CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 28-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8295 |
0.8316 |
0.0022 |
0.3% |
0.8405 |
| High |
0.8342 |
0.8354 |
0.0012 |
0.1% |
0.8414 |
| Low |
0.8280 |
0.8268 |
-0.0012 |
-0.1% |
0.8251 |
| Close |
0.8332 |
0.8270 |
-0.0063 |
-0.8% |
0.8258 |
| Range |
0.0062 |
0.0086 |
0.0024 |
38.7% |
0.0163 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
3.4% |
0.0000 |
| Volume |
412 |
444 |
32 |
7.8% |
4,803 |
|
| Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8555 |
0.8498 |
0.8317 |
|
| R3 |
0.8469 |
0.8412 |
0.8293 |
|
| R2 |
0.8383 |
0.8383 |
0.8285 |
|
| R1 |
0.8326 |
0.8326 |
0.8277 |
0.8312 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8290 |
| S1 |
0.8240 |
0.8240 |
0.8262 |
0.8226 |
| S2 |
0.8211 |
0.8211 |
0.8254 |
|
| S3 |
0.8125 |
0.8154 |
0.8246 |
|
| S4 |
0.8039 |
0.8068 |
0.8222 |
|
|
| 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% |
0.0075 |
0.9% |
14% |
False |
False |
1,154 |
| 10 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0059 |
0.7% |
8% |
False |
False |
641 |
| 20 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0054 |
0.6% |
8% |
False |
False |
377 |
| 40 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0060 |
0.7% |
8% |
False |
False |
224 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0062 |
0.7% |
43% |
False |
False |
152 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
43% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8720 |
|
2.618 |
0.8579 |
|
1.618 |
0.8493 |
|
1.000 |
0.8440 |
|
0.618 |
0.8407 |
|
HIGH |
0.8354 |
|
0.618 |
0.8321 |
|
0.500 |
0.8311 |
|
0.382 |
0.8301 |
|
LOW |
0.8268 |
|
0.618 |
0.8215 |
|
1.000 |
0.8182 |
|
1.618 |
0.8129 |
|
2.618 |
0.8043 |
|
4.250 |
0.7903 |
|
|
| Fisher Pivots for day following 28-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8311 |
0.8303 |
| PP |
0.8297 |
0.8292 |
| S1 |
0.8283 |
0.8281 |
|