CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 30-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2015 |
30-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.8322 |
0.8313 |
-0.0009 |
-0.1% |
0.8258 |
High |
0.8330 |
0.8322 |
-0.0008 |
-0.1% |
0.8332 |
Low |
0.8311 |
0.8301 |
-0.0010 |
-0.1% |
0.8248 |
Close |
0.8321 |
0.8309 |
-0.0013 |
-0.2% |
0.8327 |
Range |
0.0019 |
0.0021 |
0.0002 |
10.5% |
0.0084 |
ATR |
0.0060 |
0.0057 |
-0.0003 |
-4.6% |
0.0000 |
Volume |
53,772 |
50,986 |
-2,786 |
-5.2% |
259,793 |
|
Daily Pivots for day following 30-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8373 |
0.8362 |
0.8320 |
|
R3 |
0.8352 |
0.8341 |
0.8314 |
|
R2 |
0.8331 |
0.8331 |
0.8312 |
|
R1 |
0.8320 |
0.8320 |
0.8310 |
0.8315 |
PP |
0.8310 |
0.8310 |
0.8310 |
0.8308 |
S1 |
0.8299 |
0.8299 |
0.8307 |
0.8294 |
S2 |
0.8289 |
0.8289 |
0.8305 |
|
S3 |
0.8268 |
0.8278 |
0.8303 |
|
S4 |
0.8247 |
0.8257 |
0.8297 |
|
|
Weekly Pivots for week ending 25-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8554 |
0.8525 |
0.8373 |
|
R3 |
0.8470 |
0.8441 |
0.8350 |
|
R2 |
0.8386 |
0.8386 |
0.8342 |
|
R1 |
0.8357 |
0.8357 |
0.8335 |
0.8371 |
PP |
0.8302 |
0.8302 |
0.8302 |
0.8309 |
S1 |
0.8273 |
0.8273 |
0.8319 |
0.8287 |
S2 |
0.8218 |
0.8218 |
0.8312 |
|
S3 |
0.8134 |
0.8189 |
0.8304 |
|
S4 |
0.8050 |
0.8105 |
0.8281 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8337 |
0.8272 |
0.0065 |
0.8% |
0.0029 |
0.3% |
57% |
False |
False |
51,449 |
10 |
0.8337 |
0.8058 |
0.0279 |
3.4% |
0.0057 |
0.7% |
90% |
False |
False |
87,724 |
20 |
0.8337 |
0.8058 |
0.0279 |
3.4% |
0.0064 |
0.8% |
90% |
False |
False |
82,933 |
40 |
0.8337 |
0.8058 |
0.0279 |
3.4% |
0.0053 |
0.6% |
90% |
False |
False |
41,961 |
60 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0052 |
0.6% |
58% |
False |
False |
28,111 |
80 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0056 |
0.7% |
58% |
False |
False |
21,109 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0059 |
0.7% |
49% |
False |
False |
16,889 |
120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0054 |
0.7% |
49% |
False |
False |
14,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8411 |
2.618 |
0.8376 |
1.618 |
0.8355 |
1.000 |
0.8343 |
0.618 |
0.8334 |
HIGH |
0.8322 |
0.618 |
0.8313 |
0.500 |
0.8311 |
0.382 |
0.8309 |
LOW |
0.8301 |
0.618 |
0.8288 |
1.000 |
0.8280 |
1.618 |
0.8267 |
2.618 |
0.8246 |
4.250 |
0.8211 |
|
|
Fisher Pivots for day following 30-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8311 |
0.8319 |
PP |
0.8310 |
0.8315 |
S1 |
0.8309 |
0.8312 |
|