CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
0.8260 |
0.8263 |
0.0003 |
0.0% |
0.8237 |
High |
0.8297 |
0.8331 |
0.0035 |
0.4% |
0.8350 |
Low |
0.8256 |
0.8234 |
-0.0022 |
-0.3% |
0.8234 |
Close |
0.8260 |
0.8288 |
0.0029 |
0.3% |
0.8288 |
Range |
0.0041 |
0.0097 |
0.0056 |
136.6% |
0.0116 |
ATR |
0.0063 |
0.0065 |
0.0002 |
3.9% |
0.0000 |
Volume |
122,974 |
197,328 |
74,354 |
60.5% |
684,993 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8575 |
0.8529 |
0.8341 |
|
R3 |
0.8478 |
0.8432 |
0.8315 |
|
R2 |
0.8381 |
0.8381 |
0.8306 |
|
R1 |
0.8335 |
0.8335 |
0.8297 |
0.8358 |
PP |
0.8284 |
0.8284 |
0.8284 |
0.8296 |
S1 |
0.8238 |
0.8238 |
0.8279 |
0.8261 |
S2 |
0.8187 |
0.8187 |
0.8270 |
|
S3 |
0.8090 |
0.8141 |
0.8261 |
|
S4 |
0.7993 |
0.8044 |
0.8235 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8639 |
0.8579 |
0.8352 |
|
R3 |
0.8523 |
0.8463 |
0.8320 |
|
R2 |
0.8407 |
0.8407 |
0.8309 |
|
R1 |
0.8347 |
0.8347 |
0.8299 |
0.8377 |
PP |
0.8291 |
0.8291 |
0.8291 |
0.8306 |
S1 |
0.8231 |
0.8231 |
0.8277 |
0.8261 |
S2 |
0.8175 |
0.8175 |
0.8267 |
|
S3 |
0.8059 |
0.8115 |
0.8256 |
|
S4 |
0.7943 |
0.7999 |
0.8224 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8350 |
0.8234 |
0.0116 |
1.4% |
0.0073 |
0.9% |
47% |
False |
True |
136,998 |
10 |
0.8399 |
0.8232 |
0.0167 |
2.0% |
0.0063 |
0.8% |
34% |
False |
False |
131,465 |
20 |
0.8475 |
0.8232 |
0.0243 |
2.9% |
0.0056 |
0.7% |
23% |
False |
False |
127,153 |
40 |
0.8475 |
0.8232 |
0.0243 |
2.9% |
0.0066 |
0.8% |
23% |
False |
False |
132,712 |
60 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0072 |
0.9% |
48% |
False |
False |
89,075 |
80 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0064 |
0.8% |
48% |
False |
False |
66,846 |
100 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0061 |
0.7% |
48% |
False |
False |
53,511 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.6% |
0.0059 |
0.7% |
50% |
False |
False |
44,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8743 |
2.618 |
0.8585 |
1.618 |
0.8488 |
1.000 |
0.8428 |
0.618 |
0.8391 |
HIGH |
0.8331 |
0.618 |
0.8294 |
0.500 |
0.8283 |
0.382 |
0.8271 |
LOW |
0.8234 |
0.618 |
0.8174 |
1.000 |
0.8137 |
1.618 |
0.8077 |
2.618 |
0.7980 |
4.250 |
0.7822 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8286 |
0.8292 |
PP |
0.8284 |
0.8291 |
S1 |
0.8283 |
0.8289 |
|