CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 14-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2015 |
14-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8368 |
0.8386 |
0.0018 |
0.2% |
0.8368 |
| High |
0.8386 |
0.8456 |
0.0070 |
0.8% |
0.8384 |
| Low |
0.8354 |
0.8382 |
0.0028 |
0.3% |
0.8322 |
| Close |
0.8368 |
0.8440 |
0.0072 |
0.9% |
0.8340 |
| Range |
0.0032 |
0.0074 |
0.0043 |
134.9% |
0.0062 |
| ATR |
0.0056 |
0.0059 |
0.0002 |
4.0% |
0.0000 |
| Volume |
10 |
180 |
170 |
1,700.0% |
473 |
|
| Daily Pivots for day following 14-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8648 |
0.8618 |
0.8480 |
|
| R3 |
0.8574 |
0.8544 |
0.8460 |
|
| R2 |
0.8500 |
0.8500 |
0.8453 |
|
| R1 |
0.8470 |
0.8470 |
0.8446 |
0.8485 |
| PP |
0.8426 |
0.8426 |
0.8426 |
0.8433 |
| S1 |
0.8396 |
0.8396 |
0.8433 |
0.8411 |
| S2 |
0.8352 |
0.8352 |
0.8426 |
|
| S3 |
0.8278 |
0.8322 |
0.8419 |
|
| S4 |
0.8204 |
0.8248 |
0.8399 |
|
|
| 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 |
0.8456 |
0.8334 |
0.0122 |
1.4% |
0.0037 |
0.4% |
87% |
True |
False |
51 |
| 10 |
0.8456 |
0.8322 |
0.0134 |
1.6% |
0.0048 |
0.6% |
88% |
True |
False |
114 |
| 20 |
0.8456 |
0.8281 |
0.0175 |
2.1% |
0.0058 |
0.7% |
91% |
True |
False |
113 |
| 40 |
0.8608 |
0.8081 |
0.0527 |
6.2% |
0.0070 |
0.8% |
68% |
False |
False |
67 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0057 |
0.7% |
71% |
False |
False |
46 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0050 |
0.6% |
71% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8770 |
|
2.618 |
0.8649 |
|
1.618 |
0.8575 |
|
1.000 |
0.8530 |
|
0.618 |
0.8501 |
|
HIGH |
0.8456 |
|
0.618 |
0.8427 |
|
0.500 |
0.8419 |
|
0.382 |
0.8410 |
|
LOW |
0.8382 |
|
0.618 |
0.8336 |
|
1.000 |
0.8308 |
|
1.618 |
0.8262 |
|
2.618 |
0.8188 |
|
4.250 |
0.8067 |
|
|
| Fisher Pivots for day following 14-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8433 |
0.8427 |
| PP |
0.8426 |
0.8415 |
| S1 |
0.8419 |
0.8403 |
|