CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 31-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2015 |
31-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.8313 |
0.8312 |
-0.0001 |
0.0% |
0.8258 |
High |
0.8322 |
0.8346 |
0.0025 |
0.3% |
0.8332 |
Low |
0.8301 |
0.8306 |
0.0006 |
0.1% |
0.8248 |
Close |
0.8309 |
0.8333 |
0.0024 |
0.3% |
0.8327 |
Range |
0.0021 |
0.0040 |
0.0019 |
90.5% |
0.0084 |
ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
50,986 |
57,371 |
6,385 |
12.5% |
259,793 |
|
Daily Pivots for day following 31-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8448 |
0.8430 |
0.8355 |
|
R3 |
0.8408 |
0.8390 |
0.8344 |
|
R2 |
0.8368 |
0.8368 |
0.8340 |
|
R1 |
0.8350 |
0.8350 |
0.8336 |
0.8359 |
PP |
0.8328 |
0.8328 |
0.8328 |
0.8333 |
S1 |
0.8310 |
0.8310 |
0.8329 |
0.8319 |
S2 |
0.8288 |
0.8288 |
0.8325 |
|
S3 |
0.8248 |
0.8270 |
0.8322 |
|
S4 |
0.8208 |
0.8230 |
0.8311 |
|
|
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 |
0.8346 |
0.8280 |
0.0066 |
0.8% |
0.0033 |
0.4% |
80% |
True |
False |
53,265 |
10 |
0.8346 |
0.8058 |
0.0289 |
3.5% |
0.0053 |
0.6% |
95% |
True |
False |
80,455 |
20 |
0.8346 |
0.8058 |
0.0289 |
3.5% |
0.0063 |
0.8% |
95% |
True |
False |
85,431 |
40 |
0.8346 |
0.8058 |
0.0289 |
3.5% |
0.0053 |
0.6% |
95% |
True |
False |
43,391 |
60 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0052 |
0.6% |
64% |
False |
False |
29,065 |
80 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0055 |
0.7% |
64% |
False |
False |
21,826 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0059 |
0.7% |
53% |
False |
False |
17,463 |
120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0054 |
0.6% |
53% |
False |
False |
14,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8516 |
2.618 |
0.8451 |
1.618 |
0.8411 |
1.000 |
0.8386 |
0.618 |
0.8371 |
HIGH |
0.8346 |
0.618 |
0.8331 |
0.500 |
0.8326 |
0.382 |
0.8321 |
LOW |
0.8306 |
0.618 |
0.8281 |
1.000 |
0.8266 |
1.618 |
0.8241 |
2.618 |
0.8201 |
4.250 |
0.8136 |
|
|
Fisher Pivots for day following 31-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8330 |
0.8329 |
PP |
0.8328 |
0.8326 |
S1 |
0.8326 |
0.8323 |
|