CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 21-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2015 |
21-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8178 |
0.8258 |
0.0081 |
1.0% |
0.8282 |
| High |
0.8278 |
0.8292 |
0.0014 |
0.2% |
0.8332 |
| Low |
0.8058 |
0.8248 |
0.0190 |
2.4% |
0.8058 |
| Close |
0.8267 |
0.8279 |
0.0013 |
0.2% |
0.8267 |
| Range |
0.0221 |
0.0045 |
-0.0176 |
-79.8% |
0.0275 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
207,797 |
84,680 |
-123,117 |
-59.2% |
713,755 |
|
| Daily Pivots for day following 21-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8406 |
0.8387 |
0.8303 |
|
| R3 |
0.8362 |
0.8343 |
0.8291 |
|
| R2 |
0.8317 |
0.8317 |
0.8287 |
|
| R1 |
0.8298 |
0.8298 |
0.8283 |
0.8308 |
| PP |
0.8273 |
0.8273 |
0.8273 |
0.8278 |
| S1 |
0.8254 |
0.8254 |
0.8275 |
0.8263 |
| S2 |
0.8228 |
0.8228 |
0.8271 |
|
| S3 |
0.8184 |
0.8209 |
0.8267 |
|
| S4 |
0.8139 |
0.8165 |
0.8255 |
|
|
| Weekly Pivots for week ending 18-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9042 |
0.8929 |
0.8417 |
|
| R3 |
0.8768 |
0.8654 |
0.8342 |
|
| R2 |
0.8493 |
0.8493 |
0.8317 |
|
| R1 |
0.8380 |
0.8380 |
0.8292 |
0.8299 |
| PP |
0.8219 |
0.8219 |
0.8219 |
0.8178 |
| S1 |
0.8105 |
0.8105 |
0.8241 |
0.8025 |
| S2 |
0.7944 |
0.7944 |
0.8216 |
|
| S3 |
0.7670 |
0.7831 |
0.8191 |
|
| S4 |
0.7395 |
0.7556 |
0.8116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8314 |
0.8058 |
0.0257 |
3.1% |
0.0093 |
1.1% |
86% |
False |
False |
132,602 |
| 10 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0087 |
1.1% |
81% |
False |
False |
125,960 |
| 20 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0066 |
0.8% |
81% |
False |
False |
67,057 |
| 40 |
0.8354 |
0.8058 |
0.0297 |
3.6% |
0.0058 |
0.7% |
75% |
False |
False |
33,782 |
| 60 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0056 |
0.7% |
51% |
False |
False |
22,633 |
| 80 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0059 |
0.7% |
51% |
False |
False |
16,988 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0059 |
0.7% |
44% |
False |
False |
13,592 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
44% |
False |
False |
11,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8481 |
|
2.618 |
0.8409 |
|
1.618 |
0.8364 |
|
1.000 |
0.8337 |
|
0.618 |
0.8320 |
|
HIGH |
0.8292 |
|
0.618 |
0.8275 |
|
0.500 |
0.8270 |
|
0.382 |
0.8264 |
|
LOW |
0.8248 |
|
0.618 |
0.8220 |
|
1.000 |
0.8203 |
|
1.618 |
0.8175 |
|
2.618 |
0.8131 |
|
4.250 |
0.8058 |
|
|
| Fisher Pivots for day following 21-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8276 |
0.8244 |
| PP |
0.8273 |
0.8210 |
| S1 |
0.8270 |
0.8175 |
|