CME Japanese Yen Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Oct-2015 | 
                    02-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8354 | 
                        0.8355 | 
                        0.0001 | 
                        0.0% | 
                        0.8333 | 
                     
                    
                        | High | 
                        0.8395 | 
                        0.8453 | 
                        0.0059 | 
                        0.7% | 
                        0.8453 | 
                     
                    
                        | Low | 
                        0.8341 | 
                        0.8333 | 
                        -0.0008 | 
                        -0.1% | 
                        0.8332 | 
                     
                    
                        | Close | 
                        0.8365 | 
                        0.8369 | 
                        0.0005 | 
                        0.1% | 
                        0.8369 | 
                     
                    
                        | Range | 
                        0.0054 | 
                        0.0120 | 
                        0.0067 | 
                        124.3% | 
                        0.0121 | 
                     
                    
                        | ATR | 
                        0.0068 | 
                        0.0072 | 
                        0.0004 | 
                        5.4% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        25 | 
                        450 | 
                        425 | 
                        1,700.0% | 
                        825 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8745 | 
                0.8677 | 
                0.8435 | 
                 | 
             
            
                | R3 | 
                0.8625 | 
                0.8557 | 
                0.8402 | 
                 | 
             
            
                | R2 | 
                0.8505 | 
                0.8505 | 
                0.8391 | 
                 | 
             
            
                | R1 | 
                0.8437 | 
                0.8437 | 
                0.8380 | 
                0.8471 | 
             
            
                | PP | 
                0.8385 | 
                0.8385 | 
                0.8385 | 
                0.8402 | 
             
            
                | S1 | 
                0.8317 | 
                0.8317 | 
                0.8358 | 
                0.8351 | 
             
            
                | S2 | 
                0.8265 | 
                0.8265 | 
                0.8347 | 
                 | 
             
            
                | S3 | 
                0.8145 | 
                0.8197 | 
                0.8336 | 
                 | 
             
            
                | S4 | 
                0.8025 | 
                0.8077 | 
                0.8303 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8748 | 
                0.8679 | 
                0.8436 | 
                 | 
             
            
                | R3 | 
                0.8627 | 
                0.8558 | 
                0.8402 | 
                 | 
             
            
                | R2 | 
                0.8506 | 
                0.8506 | 
                0.8391 | 
                 | 
             
            
                | R1 | 
                0.8437 | 
                0.8437 | 
                0.8380 | 
                0.8472 | 
             
            
                | PP | 
                0.8385 | 
                0.8385 | 
                0.8385 | 
                0.8402 | 
             
            
                | S1 | 
                0.8316 | 
                0.8316 | 
                0.8358 | 
                0.8351 | 
             
            
                | S2 | 
                0.8264 | 
                0.8264 | 
                0.8347 | 
                 | 
             
            
                | S3 | 
                0.8143 | 
                0.8195 | 
                0.8336 | 
                 | 
             
            
                | S4 | 
                0.8022 | 
                0.8074 | 
                0.8302 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.8453 | 
                0.8332 | 
                0.0121 | 
                1.4% | 
                0.0069 | 
                0.8% | 
                31% | 
                True | 
                False | 
                165 | 
                 
                
                | 10 | 
                0.8453 | 
                0.8281 | 
                0.0173 | 
                2.1% | 
                0.0068 | 
                0.8% | 
                51% | 
                True | 
                False | 
                119 | 
                 
                
                | 20 | 
                0.8453 | 
                0.8279 | 
                0.0174 | 
                2.1% | 
                0.0070 | 
                0.8% | 
                52% | 
                True | 
                False | 
                94 | 
                 
                
                | 40 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.1% | 
                0.0069 | 
                0.8% | 
                60% | 
                False | 
                False | 
                52 | 
                 
                
                | 60 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.1% | 
                0.0055 | 
                0.7% | 
                60% | 
                False | 
                False | 
                35 | 
                 
                
                | 80 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.1% | 
                0.0048 | 
                0.6% | 
                60% | 
                False | 
                False | 
                28 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8963 | 
         
        
            | 
2.618             | 
            0.8767 | 
         
        
            | 
1.618             | 
            0.8647 | 
         
        
            | 
1.000             | 
            0.8573 | 
         
        
            | 
0.618             | 
            0.8527 | 
         
        
            | 
HIGH             | 
            0.8453 | 
         
        
            | 
0.618             | 
            0.8407 | 
         
        
            | 
0.500             | 
            0.8393 | 
         
        
            | 
0.382             | 
            0.8379 | 
         
        
            | 
LOW             | 
            0.8333 | 
         
        
            | 
0.618             | 
            0.8259 | 
         
        
            | 
1.000             | 
            0.8213 | 
         
        
            | 
1.618             | 
            0.8139 | 
         
        
            | 
2.618             | 
            0.8019 | 
         
        
            | 
4.250             | 
            0.7823 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8393 | 
                                0.8393 | 
                             
                            
                                | PP | 
                                0.8385 | 
                                0.8385 | 
                             
                            
                                | S1 | 
                                0.8377 | 
                                0.8377 | 
                             
             
         |