 |
0.8388 |
|
1.000 |
0.8379 |
|
0.618 |
0.8373 |
|
HIGH |
0.8365 |
|
0.618 |
0.8359 |
|
0.500 |
0.8357 |
|
0.382 |
0.8356 |
|
LOW |
0.8350 |
|
0.618 |
0.8341 |
|
1.000 |
0.8336 |
|
1.618 |
0.8327 |
|
2.618 |
0.8312 |
|
4.250 |
0.8288 |
|
|
| Fisher Pivots for day following 12-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8361 |
0.8362 |
| PP |
0.8359 |
0.8360 |
| S1 |
0.8357 |
0.8359 |
|