CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 14-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2015 |
14-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8242 |
0.8282 |
0.0040 |
0.5% |
0.8134 |
| High |
0.8314 |
0.8332 |
0.0019 |
0.2% |
0.8314 |
| Low |
0.8200 |
0.8261 |
0.0061 |
0.7% |
0.8118 |
| Close |
0.8301 |
0.8299 |
-0.0003 |
0.0% |
0.8301 |
| Range |
0.0114 |
0.0071 |
-0.0043 |
-37.4% |
0.0196 |
| ATR |
0.0058 |
0.0059 |
0.0001 |
1.5% |
0.0000 |
| Volume |
171,527 |
135,425 |
-36,102 |
-21.0% |
499,676 |
|
| Daily Pivots for day following 14-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8510 |
0.8475 |
0.8338 |
|
| R3 |
0.8439 |
0.8404 |
0.8318 |
|
| R2 |
0.8368 |
0.8368 |
0.8312 |
|
| R1 |
0.8333 |
0.8333 |
0.8305 |
0.8351 |
| PP |
0.8297 |
0.8297 |
0.8297 |
0.8306 |
| S1 |
0.8262 |
0.8262 |
0.8292 |
0.8280 |
| S2 |
0.8226 |
0.8226 |
0.8285 |
|
| S3 |
0.8155 |
0.8191 |
0.8279 |
|
| S4 |
0.8084 |
0.8120 |
0.8259 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8831 |
0.8761 |
0.8409 |
|
| R3 |
0.8635 |
0.8566 |
0.8355 |
|
| R2 |
0.8440 |
0.8440 |
0.8337 |
|
| R1 |
0.8370 |
0.8370 |
0.8319 |
0.8405 |
| PP |
0.8244 |
0.8244 |
0.8244 |
0.8262 |
| S1 |
0.8175 |
0.8175 |
0.8283 |
0.8210 |
| S2 |
0.8049 |
0.8049 |
0.8265 |
|
| S3 |
0.7853 |
0.7979 |
0.8247 |
|
| S4 |
0.7658 |
0.7784 |
0.8193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8332 |
0.8123 |
0.0210 |
2.5% |
0.0081 |
1.0% |
84% |
True |
False |
119,319 |
| 10 |
0.8332 |
0.8108 |
0.0224 |
2.7% |
0.0067 |
0.8% |
85% |
True |
False |
67,187 |
| 20 |
0.8332 |
0.8103 |
0.0229 |
2.8% |
0.0054 |
0.7% |
85% |
True |
False |
34,047 |
| 40 |
0.8414 |
0.8103 |
0.0311 |
3.7% |
0.0052 |
0.6% |
63% |
False |
False |
17,327 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0053 |
0.6% |
50% |
False |
False |
11,589 |
| 80 |
0.8608 |
0.8103 |
0.0505 |
6.1% |
0.0062 |
0.7% |
39% |
False |
False |
8,701 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0056 |
0.7% |
48% |
False |
False |
6,962 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0051 |
0.6% |
48% |
False |
False |
5,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8634 |
|
2.618 |
0.8518 |
|
1.618 |
0.8447 |
|
1.000 |
0.8403 |
|
0.618 |
0.8376 |
|
HIGH |
0.8332 |
|
0.618 |
0.8305 |
|
0.500 |
0.8297 |
|
0.382 |
0.8288 |
|
LOW |
0.8261 |
|
0.618 |
0.8217 |
|
1.000 |
0.8190 |
|
1.618 |
0.8146 |
|
2.618 |
0.8075 |
|
4.250 |
0.7959 |
|
|
| Fisher Pivots for day following 14-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8298 |
0.8288 |
| PP |
0.8297 |
0.8277 |
| S1 |
0.8297 |
0.8266 |
|