CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 29-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8316 |
0.8281 |
-0.0036 |
-0.4% |
0.8405 |
| High |
0.8354 |
0.8313 |
-0.0042 |
-0.5% |
0.8414 |
| Low |
0.8268 |
0.8274 |
0.0006 |
0.1% |
0.8251 |
| Close |
0.8270 |
0.8277 |
0.0008 |
0.1% |
0.8258 |
| Range |
0.0086 |
0.0039 |
-0.0047 |
-54.7% |
0.0163 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
444 |
318 |
-126 |
-28.4% |
4,803 |
|
| Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8405 |
0.8380 |
0.8298 |
|
| R3 |
0.8366 |
0.8341 |
0.8288 |
|
| R2 |
0.8327 |
0.8327 |
0.8284 |
|
| R1 |
0.8302 |
0.8302 |
0.8281 |
0.8295 |
| PP |
0.8288 |
0.8288 |
0.8288 |
0.8284 |
| S1 |
0.8263 |
0.8263 |
0.8273 |
0.8256 |
| S2 |
0.8249 |
0.8249 |
0.8270 |
|
| S3 |
0.8210 |
0.8224 |
0.8266 |
|
| S4 |
0.8171 |
0.8185 |
0.8256 |
|
|
| 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 |
0.8354 |
0.8251 |
0.0103 |
1.2% |
0.0066 |
0.8% |
25% |
False |
False |
1,182 |
| 10 |
0.8436 |
0.8251 |
0.0185 |
2.2% |
0.0056 |
0.7% |
14% |
False |
False |
657 |
| 20 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0053 |
0.6% |
11% |
False |
False |
392 |
| 40 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0060 |
0.7% |
11% |
False |
False |
232 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0062 |
0.7% |
44% |
False |
False |
158 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0054 |
0.6% |
44% |
False |
False |
119 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0048 |
0.6% |
44% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8478 |
|
2.618 |
0.8415 |
|
1.618 |
0.8376 |
|
1.000 |
0.8352 |
|
0.618 |
0.8337 |
|
HIGH |
0.8313 |
|
0.618 |
0.8298 |
|
0.500 |
0.8293 |
|
0.382 |
0.8288 |
|
LOW |
0.8274 |
|
0.618 |
0.8249 |
|
1.000 |
0.8235 |
|
1.618 |
0.8210 |
|
2.618 |
0.8171 |
|
4.250 |
0.8108 |
|
|
| Fisher Pivots for day following 29-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8293 |
0.8311 |
| PP |
0.8288 |
0.8300 |
| S1 |
0.8282 |
0.8288 |
|