CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8220 |
0.8111 |
-0.0109 |
-1.3% |
0.8302 |
| High |
0.8224 |
0.8134 |
-0.0090 |
-1.1% |
0.8319 |
| Low |
0.8115 |
0.8093 |
-0.0022 |
-0.3% |
0.8115 |
| Close |
0.8117 |
0.8127 |
0.0010 |
0.1% |
0.8117 |
| Range |
0.0110 |
0.0042 |
-0.0068 |
-62.1% |
0.0205 |
| ATR |
0.0063 |
0.0062 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
187,124 |
127,312 |
-59,812 |
-32.0% |
618,871 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8242 |
0.8226 |
0.8149 |
|
| R3 |
0.8201 |
0.8184 |
0.8138 |
|
| R2 |
0.8159 |
0.8159 |
0.8134 |
|
| R1 |
0.8143 |
0.8143 |
0.8130 |
0.8151 |
| PP |
0.8118 |
0.8118 |
0.8118 |
0.8122 |
| S1 |
0.8101 |
0.8101 |
0.8123 |
0.8110 |
| S2 |
0.8076 |
0.8076 |
0.8119 |
|
| S3 |
0.8035 |
0.8060 |
0.8115 |
|
| S4 |
0.7993 |
0.8018 |
0.8104 |
|
|
| 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 |
0.8295 |
0.8093 |
0.0203 |
2.5% |
0.0057 |
0.7% |
17% |
False |
True |
131,464 |
| 10 |
0.8350 |
0.8093 |
0.0258 |
3.2% |
0.0063 |
0.8% |
13% |
False |
True |
132,481 |
| 20 |
0.8475 |
0.8093 |
0.0383 |
4.7% |
0.0061 |
0.8% |
9% |
False |
True |
130,618 |
| 40 |
0.8475 |
0.8093 |
0.0383 |
4.7% |
0.0062 |
0.8% |
9% |
False |
True |
137,787 |
| 60 |
0.8604 |
0.8044 |
0.0560 |
6.9% |
0.0073 |
0.9% |
15% |
False |
False |
101,424 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0064 |
0.8% |
21% |
False |
False |
76,162 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0061 |
0.8% |
21% |
False |
False |
60,968 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.7% |
0.0060 |
0.7% |
24% |
False |
False |
50,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8310 |
|
2.618 |
0.8243 |
|
1.618 |
0.8201 |
|
1.000 |
0.8176 |
|
0.618 |
0.8160 |
|
HIGH |
0.8134 |
|
0.618 |
0.8118 |
|
0.500 |
0.8113 |
|
0.382 |
0.8108 |
|
LOW |
0.8093 |
|
0.618 |
0.8067 |
|
1.000 |
0.8051 |
|
1.618 |
0.8025 |
|
2.618 |
0.7984 |
|
4.250 |
0.7916 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8122 |
0.8167 |
| PP |
0.8118 |
0.8153 |
| S1 |
0.8113 |
0.8140 |
|