CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 16-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2015 |
16-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8291 |
0.8241 |
-0.0050 |
-0.6% |
0.8134 |
| High |
0.8314 |
0.8259 |
-0.0055 |
-0.7% |
0.8314 |
| Low |
0.8231 |
0.8187 |
-0.0044 |
-0.5% |
0.8118 |
| Close |
0.8234 |
0.8230 |
-0.0004 |
0.0% |
0.8301 |
| Range |
0.0084 |
0.0072 |
-0.0012 |
-13.8% |
0.0196 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.3% |
0.0000 |
| Volume |
115,495 |
130,065 |
14,570 |
12.6% |
499,676 |
|
| Daily Pivots for day following 16-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8441 |
0.8408 |
0.8270 |
|
| R3 |
0.8369 |
0.8336 |
0.8250 |
|
| R2 |
0.8297 |
0.8297 |
0.8243 |
|
| R1 |
0.8264 |
0.8264 |
0.8237 |
0.8245 |
| PP |
0.8225 |
0.8225 |
0.8225 |
0.8216 |
| S1 |
0.8192 |
0.8192 |
0.8223 |
0.8173 |
| S2 |
0.8153 |
0.8153 |
0.8217 |
|
| S3 |
0.8081 |
0.8120 |
0.8210 |
|
| S4 |
0.8009 |
0.8048 |
0.8190 |
|
|
| 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 |
0.8187 |
0.0145 |
1.8% |
0.0076 |
0.9% |
30% |
False |
True |
131,663 |
| 10 |
0.8332 |
0.8114 |
0.0218 |
2.6% |
0.0073 |
0.9% |
53% |
False |
False |
90,407 |
| 20 |
0.8332 |
0.8103 |
0.0229 |
2.8% |
0.0057 |
0.7% |
55% |
False |
False |
46,254 |
| 40 |
0.8381 |
0.8103 |
0.0278 |
3.4% |
0.0054 |
0.7% |
46% |
False |
False |
23,460 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0054 |
0.7% |
33% |
False |
False |
15,679 |
| 80 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0059 |
0.7% |
33% |
False |
False |
11,770 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
36% |
False |
False |
9,418 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0053 |
0.6% |
36% |
False |
False |
7,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8565 |
|
2.618 |
0.8447 |
|
1.618 |
0.8375 |
|
1.000 |
0.8331 |
|
0.618 |
0.8303 |
|
HIGH |
0.8259 |
|
0.618 |
0.8231 |
|
0.500 |
0.8223 |
|
0.382 |
0.8215 |
|
LOW |
0.8187 |
|
0.618 |
0.8143 |
|
1.000 |
0.8115 |
|
1.618 |
0.8071 |
|
2.618 |
0.7999 |
|
4.250 |
0.7881 |
|
|
| Fisher Pivots for day following 16-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8228 |
0.8260 |
| PP |
0.8225 |
0.8250 |
| S1 |
0.8223 |
0.8240 |
|