CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 27-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8260 |
0.8295 |
0.0035 |
0.4% |
0.8405 |
| High |
0.8310 |
0.8342 |
0.0032 |
0.4% |
0.8414 |
| Low |
0.8253 |
0.8280 |
0.0027 |
0.3% |
0.8251 |
| Close |
0.8283 |
0.8332 |
0.0050 |
0.6% |
0.8258 |
| Range |
0.0058 |
0.0062 |
0.0005 |
7.8% |
0.0163 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.5% |
0.0000 |
| Volume |
379 |
412 |
33 |
8.7% |
4,803 |
|
| Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8504 |
0.8480 |
0.8366 |
|
| R3 |
0.8442 |
0.8418 |
0.8349 |
|
| R2 |
0.8380 |
0.8380 |
0.8343 |
|
| R1 |
0.8356 |
0.8356 |
0.8338 |
0.8368 |
| PP |
0.8318 |
0.8318 |
0.8318 |
0.8324 |
| S1 |
0.8294 |
0.8294 |
0.8326 |
0.8306 |
| S2 |
0.8256 |
0.8256 |
0.8321 |
|
| S3 |
0.8194 |
0.8232 |
0.8315 |
|
| S4 |
0.8132 |
0.8170 |
0.8298 |
|
|
| 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 |
0.8381 |
0.8251 |
0.0130 |
1.6% |
0.0062 |
0.7% |
63% |
False |
False |
1,072 |
| 10 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0058 |
0.7% |
34% |
False |
False |
614 |
| 20 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0052 |
0.6% |
34% |
False |
False |
357 |
| 40 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0061 |
0.7% |
34% |
False |
False |
213 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0061 |
0.7% |
53% |
False |
False |
145 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0054 |
0.7% |
53% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8606 |
|
2.618 |
0.8504 |
|
1.618 |
0.8442 |
|
1.000 |
0.8404 |
|
0.618 |
0.8380 |
|
HIGH |
0.8342 |
|
0.618 |
0.8318 |
|
0.500 |
0.8311 |
|
0.382 |
0.8304 |
|
LOW |
0.8280 |
|
0.618 |
0.8242 |
|
1.000 |
0.8218 |
|
1.618 |
0.8180 |
|
2.618 |
0.8118 |
|
4.250 |
0.8016 |
|
|
| Fisher Pivots for day following 27-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8325 |
0.8320 |
| PP |
0.8318 |
0.8308 |
| S1 |
0.8311 |
0.8297 |
|