CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 30-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8281 |
0.8308 |
0.0027 |
0.3% |
0.8260 |
| High |
0.8313 |
0.8335 |
0.0023 |
0.3% |
0.8354 |
| Low |
0.8274 |
0.8253 |
-0.0021 |
-0.3% |
0.8253 |
| Close |
0.8277 |
0.8306 |
0.0029 |
0.4% |
0.8306 |
| Range |
0.0039 |
0.0083 |
0.0044 |
111.5% |
0.0102 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.8% |
0.0000 |
| Volume |
318 |
916 |
598 |
188.1% |
2,469 |
|
| Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8545 |
0.8508 |
0.8351 |
|
| R3 |
0.8463 |
0.8426 |
0.8329 |
|
| R2 |
0.8380 |
0.8380 |
0.8321 |
|
| R1 |
0.8343 |
0.8343 |
0.8314 |
0.8321 |
| PP |
0.8298 |
0.8298 |
0.8298 |
0.8287 |
| S1 |
0.8261 |
0.8261 |
0.8298 |
0.8238 |
| S2 |
0.8215 |
0.8215 |
0.8291 |
|
| S3 |
0.8133 |
0.8178 |
0.8283 |
|
| S4 |
0.8050 |
0.8096 |
0.8261 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8609 |
0.8559 |
0.8362 |
|
| R3 |
0.8507 |
0.8457 |
0.8334 |
|
| R2 |
0.8406 |
0.8406 |
0.8325 |
|
| R1 |
0.8356 |
0.8356 |
0.8315 |
0.8381 |
| PP |
0.8304 |
0.8304 |
0.8304 |
0.8317 |
| S1 |
0.8254 |
0.8254 |
0.8297 |
0.8279 |
| S2 |
0.8203 |
0.8203 |
0.8287 |
|
| S3 |
0.8101 |
0.8153 |
0.8278 |
|
| S4 |
0.8000 |
0.8051 |
0.8250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8354 |
0.8253 |
0.0102 |
1.2% |
0.0065 |
0.8% |
53% |
False |
True |
493 |
| 10 |
0.8414 |
0.8251 |
0.0163 |
2.0% |
0.0058 |
0.7% |
34% |
False |
False |
727 |
| 20 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0051 |
0.6% |
23% |
False |
False |
415 |
| 40 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0060 |
0.7% |
23% |
False |
False |
255 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0063 |
0.8% |
49% |
False |
False |
173 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0054 |
0.7% |
49% |
False |
False |
130 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0049 |
0.6% |
49% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8686 |
|
2.618 |
0.8551 |
|
1.618 |
0.8468 |
|
1.000 |
0.8418 |
|
0.618 |
0.8386 |
|
HIGH |
0.8335 |
|
0.618 |
0.8303 |
|
0.500 |
0.8294 |
|
0.382 |
0.8284 |
|
LOW |
0.8253 |
|
0.618 |
0.8202 |
|
1.000 |
0.8170 |
|
1.618 |
0.8119 |
|
2.618 |
0.8037 |
|
4.250 |
0.7902 |
|
|
| Fisher Pivots for day following 30-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8302 |
0.8305 |
| PP |
0.8298 |
0.8304 |
| S1 |
0.8294 |
0.8303 |
|