CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 22-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8360 |
0.8375 |
0.0015 |
0.2% |
0.8353 |
| High |
0.8371 |
0.8381 |
0.0010 |
0.1% |
0.8491 |
| Low |
0.8349 |
0.8301 |
-0.0048 |
-0.6% |
0.8350 |
| Close |
0.8358 |
0.8303 |
-0.0055 |
-0.7% |
0.8399 |
| Range |
0.0023 |
0.0080 |
0.0058 |
255.6% |
0.0141 |
| ATR |
0.0054 |
0.0056 |
0.0002 |
3.4% |
0.0000 |
| Volume |
35 |
181 |
146 |
417.1% |
570 |
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8568 |
0.8516 |
0.8347 |
|
| R3 |
0.8488 |
0.8436 |
0.8325 |
|
| R2 |
0.8408 |
0.8408 |
0.8318 |
|
| R1 |
0.8356 |
0.8356 |
0.8310 |
0.8342 |
| PP |
0.8328 |
0.8328 |
0.8328 |
0.8321 |
| S1 |
0.8276 |
0.8276 |
0.8296 |
0.8262 |
| S2 |
0.8248 |
0.8248 |
0.8288 |
|
| S3 |
0.8168 |
0.8196 |
0.8281 |
|
| S4 |
0.8088 |
0.8116 |
0.8259 |
|
|
| 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 |
0.8436 |
0.8301 |
0.0136 |
1.6% |
0.0045 |
0.5% |
2% |
False |
True |
132 |
| 10 |
0.8491 |
0.8301 |
0.0190 |
2.3% |
0.0046 |
0.5% |
1% |
False |
True |
104 |
| 20 |
0.8491 |
0.8281 |
0.0210 |
2.5% |
0.0051 |
0.6% |
11% |
False |
False |
122 |
| 40 |
0.8491 |
0.8259 |
0.0232 |
2.8% |
0.0061 |
0.7% |
19% |
False |
False |
85 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0059 |
0.7% |
48% |
False |
False |
60 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0052 |
0.6% |
48% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8721 |
|
2.618 |
0.8590 |
|
1.618 |
0.8510 |
|
1.000 |
0.8461 |
|
0.618 |
0.8430 |
|
HIGH |
0.8381 |
|
0.618 |
0.8350 |
|
0.500 |
0.8341 |
|
0.382 |
0.8331 |
|
LOW |
0.8301 |
|
0.618 |
0.8251 |
|
1.000 |
0.8221 |
|
1.618 |
0.8171 |
|
2.618 |
0.8091 |
|
4.250 |
0.7961 |
|
|
| Fisher Pivots for day following 22-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8341 |
0.8348 |
| PP |
0.8328 |
0.8333 |
| S1 |
0.8316 |
0.8318 |
|