CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 15-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2015 |
15-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8282 |
0.8291 |
0.0010 |
0.1% |
0.8134 |
| High |
0.8332 |
0.8314 |
-0.0018 |
-0.2% |
0.8314 |
| Low |
0.8261 |
0.8231 |
-0.0031 |
-0.4% |
0.8118 |
| Close |
0.8299 |
0.8234 |
-0.0065 |
-0.8% |
0.8301 |
| Range |
0.0071 |
0.0084 |
0.0013 |
17.6% |
0.0196 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
2.9% |
0.0000 |
| Volume |
135,425 |
115,495 |
-19,930 |
-14.7% |
499,676 |
|
| Daily Pivots for day following 15-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8510 |
0.8456 |
0.8280 |
|
| R3 |
0.8427 |
0.8372 |
0.8257 |
|
| R2 |
0.8343 |
0.8343 |
0.8249 |
|
| R1 |
0.8289 |
0.8289 |
0.8242 |
0.8274 |
| PP |
0.8260 |
0.8260 |
0.8260 |
0.8252 |
| S1 |
0.8205 |
0.8205 |
0.8226 |
0.8191 |
| S2 |
0.8176 |
0.8176 |
0.8219 |
|
| S3 |
0.8093 |
0.8122 |
0.8211 |
|
| S4 |
0.8009 |
0.8038 |
0.8188 |
|
|
| 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 |
0.8332 |
0.8147 |
0.0186 |
2.3% |
0.0089 |
1.1% |
47% |
False |
False |
135,996 |
| 10 |
0.8332 |
0.8108 |
0.0224 |
2.7% |
0.0071 |
0.9% |
56% |
False |
False |
78,141 |
| 20 |
0.8332 |
0.8103 |
0.0229 |
2.8% |
0.0055 |
0.7% |
57% |
False |
False |
39,786 |
| 40 |
0.8395 |
0.8103 |
0.0292 |
3.5% |
0.0054 |
0.7% |
45% |
False |
False |
20,214 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0054 |
0.7% |
34% |
False |
False |
13,512 |
| 80 |
0.8608 |
0.8103 |
0.0505 |
6.1% |
0.0062 |
0.8% |
26% |
False |
False |
10,145 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
37% |
False |
False |
8,117 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0052 |
0.6% |
37% |
False |
False |
6,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8669 |
|
2.618 |
0.8533 |
|
1.618 |
0.8449 |
|
1.000 |
0.8398 |
|
0.618 |
0.8366 |
|
HIGH |
0.8314 |
|
0.618 |
0.8282 |
|
0.500 |
0.8272 |
|
0.382 |
0.8262 |
|
LOW |
0.8231 |
|
0.618 |
0.8179 |
|
1.000 |
0.8147 |
|
1.618 |
0.8095 |
|
2.618 |
0.8012 |
|
4.250 |
0.7876 |
|
|
| Fisher Pivots for day following 15-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8272 |
0.8266 |
| PP |
0.8260 |
0.8255 |
| S1 |
0.8247 |
0.8245 |
|