CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 13-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2015 |
13-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8353 |
0.8368 |
0.0016 |
0.2% |
0.8368 |
| High |
0.8365 |
0.8386 |
0.0021 |
0.3% |
0.8384 |
| Low |
0.8350 |
0.8354 |
0.0004 |
0.0% |
0.8322 |
| Close |
0.8363 |
0.8368 |
0.0005 |
0.1% |
0.8340 |
| Range |
0.0015 |
0.0032 |
0.0017 |
117.2% |
0.0062 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
6 |
10 |
4 |
66.7% |
473 |
|
| Daily Pivots for day following 13-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8464 |
0.8447 |
0.8385 |
|
| R3 |
0.8432 |
0.8416 |
0.8376 |
|
| R2 |
0.8401 |
0.8401 |
0.8373 |
|
| R1 |
0.8384 |
0.8384 |
0.8370 |
0.8377 |
| PP |
0.8369 |
0.8369 |
0.8369 |
0.8365 |
| S1 |
0.8353 |
0.8353 |
0.8365 |
0.8345 |
| S2 |
0.8338 |
0.8338 |
0.8362 |
|
| S3 |
0.8306 |
0.8321 |
0.8359 |
|
| S4 |
0.8275 |
0.8290 |
0.8350 |
|
|
| 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 |
0.8386 |
0.8334 |
0.0052 |
0.6% |
0.0031 |
0.4% |
65% |
True |
False |
29 |
| 10 |
0.8453 |
0.8322 |
0.0132 |
1.6% |
0.0046 |
0.5% |
35% |
False |
False |
101 |
| 20 |
0.8453 |
0.8281 |
0.0173 |
2.1% |
0.0056 |
0.7% |
50% |
False |
False |
108 |
| 40 |
0.8608 |
0.8070 |
0.0539 |
6.4% |
0.0068 |
0.8% |
55% |
False |
False |
62 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0056 |
0.7% |
59% |
False |
False |
43 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0049 |
0.6% |
59% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8519 |
|
2.618 |
0.8468 |
|
1.618 |
0.8436 |
|
1.000 |
0.8417 |
|
0.618 |
0.8405 |
|
HIGH |
0.8386 |
|
0.618 |
0.8373 |
|
0.500 |
0.8370 |
|
0.382 |
0.8366 |
|
LOW |
0.8354 |
|
0.618 |
0.8335 |
|
1.000 |
0.8323 |
|
1.618 |
0.8303 |
|
2.618 |
0.8272 |
|
4.250 |
0.8220 |
|
|
| Fisher Pivots for day following 13-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8370 |
0.8365 |
| PP |
0.8369 |
0.8362 |
| S1 |
0.8368 |
0.8360 |
|