CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8229 |
0.8220 |
-0.0010 |
-0.1% |
0.8302 |
| High |
0.8241 |
0.8224 |
-0.0017 |
-0.2% |
0.8319 |
| Low |
0.8199 |
0.8115 |
-0.0084 |
-1.0% |
0.8115 |
| Close |
0.8223 |
0.8117 |
-0.0107 |
-1.3% |
0.8117 |
| Range |
0.0042 |
0.0110 |
0.0068 |
160.7% |
0.0205 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
5.9% |
0.0000 |
| Volume |
122,622 |
187,124 |
64,502 |
52.6% |
618,871 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8480 |
0.8408 |
0.8177 |
|
| R3 |
0.8371 |
0.8298 |
0.8147 |
|
| R2 |
0.8261 |
0.8261 |
0.8137 |
|
| R1 |
0.8189 |
0.8189 |
0.8127 |
0.8170 |
| PP |
0.8152 |
0.8152 |
0.8152 |
0.8142 |
| S1 |
0.8079 |
0.8079 |
0.8106 |
0.8061 |
| S2 |
0.8042 |
0.8042 |
0.8096 |
|
| S3 |
0.7933 |
0.7970 |
0.8086 |
|
| S4 |
0.7823 |
0.7860 |
0.8056 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8797 |
0.8661 |
0.8229 |
|
| R3 |
0.8592 |
0.8457 |
0.8173 |
|
| R2 |
0.8388 |
0.8388 |
0.8154 |
|
| R1 |
0.8252 |
0.8252 |
0.8135 |
0.8218 |
| PP |
0.8183 |
0.8183 |
0.8183 |
0.8166 |
| S1 |
0.8048 |
0.8048 |
0.8098 |
0.8013 |
| S2 |
0.7979 |
0.7979 |
0.8079 |
|
| S3 |
0.7774 |
0.7843 |
0.8060 |
|
| S4 |
0.7570 |
0.7639 |
0.8004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8319 |
0.8115 |
0.0205 |
2.5% |
0.0057 |
0.7% |
1% |
False |
True |
123,774 |
| 10 |
0.8350 |
0.8115 |
0.0236 |
2.9% |
0.0065 |
0.8% |
1% |
False |
True |
130,386 |
| 20 |
0.8475 |
0.8115 |
0.0361 |
4.4% |
0.0060 |
0.7% |
1% |
False |
True |
127,136 |
| 40 |
0.8475 |
0.8115 |
0.0361 |
4.4% |
0.0062 |
0.8% |
1% |
False |
True |
137,625 |
| 60 |
0.8604 |
0.8044 |
0.0560 |
6.9% |
0.0073 |
0.9% |
13% |
False |
False |
99,305 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0064 |
0.8% |
20% |
False |
False |
74,571 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0062 |
0.8% |
20% |
False |
False |
59,696 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.7% |
0.0060 |
0.7% |
22% |
False |
False |
49,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8689 |
|
2.618 |
0.8511 |
|
1.618 |
0.8401 |
|
1.000 |
0.8334 |
|
0.618 |
0.8292 |
|
HIGH |
0.8224 |
|
0.618 |
0.8182 |
|
0.500 |
0.8169 |
|
0.382 |
0.8156 |
|
LOW |
0.8115 |
|
0.618 |
0.8047 |
|
1.000 |
0.8005 |
|
1.618 |
0.7937 |
|
2.618 |
0.7828 |
|
4.250 |
0.7649 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8169 |
0.8191 |
| PP |
0.8152 |
0.8166 |
| S1 |
0.8134 |
0.8141 |
|