CME Japanese Yen Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Oct-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    08-Oct-2015 | 
                    09-Oct-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8360 | 
                        0.8348 | 
                        -0.0012 | 
                        -0.1% | 
                        0.8368 | 
                     
                    
                        | High | 
                        0.8384 | 
                        0.8368 | 
                        -0.0016 | 
                        -0.2% | 
                        0.8384 | 
                     
                    
                        | Low | 
                        0.8352 | 
                        0.8334 | 
                        -0.0018 | 
                        -0.2% | 
                        0.8322 | 
                     
                    
                        | Close | 
                        0.8360 | 
                        0.8340 | 
                        -0.0020 | 
                        -0.2% | 
                        0.8340 | 
                     
                    
                        | Range | 
                        0.0032 | 
                        0.0034 | 
                        0.0002 | 
                        6.3% | 
                        0.0062 | 
                     
                    
                        | ATR | 
                        0.0063 | 
                        0.0061 | 
                        -0.0002 | 
                        -3.3% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        28 | 
                        31 | 
                        3 | 
                        10.7% | 
                        473 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 09-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8449 | 
                0.8428 | 
                0.8358 | 
                 | 
             
            
                | R3 | 
                0.8415 | 
                0.8394 | 
                0.8349 | 
                 | 
             
            
                | R2 | 
                0.8381 | 
                0.8381 | 
                0.8346 | 
                 | 
             
            
                | R1 | 
                0.8360 | 
                0.8360 | 
                0.8343 | 
                0.8354 | 
             
            
                | PP | 
                0.8347 | 
                0.8347 | 
                0.8347 | 
                0.8344 | 
             
            
                | S1 | 
                0.8326 | 
                0.8326 | 
                0.8336 | 
                0.8320 | 
             
            
                | S2 | 
                0.8313 | 
                0.8313 | 
                0.8333 | 
                 | 
             
            
                | S3 | 
                0.8279 | 
                0.8292 | 
                0.8330 | 
                 | 
             
            
                | S4 | 
                0.8245 | 
                0.8258 | 
                0.8321 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 09-Oct-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8534 | 
                0.8499 | 
                0.8374 | 
                 | 
             
            
                | R3 | 
                0.8472 | 
                0.8437 | 
                0.8357 | 
                 | 
             
            
                | R2 | 
                0.8410 | 
                0.8410 | 
                0.8351 | 
                 | 
             
            
                | R1 | 
                0.8375 | 
                0.8375 | 
                0.8345 | 
                0.8362 | 
             
            
                | PP | 
                0.8348 | 
                0.8348 | 
                0.8348 | 
                0.8342 | 
             
            
                | S1 | 
                0.8313 | 
                0.8313 | 
                0.8334 | 
                0.8300 | 
             
            
                | S2 | 
                0.8286 | 
                0.8286 | 
                0.8328 | 
                 | 
             
            
                | S3 | 
                0.8224 | 
                0.8251 | 
                0.8322 | 
                 | 
             
            
                | S4 | 
                0.8162 | 
                0.8189 | 
                0.8305 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                0.8384 | 
                0.8322 | 
                0.0062 | 
                0.7% | 
                0.0037 | 
                0.4% | 
                29% | 
                False | 
                False | 
                94 | 
                 
                
                | 10 | 
                0.8453 | 
                0.8322 | 
                0.0132 | 
                1.6% | 
                0.0053 | 
                0.6% | 
                14% | 
                False | 
                False | 
                129 | 
                 
                
                | 20 | 
                0.8453 | 
                0.8281 | 
                0.0173 | 
                2.1% | 
                0.0061 | 
                0.7% | 
                34% | 
                False | 
                False | 
                110 | 
                 
                
                | 40 | 
                0.8608 | 
                0.8066 | 
                0.0542 | 
                6.5% | 
                0.0068 | 
                0.8% | 
                50% | 
                False | 
                False | 
                62 | 
                 
                
                | 60 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.1% | 
                0.0056 | 
                0.7% | 
                55% | 
                False | 
                False | 
                43 | 
                 
                
                | 80 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.1% | 
                0.0049 | 
                0.6% | 
                55% | 
                False | 
                False | 
                33 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8513 | 
         
        
            | 
2.618             | 
            0.8457 | 
         
        
            | 
1.618             | 
            0.8423 | 
         
        
            | 
1.000             | 
            0.8402 | 
         
        
            | 
0.618             | 
            0.8389 | 
         
        
            | 
HIGH             | 
            0.8368 | 
         
        
            | 
0.618             | 
            0.8355 | 
         
        
            | 
0.500             | 
            0.8351 | 
         
        
            | 
0.382             | 
            0.8347 | 
         
        
            | 
LOW             | 
            0.8334 | 
         
        
            | 
0.618             | 
            0.8313 | 
         
        
            | 
1.000             | 
            0.8300 | 
         
        
            | 
1.618             | 
            0.8279 | 
         
        
            | 
2.618             | 
            0.8245 | 
         
        
            | 
4.250             | 
            0.8190 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 09-Oct-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8351 | 
                                0.8359 | 
                             
                            
                                | PP | 
                                0.8347 | 
                                0.8352 | 
                             
                            
                                | S1 | 
                                0.8343 | 
                                0.8346 | 
                             
             
         |