CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 08-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8134 |
0.8124 |
-0.0010 |
-0.1% |
0.8165 |
| High |
0.8139 |
0.8168 |
0.0030 |
0.4% |
0.8195 |
| Low |
0.8118 |
0.8123 |
0.0005 |
0.1% |
0.8108 |
| Close |
0.8129 |
0.8146 |
0.0017 |
0.2% |
0.8138 |
| Range |
0.0021 |
0.0046 |
0.0025 |
122.0% |
0.0087 |
| ATR |
0.0049 |
0.0048 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
38,506 |
32,110 |
-6,396 |
-16.6% |
41,061 |
|
| Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8282 |
0.8259 |
0.8171 |
|
| R3 |
0.8236 |
0.8214 |
0.8158 |
|
| R2 |
0.8191 |
0.8191 |
0.8154 |
|
| R1 |
0.8168 |
0.8168 |
0.8150 |
0.8180 |
| PP |
0.8145 |
0.8145 |
0.8145 |
0.8151 |
| S1 |
0.8123 |
0.8123 |
0.8141 |
0.8134 |
| S2 |
0.8100 |
0.8100 |
0.8137 |
|
| S3 |
0.8054 |
0.8077 |
0.8133 |
|
| S4 |
0.8009 |
0.8032 |
0.8120 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8408 |
0.8360 |
0.8185 |
|
| R3 |
0.8321 |
0.8273 |
0.8161 |
|
| R2 |
0.8234 |
0.8234 |
0.8153 |
|
| R1 |
0.8186 |
0.8186 |
0.8145 |
0.8166 |
| PP |
0.8147 |
0.8147 |
0.8147 |
0.8137 |
| S1 |
0.8099 |
0.8099 |
0.8130 |
0.8079 |
| S2 |
0.8060 |
0.8060 |
0.8122 |
|
| S3 |
0.7973 |
0.8012 |
0.8114 |
|
| S4 |
0.7886 |
0.7925 |
0.8090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8195 |
0.8108 |
0.0087 |
1.1% |
0.0054 |
0.7% |
43% |
False |
False |
20,287 |
| 10 |
0.8201 |
0.8108 |
0.0093 |
1.1% |
0.0047 |
0.6% |
41% |
False |
False |
11,345 |
| 20 |
0.8204 |
0.8103 |
0.0101 |
1.2% |
0.0042 |
0.5% |
42% |
False |
False |
5,929 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0049 |
0.6% |
11% |
False |
False |
3,229 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0052 |
0.6% |
11% |
False |
False |
2,190 |
| 80 |
0.8608 |
0.8066 |
0.0542 |
6.7% |
0.0059 |
0.7% |
15% |
False |
False |
1,646 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0053 |
0.7% |
22% |
False |
False |
1,318 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0049 |
0.6% |
22% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8361 |
|
2.618 |
0.8287 |
|
1.618 |
0.8242 |
|
1.000 |
0.8214 |
|
0.618 |
0.8196 |
|
HIGH |
0.8168 |
|
0.618 |
0.8151 |
|
0.500 |
0.8145 |
|
0.382 |
0.8140 |
|
LOW |
0.8123 |
|
0.618 |
0.8094 |
|
1.000 |
0.8077 |
|
1.618 |
0.8049 |
|
2.618 |
0.8003 |
|
4.250 |
0.7929 |
|
|
| Fisher Pivots for day following 08-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8145 |
0.8150 |
| PP |
0.8145 |
0.8149 |
| S1 |
0.8145 |
0.8147 |
|