CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 22-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2015 |
22-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8258 |
0.8267 |
0.0009 |
0.1% |
0.8282 |
| High |
0.8292 |
0.8299 |
0.0007 |
0.1% |
0.8332 |
| Low |
0.8248 |
0.8260 |
0.0012 |
0.1% |
0.8058 |
| Close |
0.8279 |
0.8278 |
-0.0002 |
0.0% |
0.8267 |
| Range |
0.0045 |
0.0040 |
-0.0005 |
-11.2% |
0.0275 |
| ATR |
0.0072 |
0.0070 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
84,680 |
72,483 |
-12,197 |
-14.4% |
713,755 |
|
| Daily Pivots for day following 22-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8397 |
0.8377 |
0.8299 |
|
| R3 |
0.8358 |
0.8337 |
0.8288 |
|
| R2 |
0.8318 |
0.8318 |
0.8285 |
|
| R1 |
0.8298 |
0.8298 |
0.8281 |
0.8308 |
| PP |
0.8279 |
0.8279 |
0.8279 |
0.8284 |
| S1 |
0.8258 |
0.8258 |
0.8274 |
0.8269 |
| S2 |
0.8239 |
0.8239 |
0.8270 |
|
| S3 |
0.8200 |
0.8219 |
0.8267 |
|
| S4 |
0.8160 |
0.8179 |
0.8256 |
|
|
| 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 |
0.8299 |
0.8058 |
0.0242 |
2.9% |
0.0084 |
1.0% |
91% |
True |
False |
123,999 |
| 10 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0086 |
1.0% |
80% |
False |
False |
129,997 |
| 20 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0067 |
0.8% |
80% |
False |
False |
70,671 |
| 40 |
0.8354 |
0.8058 |
0.0297 |
3.6% |
0.0057 |
0.7% |
74% |
False |
False |
35,585 |
| 60 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0055 |
0.7% |
51% |
False |
False |
23,836 |
| 80 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0059 |
0.7% |
51% |
False |
False |
17,894 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0059 |
0.7% |
44% |
False |
False |
14,317 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
44% |
False |
False |
11,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8467 |
|
2.618 |
0.8402 |
|
1.618 |
0.8363 |
|
1.000 |
0.8339 |
|
0.618 |
0.8323 |
|
HIGH |
0.8299 |
|
0.618 |
0.8284 |
|
0.500 |
0.8279 |
|
0.382 |
0.8275 |
|
LOW |
0.8260 |
|
0.618 |
0.8235 |
|
1.000 |
0.8220 |
|
1.618 |
0.8196 |
|
2.618 |
0.8156 |
|
4.250 |
0.8092 |
|
|
| Fisher Pivots for day following 22-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8279 |
0.8244 |
| PP |
0.8279 |
0.8211 |
| S1 |
0.8278 |
0.8178 |
|