CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 20-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8405 |
0.8391 |
-0.0014 |
-0.2% |
0.8353 |
| High |
0.8414 |
0.8395 |
-0.0019 |
-0.2% |
0.8491 |
| Low |
0.8385 |
0.8358 |
-0.0027 |
-0.3% |
0.8350 |
| Close |
0.8392 |
0.8361 |
-0.0031 |
-0.4% |
0.8399 |
| Range |
0.0029 |
0.0037 |
0.0008 |
28.1% |
0.0141 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
40 |
190 |
150 |
375.0% |
570 |
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8481 |
0.8457 |
0.8381 |
|
| R3 |
0.8444 |
0.8421 |
0.8371 |
|
| R2 |
0.8408 |
0.8408 |
0.8368 |
|
| R1 |
0.8384 |
0.8384 |
0.8364 |
0.8378 |
| PP |
0.8371 |
0.8371 |
0.8371 |
0.8368 |
| S1 |
0.8348 |
0.8348 |
0.8358 |
0.8341 |
| S2 |
0.8335 |
0.8335 |
0.8354 |
|
| S3 |
0.8298 |
0.8311 |
0.8351 |
|
| S4 |
0.8262 |
0.8275 |
0.8341 |
|
|
| 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 |
0.8358 |
0.0133 |
1.6% |
0.0055 |
0.7% |
2% |
False |
True |
156 |
| 10 |
0.8491 |
0.8334 |
0.0157 |
1.9% |
0.0043 |
0.5% |
17% |
False |
False |
93 |
| 20 |
0.8491 |
0.8281 |
0.0210 |
2.5% |
0.0053 |
0.6% |
38% |
False |
False |
116 |
| 40 |
0.8491 |
0.8259 |
0.0232 |
2.8% |
0.0064 |
0.8% |
44% |
False |
False |
80 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0058 |
0.7% |
58% |
False |
False |
56 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0052 |
0.6% |
58% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8550 |
|
2.618 |
0.8490 |
|
1.618 |
0.8454 |
|
1.000 |
0.8431 |
|
0.618 |
0.8417 |
|
HIGH |
0.8395 |
|
0.618 |
0.8381 |
|
0.500 |
0.8376 |
|
0.382 |
0.8372 |
|
LOW |
0.8358 |
|
0.618 |
0.8335 |
|
1.000 |
0.8322 |
|
1.618 |
0.8299 |
|
2.618 |
0.8262 |
|
4.250 |
0.8203 |
|
|
| Fisher Pivots for day following 20-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8376 |
0.8397 |
| PP |
0.8371 |
0.8385 |
| S1 |
0.8366 |
0.8373 |
|