CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 16-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2015 |
16-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8422 |
0.8436 |
0.0015 |
0.2% |
0.8353 |
| High |
0.8491 |
0.8436 |
-0.0055 |
-0.6% |
0.8491 |
| Low |
0.8415 |
0.8378 |
-0.0037 |
-0.4% |
0.8350 |
| Close |
0.8442 |
0.8399 |
-0.0043 |
-0.5% |
0.8399 |
| Range |
0.0076 |
0.0058 |
-0.0018 |
-23.7% |
0.0141 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.4% |
0.0000 |
| Volume |
160 |
214 |
54 |
33.8% |
570 |
|
| Daily Pivots for day following 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8578 |
0.8546 |
0.8430 |
|
| R3 |
0.8520 |
0.8488 |
0.8414 |
|
| R2 |
0.8462 |
0.8462 |
0.8409 |
|
| R1 |
0.8430 |
0.8430 |
0.8404 |
0.8417 |
| PP |
0.8404 |
0.8404 |
0.8404 |
0.8398 |
| S1 |
0.8372 |
0.8372 |
0.8393 |
0.8359 |
| S2 |
0.8346 |
0.8346 |
0.8388 |
|
| S3 |
0.8288 |
0.8314 |
0.8383 |
|
| S4 |
0.8230 |
0.8256 |
0.8367 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8835 |
0.8757 |
0.8476 |
|
| R3 |
0.8694 |
0.8617 |
0.8437 |
|
| R2 |
0.8554 |
0.8554 |
0.8424 |
|
| R1 |
0.8476 |
0.8476 |
0.8411 |
0.8515 |
| PP |
0.8413 |
0.8413 |
0.8413 |
0.8432 |
| S1 |
0.8336 |
0.8336 |
0.8386 |
0.8374 |
| S2 |
0.8273 |
0.8273 |
0.8373 |
|
| S3 |
0.8132 |
0.8195 |
0.8360 |
|
| S4 |
0.7992 |
0.8055 |
0.8321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8491 |
0.8350 |
0.0141 |
1.7% |
0.0051 |
0.6% |
35% |
False |
False |
114 |
| 10 |
0.8491 |
0.8322 |
0.0169 |
2.0% |
0.0044 |
0.5% |
46% |
False |
False |
104 |
| 20 |
0.8491 |
0.8281 |
0.0210 |
2.5% |
0.0056 |
0.7% |
56% |
False |
False |
112 |
| 40 |
0.8608 |
0.8186 |
0.0422 |
5.0% |
0.0071 |
0.9% |
50% |
False |
False |
76 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0058 |
0.7% |
65% |
False |
False |
53 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.0% |
0.0051 |
0.6% |
65% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8683 |
|
2.618 |
0.8588 |
|
1.618 |
0.8530 |
|
1.000 |
0.8494 |
|
0.618 |
0.8472 |
|
HIGH |
0.8436 |
|
0.618 |
0.8414 |
|
0.500 |
0.8407 |
|
0.382 |
0.8400 |
|
LOW |
0.8378 |
|
0.618 |
0.8342 |
|
1.000 |
0.8320 |
|
1.618 |
0.8284 |
|
2.618 |
0.8226 |
|
4.250 |
0.8132 |
|
|
| Fisher Pivots for day following 16-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8407 |
0.8434 |
| PP |
0.8404 |
0.8422 |
| S1 |
0.8401 |
0.8410 |
|