CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 26-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2015 |
26-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8305 |
0.8260 |
-0.0045 |
-0.5% |
0.8405 |
| High |
0.8338 |
0.8310 |
-0.0028 |
-0.3% |
0.8414 |
| Low |
0.8251 |
0.8253 |
0.0002 |
0.0% |
0.8251 |
| Close |
0.8258 |
0.8283 |
0.0025 |
0.3% |
0.8258 |
| Range |
0.0087 |
0.0058 |
-0.0030 |
-33.9% |
0.0163 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
4,357 |
379 |
-3,978 |
-91.3% |
4,803 |
|
| Daily Pivots for day following 26-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8454 |
0.8426 |
0.8314 |
|
| R3 |
0.8397 |
0.8368 |
0.8298 |
|
| R2 |
0.8339 |
0.8339 |
0.8293 |
|
| R1 |
0.8311 |
0.8311 |
0.8288 |
0.8325 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8289 |
| S1 |
0.8253 |
0.8253 |
0.8277 |
0.8268 |
| S2 |
0.8224 |
0.8224 |
0.8272 |
|
| S3 |
0.8167 |
0.8196 |
0.8267 |
|
| S4 |
0.8109 |
0.8138 |
0.8251 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8795 |
0.8689 |
0.8347 |
|
| R3 |
0.8633 |
0.8527 |
0.8303 |
|
| R2 |
0.8470 |
0.8470 |
0.8288 |
|
| R1 |
0.8364 |
0.8364 |
0.8273 |
0.8336 |
| PP |
0.8308 |
0.8308 |
0.8308 |
0.8293 |
| S1 |
0.8202 |
0.8202 |
0.8243 |
0.8173 |
| S2 |
0.8145 |
0.8145 |
0.8228 |
|
| S3 |
0.7983 |
0.8039 |
0.8213 |
|
| S4 |
0.7820 |
0.7877 |
0.8169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8395 |
0.8251 |
0.0144 |
1.7% |
0.0057 |
0.7% |
22% |
False |
False |
1,028 |
| 10 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0055 |
0.7% |
13% |
False |
False |
574 |
| 20 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0052 |
0.6% |
13% |
False |
False |
339 |
| 40 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0061 |
0.7% |
13% |
False |
False |
203 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0060 |
0.7% |
45% |
False |
False |
138 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0054 |
0.6% |
45% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8554 |
|
2.618 |
0.8461 |
|
1.618 |
0.8403 |
|
1.000 |
0.8368 |
|
0.618 |
0.8346 |
|
HIGH |
0.8310 |
|
0.618 |
0.8288 |
|
0.500 |
0.8281 |
|
0.382 |
0.8274 |
|
LOW |
0.8253 |
|
0.618 |
0.8217 |
|
1.000 |
0.8195 |
|
1.618 |
0.8159 |
|
2.618 |
0.8102 |
|
4.250 |
0.8008 |
|
|
| Fisher Pivots for day following 26-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8282 |
0.8316 |
| PP |
0.8282 |
0.8305 |
| S1 |
0.8281 |
0.8294 |
|