CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 17-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2015 |
17-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8241 |
0.8196 |
-0.0045 |
-0.5% |
0.8134 |
| High |
0.8259 |
0.8200 |
-0.0059 |
-0.7% |
0.8314 |
| Low |
0.8187 |
0.8155 |
-0.0033 |
-0.4% |
0.8118 |
| Close |
0.8230 |
0.8156 |
-0.0075 |
-0.9% |
0.8301 |
| Range |
0.0072 |
0.0046 |
-0.0027 |
-36.8% |
0.0196 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.6% |
0.0000 |
| Volume |
130,065 |
124,973 |
-5,092 |
-3.9% |
499,676 |
|
| Daily Pivots for day following 17-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8307 |
0.8277 |
0.8181 |
|
| R3 |
0.8261 |
0.8231 |
0.8168 |
|
| R2 |
0.8216 |
0.8216 |
0.8164 |
|
| R1 |
0.8186 |
0.8186 |
0.8160 |
0.8178 |
| PP |
0.8170 |
0.8170 |
0.8170 |
0.8166 |
| S1 |
0.8140 |
0.8140 |
0.8151 |
0.8132 |
| S2 |
0.8125 |
0.8125 |
0.8147 |
|
| S3 |
0.8079 |
0.8095 |
0.8143 |
|
| S4 |
0.8034 |
0.8049 |
0.8130 |
|
|
| 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 |
0.8155 |
0.0178 |
2.2% |
0.0077 |
0.9% |
1% |
False |
True |
135,497 |
| 10 |
0.8332 |
0.8118 |
0.0215 |
2.6% |
0.0069 |
0.8% |
18% |
False |
False |
101,652 |
| 20 |
0.8332 |
0.8103 |
0.0229 |
2.8% |
0.0058 |
0.7% |
23% |
False |
False |
52,485 |
| 40 |
0.8381 |
0.8103 |
0.0278 |
3.4% |
0.0055 |
0.7% |
19% |
False |
False |
26,584 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0054 |
0.7% |
14% |
False |
False |
17,761 |
| 80 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0058 |
0.7% |
14% |
False |
False |
13,332 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
23% |
False |
False |
10,668 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0053 |
0.6% |
23% |
False |
False |
8,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8393 |
|
2.618 |
0.8319 |
|
1.618 |
0.8274 |
|
1.000 |
0.8246 |
|
0.618 |
0.8228 |
|
HIGH |
0.8200 |
|
0.618 |
0.8183 |
|
0.500 |
0.8177 |
|
0.382 |
0.8172 |
|
LOW |
0.8155 |
|
0.618 |
0.8126 |
|
1.000 |
0.8109 |
|
1.618 |
0.8081 |
|
2.618 |
0.8035 |
|
4.250 |
0.7961 |
|
|
| Fisher Pivots for day following 17-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8177 |
0.8234 |
| PP |
0.8170 |
0.8208 |
| S1 |
0.8163 |
0.8182 |
|