CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 01-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2015 |
01-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8364 |
0.8354 |
-0.0010 |
-0.1% |
0.8377 |
| High |
0.8391 |
0.8395 |
0.0004 |
0.0% |
0.8420 |
| Low |
0.8337 |
0.8341 |
0.0005 |
0.1% |
0.8281 |
| Close |
0.8362 |
0.8365 |
0.0003 |
0.0% |
0.8319 |
| Range |
0.0054 |
0.0054 |
-0.0001 |
-0.9% |
0.0139 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
47 |
25 |
-22 |
-46.8% |
374 |
|
| Daily Pivots for day following 01-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8527 |
0.8499 |
0.8394 |
|
| R3 |
0.8474 |
0.8446 |
0.8379 |
|
| R2 |
0.8420 |
0.8420 |
0.8374 |
|
| R1 |
0.8392 |
0.8392 |
0.8369 |
0.8406 |
| PP |
0.8367 |
0.8367 |
0.8367 |
0.8374 |
| S1 |
0.8339 |
0.8339 |
0.8360 |
0.8353 |
| S2 |
0.8313 |
0.8313 |
0.8355 |
|
| S3 |
0.8260 |
0.8285 |
0.8350 |
|
| S4 |
0.8206 |
0.8232 |
0.8335 |
|
|
| Weekly Pivots for week ending 25-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8757 |
0.8677 |
0.8395 |
|
| R3 |
0.8618 |
0.8538 |
0.8357 |
|
| R2 |
0.8479 |
0.8479 |
0.8344 |
|
| R1 |
0.8399 |
0.8399 |
0.8331 |
0.8369 |
| PP |
0.8340 |
0.8340 |
0.8340 |
0.8325 |
| S1 |
0.8260 |
0.8260 |
0.8306 |
0.8230 |
| S2 |
0.8201 |
0.8201 |
0.8293 |
|
| S3 |
0.8062 |
0.8121 |
0.8280 |
|
| S4 |
0.7923 |
0.7982 |
0.8242 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8414 |
0.8281 |
0.0134 |
1.6% |
0.0061 |
0.7% |
63% |
False |
False |
101 |
| 10 |
0.8433 |
0.8281 |
0.0152 |
1.8% |
0.0065 |
0.8% |
55% |
False |
False |
110 |
| 20 |
0.8444 |
0.8279 |
0.0165 |
2.0% |
0.0067 |
0.8% |
52% |
False |
False |
72 |
| 40 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0066 |
0.8% |
59% |
False |
False |
40 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0054 |
0.6% |
59% |
False |
False |
28 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0046 |
0.6% |
59% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8622 |
|
2.618 |
0.8535 |
|
1.618 |
0.8481 |
|
1.000 |
0.8448 |
|
0.618 |
0.8428 |
|
HIGH |
0.8395 |
|
0.618 |
0.8374 |
|
0.500 |
0.8368 |
|
0.382 |
0.8361 |
|
LOW |
0.8341 |
|
0.618 |
0.8308 |
|
1.000 |
0.8288 |
|
1.618 |
0.8254 |
|
2.618 |
0.8201 |
|
4.250 |
0.8114 |
|
|
| Fisher Pivots for day following 01-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8368 |
0.8375 |
| PP |
0.8367 |
0.8372 |
| S1 |
0.8366 |
0.8368 |
|