CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8243 |
0.8242 |
-0.0002 |
0.0% |
0.8134 |
| High |
0.8267 |
0.8314 |
0.0047 |
0.6% |
0.8314 |
| Low |
0.8226 |
0.8200 |
-0.0026 |
-0.3% |
0.8118 |
| Close |
0.8242 |
0.8301 |
0.0060 |
0.7% |
0.8301 |
| Range |
0.0041 |
0.0114 |
0.0073 |
176.8% |
0.0196 |
| ATR |
0.0054 |
0.0058 |
0.0004 |
7.8% |
0.0000 |
| Volume |
105,803 |
171,527 |
65,724 |
62.1% |
499,676 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8612 |
0.8570 |
0.8363 |
|
| R3 |
0.8499 |
0.8457 |
0.8332 |
|
| R2 |
0.8385 |
0.8385 |
0.8322 |
|
| R1 |
0.8343 |
0.8343 |
0.8311 |
0.8364 |
| PP |
0.8272 |
0.8272 |
0.8272 |
0.8282 |
| S1 |
0.8230 |
0.8230 |
0.8291 |
0.8251 |
| S2 |
0.8158 |
0.8158 |
0.8280 |
|
| S3 |
0.8045 |
0.8116 |
0.8270 |
|
| S4 |
0.7931 |
0.8003 |
0.8239 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8831 |
0.8761 |
0.8409 |
|
| R3 |
0.8635 |
0.8566 |
0.8355 |
|
| R2 |
0.8440 |
0.8440 |
0.8337 |
|
| R1 |
0.8370 |
0.8370 |
0.8319 |
0.8405 |
| PP |
0.8244 |
0.8244 |
0.8244 |
0.8262 |
| S1 |
0.8175 |
0.8175 |
0.8283 |
0.8210 |
| S2 |
0.8049 |
0.8049 |
0.8265 |
|
| S3 |
0.7853 |
0.7979 |
0.8247 |
|
| S4 |
0.7658 |
0.7784 |
0.8193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8314 |
0.8118 |
0.0196 |
2.4% |
0.0071 |
0.9% |
94% |
True |
False |
99,935 |
| 10 |
0.8314 |
0.8108 |
0.0206 |
2.5% |
0.0064 |
0.8% |
94% |
True |
False |
54,073 |
| 20 |
0.8314 |
0.8103 |
0.0211 |
2.5% |
0.0052 |
0.6% |
94% |
True |
False |
27,300 |
| 40 |
0.8436 |
0.8103 |
0.0333 |
4.0% |
0.0052 |
0.6% |
59% |
False |
False |
13,947 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0054 |
0.6% |
51% |
False |
False |
9,337 |
| 80 |
0.8608 |
0.8097 |
0.0511 |
6.2% |
0.0061 |
0.7% |
40% |
False |
False |
7,009 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
48% |
False |
False |
5,608 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0051 |
0.6% |
48% |
False |
False |
4,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8796 |
|
2.618 |
0.8611 |
|
1.618 |
0.8497 |
|
1.000 |
0.8427 |
|
0.618 |
0.8384 |
|
HIGH |
0.8314 |
|
0.618 |
0.8270 |
|
0.500 |
0.8257 |
|
0.382 |
0.8243 |
|
LOW |
0.8200 |
|
0.618 |
0.8130 |
|
1.000 |
0.8087 |
|
1.618 |
0.8016 |
|
2.618 |
0.7903 |
|
4.250 |
0.7718 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8286 |
0.8277 |
| PP |
0.8272 |
0.8254 |
| S1 |
0.8257 |
0.8230 |
|