CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 23-Oct-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2015 |
23-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8375 |
0.8305 |
-0.0070 |
-0.8% |
0.8405 |
| High |
0.8381 |
0.8338 |
-0.0043 |
-0.5% |
0.8414 |
| Low |
0.8301 |
0.8251 |
-0.0050 |
-0.6% |
0.8251 |
| Close |
0.8303 |
0.8258 |
-0.0045 |
-0.5% |
0.8258 |
| Range |
0.0080 |
0.0087 |
0.0007 |
8.8% |
0.0163 |
| ATR |
0.0056 |
0.0058 |
0.0002 |
4.0% |
0.0000 |
| Volume |
181 |
4,357 |
4,176 |
2,307.2% |
4,803 |
|
| Daily Pivots for day following 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8543 |
0.8488 |
0.8306 |
|
| R3 |
0.8456 |
0.8401 |
0.8282 |
|
| R2 |
0.8369 |
0.8369 |
0.8274 |
|
| R1 |
0.8314 |
0.8314 |
0.8266 |
0.8298 |
| PP |
0.8282 |
0.8282 |
0.8282 |
0.8275 |
| S1 |
0.8227 |
0.8227 |
0.8250 |
0.8211 |
| S2 |
0.8195 |
0.8195 |
0.8242 |
|
| S3 |
0.8108 |
0.8140 |
0.8234 |
|
| S4 |
0.8021 |
0.8053 |
0.8210 |
|
|
| Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8795 |
0.8689 |
0.8347 |
|
| R3 |
0.8633 |
0.8527 |
0.8303 |
|
| R2 |
0.8470 |
0.8470 |
0.8288 |
|
| R1 |
0.8364 |
0.8364 |
0.8273 |
0.8336 |
| PP |
0.8308 |
0.8308 |
0.8308 |
0.8293 |
| S1 |
0.8202 |
0.8202 |
0.8243 |
0.8173 |
| S2 |
0.8145 |
0.8145 |
0.8228 |
|
| S3 |
0.7983 |
0.8039 |
0.8213 |
|
| S4 |
0.7820 |
0.7877 |
0.8169 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8414 |
0.8251 |
0.0163 |
2.0% |
0.0051 |
0.6% |
4% |
False |
True |
960 |
| 10 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0051 |
0.6% |
3% |
False |
True |
537 |
| 20 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0052 |
0.6% |
3% |
False |
True |
333 |
| 40 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0060 |
0.7% |
3% |
False |
True |
193 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0060 |
0.7% |
41% |
False |
False |
132 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0053 |
0.6% |
41% |
False |
False |
100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8708 |
|
2.618 |
0.8566 |
|
1.618 |
0.8479 |
|
1.000 |
0.8425 |
|
0.618 |
0.8392 |
|
HIGH |
0.8338 |
|
0.618 |
0.8305 |
|
0.500 |
0.8295 |
|
0.382 |
0.8284 |
|
LOW |
0.8251 |
|
0.618 |
0.8197 |
|
1.000 |
0.8164 |
|
1.618 |
0.8110 |
|
2.618 |
0.8023 |
|
4.250 |
0.7881 |
|
|
| Fisher Pivots for day following 23-Oct-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8295 |
0.8316 |
| PP |
0.8282 |
0.8297 |
| S1 |
0.8270 |
0.8277 |
|