CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 10-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2015 |
10-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8158 |
0.8243 |
0.0086 |
1.0% |
0.8165 |
| High |
0.8280 |
0.8267 |
-0.0014 |
-0.2% |
0.8195 |
| Low |
0.8147 |
0.8226 |
0.0079 |
1.0% |
0.8108 |
| Close |
0.8274 |
0.8242 |
-0.0032 |
-0.4% |
0.8138 |
| Range |
0.0134 |
0.0041 |
-0.0093 |
-69.3% |
0.0087 |
| ATR |
0.0055 |
0.0054 |
0.0000 |
-0.9% |
0.0000 |
| Volume |
151,730 |
105,803 |
-45,927 |
-30.3% |
41,061 |
|
| Daily Pivots for day following 10-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8368 |
0.8346 |
0.8264 |
|
| R3 |
0.8327 |
0.8305 |
0.8253 |
|
| R2 |
0.8286 |
0.8286 |
0.8249 |
|
| R1 |
0.8264 |
0.8264 |
0.8245 |
0.8254 |
| PP |
0.8245 |
0.8245 |
0.8245 |
0.8240 |
| S1 |
0.8223 |
0.8223 |
0.8238 |
0.8213 |
| S2 |
0.8204 |
0.8204 |
0.8234 |
|
| S3 |
0.8163 |
0.8182 |
0.8230 |
|
| S4 |
0.8122 |
0.8141 |
0.8219 |
|
|
| 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 |
0.8280 |
0.8118 |
0.0163 |
2.0% |
0.0061 |
0.7% |
76% |
False |
False |
67,808 |
| 10 |
0.8280 |
0.8108 |
0.0172 |
2.1% |
0.0057 |
0.7% |
78% |
False |
False |
36,978 |
| 20 |
0.8280 |
0.8103 |
0.0177 |
2.1% |
0.0048 |
0.6% |
78% |
False |
False |
18,738 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0051 |
0.6% |
36% |
False |
False |
9,663 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0053 |
0.6% |
36% |
False |
False |
6,480 |
| 80 |
0.8608 |
0.8081 |
0.0527 |
6.4% |
0.0060 |
0.7% |
30% |
False |
False |
4,865 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0055 |
0.7% |
38% |
False |
False |
3,893 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0050 |
0.6% |
38% |
False |
False |
3,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8441 |
|
2.618 |
0.8374 |
|
1.618 |
0.8333 |
|
1.000 |
0.8308 |
|
0.618 |
0.8292 |
|
HIGH |
0.8267 |
|
0.618 |
0.8251 |
|
0.500 |
0.8246 |
|
0.382 |
0.8241 |
|
LOW |
0.8226 |
|
0.618 |
0.8200 |
|
1.000 |
0.8185 |
|
1.618 |
0.8159 |
|
2.618 |
0.8118 |
|
4.250 |
0.8051 |
|
|
| Fisher Pivots for day following 10-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8246 |
0.8228 |
| PP |
0.8245 |
0.8215 |
| S1 |
0.8243 |
0.8201 |
|