CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 08-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2015 |
08-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8336 |
0.8360 |
0.0025 |
0.3% |
0.8333 |
| High |
0.8376 |
0.8384 |
0.0008 |
0.1% |
0.8453 |
| Low |
0.8336 |
0.8352 |
0.0016 |
0.2% |
0.8332 |
| Close |
0.8365 |
0.8360 |
-0.0005 |
-0.1% |
0.8369 |
| Range |
0.0041 |
0.0032 |
-0.0009 |
-21.0% |
0.0121 |
| ATR |
0.0065 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
72 |
28 |
-44 |
-61.1% |
825 |
|
| Daily Pivots for day following 08-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8461 |
0.8442 |
0.8377 |
|
| R3 |
0.8429 |
0.8410 |
0.8368 |
|
| R2 |
0.8397 |
0.8397 |
0.8365 |
|
| R1 |
0.8378 |
0.8378 |
0.8362 |
0.8372 |
| PP |
0.8365 |
0.8365 |
0.8365 |
0.8362 |
| S1 |
0.8346 |
0.8346 |
0.8357 |
0.8340 |
| S2 |
0.8333 |
0.8333 |
0.8354 |
|
| S3 |
0.8301 |
0.8314 |
0.8351 |
|
| S4 |
0.8269 |
0.8282 |
0.8342 |
|
|
| 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 |
0.8322 |
0.0132 |
1.6% |
0.0054 |
0.6% |
29% |
False |
False |
178 |
| 10 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0057 |
0.7% |
46% |
False |
False |
139 |
| 20 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0061 |
0.7% |
46% |
False |
False |
110 |
| 40 |
0.8608 |
0.8065 |
0.0544 |
6.5% |
0.0067 |
0.8% |
54% |
False |
False |
61 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
58% |
False |
False |
43 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0048 |
0.6% |
58% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8520 |
|
2.618 |
0.8467 |
|
1.618 |
0.8435 |
|
1.000 |
0.8416 |
|
0.618 |
0.8403 |
|
HIGH |
0.8384 |
|
0.618 |
0.8371 |
|
0.500 |
0.8368 |
|
0.382 |
0.8364 |
|
LOW |
0.8352 |
|
0.618 |
0.8332 |
|
1.000 |
0.8320 |
|
1.618 |
0.8300 |
|
2.618 |
0.8268 |
|
4.250 |
0.8216 |
|
|
| Fisher Pivots for day following 08-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8368 |
0.8357 |
| PP |
0.8365 |
0.8355 |
| S1 |
0.8362 |
0.8353 |
|