CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 18-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2015 |
18-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8196 |
0.8178 |
-0.0019 |
-0.2% |
0.8282 |
| High |
0.8200 |
0.8278 |
0.0078 |
1.0% |
0.8332 |
| Low |
0.8155 |
0.8058 |
-0.0097 |
-1.2% |
0.8058 |
| Close |
0.8156 |
0.8267 |
0.0111 |
1.4% |
0.8267 |
| Range |
0.0046 |
0.0221 |
0.0175 |
384.6% |
0.0275 |
| ATR |
0.0063 |
0.0074 |
0.0011 |
18.0% |
0.0000 |
| Volume |
124,973 |
207,797 |
82,824 |
66.3% |
713,755 |
|
| Daily Pivots for day following 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8862 |
0.8785 |
0.8388 |
|
| R3 |
0.8642 |
0.8564 |
0.8327 |
|
| R2 |
0.8421 |
0.8421 |
0.8307 |
|
| R1 |
0.8344 |
0.8344 |
0.8287 |
0.8383 |
| PP |
0.8201 |
0.8201 |
0.8201 |
0.8220 |
| S1 |
0.8123 |
0.8123 |
0.8246 |
0.8162 |
| S2 |
0.7980 |
0.7980 |
0.8226 |
|
| S3 |
0.7760 |
0.7903 |
0.8206 |
|
| S4 |
0.7539 |
0.7682 |
0.8145 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9042 |
0.8929 |
0.8417 |
|
| R3 |
0.8768 |
0.8654 |
0.8342 |
|
| R2 |
0.8493 |
0.8493 |
0.8317 |
|
| R1 |
0.8380 |
0.8380 |
0.8292 |
0.8299 |
| PP |
0.8219 |
0.8219 |
0.8219 |
0.8178 |
| S1 |
0.8105 |
0.8105 |
0.8241 |
0.8025 |
| S2 |
0.7944 |
0.7944 |
0.8216 |
|
| S3 |
0.7670 |
0.7831 |
0.8191 |
|
| S4 |
0.7395 |
0.7556 |
0.8116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0099 |
1.2% |
76% |
False |
True |
142,751 |
| 10 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0085 |
1.0% |
76% |
False |
True |
121,343 |
| 20 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0065 |
0.8% |
76% |
False |
True |
62,845 |
| 40 |
0.8354 |
0.8058 |
0.0297 |
3.6% |
0.0059 |
0.7% |
70% |
False |
True |
31,774 |
| 60 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0056 |
0.7% |
48% |
False |
True |
21,223 |
| 80 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0060 |
0.7% |
48% |
False |
True |
15,929 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0059 |
0.7% |
42% |
False |
False |
12,746 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
42% |
False |
False |
10,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9215 |
|
2.618 |
0.8855 |
|
1.618 |
0.8635 |
|
1.000 |
0.8499 |
|
0.618 |
0.8414 |
|
HIGH |
0.8278 |
|
0.618 |
0.8194 |
|
0.500 |
0.8168 |
|
0.382 |
0.8142 |
|
LOW |
0.8058 |
|
0.618 |
0.7921 |
|
1.000 |
0.7837 |
|
1.618 |
0.7701 |
|
2.618 |
0.7480 |
|
4.250 |
0.7120 |
|
|
| Fisher Pivots for day following 18-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8234 |
0.8234 |
| PP |
0.8201 |
0.8201 |
| S1 |
0.8168 |
0.8168 |
|