CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 19-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2015 |
19-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8436 |
0.8405 |
-0.0031 |
-0.4% |
0.8353 |
| High |
0.8436 |
0.8414 |
-0.0023 |
-0.3% |
0.8491 |
| Low |
0.8378 |
0.8385 |
0.0007 |
0.1% |
0.8350 |
| Close |
0.8399 |
0.8392 |
-0.0007 |
-0.1% |
0.8399 |
| Range |
0.0058 |
0.0029 |
-0.0030 |
-50.9% |
0.0141 |
| ATR |
0.0060 |
0.0058 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
214 |
40 |
-174 |
-81.3% |
570 |
|
| Daily Pivots for day following 19-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8482 |
0.8466 |
0.8408 |
|
| R3 |
0.8454 |
0.8437 |
0.8400 |
|
| R2 |
0.8425 |
0.8425 |
0.8397 |
|
| R1 |
0.8409 |
0.8409 |
0.8395 |
0.8403 |
| PP |
0.8397 |
0.8397 |
0.8397 |
0.8394 |
| S1 |
0.8380 |
0.8380 |
0.8389 |
0.8374 |
| S2 |
0.8368 |
0.8368 |
0.8387 |
|
| S3 |
0.8340 |
0.8352 |
0.8384 |
|
| S4 |
0.8311 |
0.8323 |
0.8376 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8835 |
0.8757 |
0.8476 |
|
| R3 |
0.8694 |
0.8617 |
0.8437 |
|
| R2 |
0.8554 |
0.8554 |
0.8424 |
|
| R1 |
0.8476 |
0.8476 |
0.8411 |
0.8515 |
| PP |
0.8413 |
0.8413 |
0.8413 |
0.8432 |
| S1 |
0.8336 |
0.8336 |
0.8386 |
0.8374 |
| S2 |
0.8273 |
0.8273 |
0.8373 |
|
| S3 |
0.8132 |
0.8195 |
0.8360 |
|
| S4 |
0.7992 |
0.8055 |
0.8321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8491 |
0.8354 |
0.0137 |
1.6% |
0.0054 |
0.6% |
28% |
False |
False |
120 |
| 10 |
0.8491 |
0.8322 |
0.0169 |
2.0% |
0.0042 |
0.5% |
42% |
False |
False |
87 |
| 20 |
0.8491 |
0.8281 |
0.0210 |
2.5% |
0.0054 |
0.6% |
53% |
False |
False |
108 |
| 40 |
0.8608 |
0.8259 |
0.0350 |
4.2% |
0.0071 |
0.8% |
38% |
False |
False |
77 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0059 |
0.7% |
63% |
False |
False |
53 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0051 |
0.6% |
63% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8535 |
|
2.618 |
0.8488 |
|
1.618 |
0.8460 |
|
1.000 |
0.8442 |
|
0.618 |
0.8431 |
|
HIGH |
0.8414 |
|
0.618 |
0.8403 |
|
0.500 |
0.8399 |
|
0.382 |
0.8396 |
|
LOW |
0.8385 |
|
0.618 |
0.8367 |
|
1.000 |
0.8357 |
|
1.618 |
0.8339 |
|
2.618 |
0.8310 |
|
4.250 |
0.8264 |
|
|
| Fisher Pivots for day following 19-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8399 |
0.8434 |
| PP |
0.8397 |
0.8420 |
| S1 |
0.8394 |
0.8406 |
|