CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 24-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2015 |
24-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8279 |
0.8286 |
0.0007 |
0.1% |
0.8282 |
| High |
0.8293 |
0.8332 |
0.0039 |
0.5% |
0.8332 |
| Low |
0.8272 |
0.8280 |
0.0009 |
0.1% |
0.8058 |
| Close |
0.8289 |
0.8327 |
0.0038 |
0.5% |
0.8267 |
| Range |
0.0021 |
0.0052 |
0.0031 |
145.2% |
0.0275 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
48,294 |
54,336 |
6,042 |
12.5% |
713,755 |
|
| Daily Pivots for day following 24-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8467 |
0.8449 |
0.8355 |
|
| R3 |
0.8416 |
0.8397 |
0.8341 |
|
| R2 |
0.8364 |
0.8364 |
0.8336 |
|
| R1 |
0.8346 |
0.8346 |
0.8332 |
0.8355 |
| PP |
0.8313 |
0.8313 |
0.8313 |
0.8318 |
| S1 |
0.8294 |
0.8294 |
0.8322 |
0.8304 |
| S2 |
0.8261 |
0.8261 |
0.8318 |
|
| S3 |
0.8210 |
0.8243 |
0.8313 |
|
| S4 |
0.8158 |
0.8191 |
0.8299 |
|
|
| 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 |
0.8332 |
0.8058 |
0.0274 |
3.3% |
0.0075 |
0.9% |
98% |
True |
False |
93,518 |
| 10 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0076 |
0.9% |
98% |
False |
False |
114,507 |
| 20 |
0.8332 |
0.8058 |
0.0275 |
3.3% |
0.0067 |
0.8% |
98% |
False |
False |
75,742 |
| 40 |
0.8336 |
0.8058 |
0.0278 |
3.3% |
0.0055 |
0.7% |
97% |
False |
False |
38,129 |
| 60 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0055 |
0.7% |
62% |
False |
False |
25,545 |
| 80 |
0.8491 |
0.8058 |
0.0433 |
5.2% |
0.0058 |
0.7% |
62% |
False |
False |
19,177 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0059 |
0.7% |
52% |
False |
False |
15,343 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
52% |
False |
False |
12,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8550 |
|
2.618 |
0.8466 |
|
1.618 |
0.8415 |
|
1.000 |
0.8383 |
|
0.618 |
0.8363 |
|
HIGH |
0.8332 |
|
0.618 |
0.8312 |
|
0.500 |
0.8306 |
|
0.382 |
0.8300 |
|
LOW |
0.8280 |
|
0.618 |
0.8248 |
|
1.000 |
0.8229 |
|
1.618 |
0.8197 |
|
2.618 |
0.8145 |
|
4.250 |
0.8061 |
|
|
| Fisher Pivots for day following 24-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8320 |
0.8317 |
| PP |
0.8313 |
0.8306 |
| S1 |
0.8306 |
0.8296 |
|