CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8126 |
0.8119 |
-0.0008 |
-0.1% |
0.8302 |
| High |
0.8130 |
0.8150 |
0.0020 |
0.2% |
0.8319 |
| Low |
0.8103 |
0.8117 |
0.0014 |
0.2% |
0.8115 |
| Close |
0.8116 |
0.8136 |
0.0020 |
0.2% |
0.8117 |
| Range |
0.0027 |
0.0033 |
0.0006 |
20.4% |
0.0205 |
| ATR |
0.0059 |
0.0058 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
101,664 |
91,352 |
-10,312 |
-10.1% |
618,871 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8232 |
0.8216 |
0.8153 |
|
| R3 |
0.8199 |
0.8184 |
0.8144 |
|
| R2 |
0.8167 |
0.8167 |
0.8141 |
|
| R1 |
0.8151 |
0.8151 |
0.8138 |
0.8159 |
| PP |
0.8134 |
0.8134 |
0.8134 |
0.8138 |
| S1 |
0.8119 |
0.8119 |
0.8133 |
0.8126 |
| S2 |
0.8102 |
0.8102 |
0.8130 |
|
| S3 |
0.8069 |
0.8086 |
0.8127 |
|
| S4 |
0.8037 |
0.8054 |
0.8118 |
|
|
| 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 |
0.8241 |
0.8093 |
0.0148 |
1.8% |
0.0051 |
0.6% |
29% |
False |
False |
126,014 |
| 10 |
0.8331 |
0.8093 |
0.0239 |
2.9% |
0.0052 |
0.6% |
18% |
False |
False |
125,950 |
| 20 |
0.8475 |
0.8093 |
0.0383 |
4.7% |
0.0058 |
0.7% |
11% |
False |
False |
126,347 |
| 40 |
0.8475 |
0.8093 |
0.0383 |
4.7% |
0.0060 |
0.7% |
11% |
False |
False |
135,894 |
| 60 |
0.8604 |
0.8049 |
0.0555 |
6.8% |
0.0073 |
0.9% |
16% |
False |
False |
104,639 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0064 |
0.8% |
23% |
False |
False |
78,570 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0061 |
0.8% |
23% |
False |
False |
62,897 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.7% |
0.0060 |
0.7% |
25% |
False |
False |
52,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8288 |
|
2.618 |
0.8235 |
|
1.618 |
0.8202 |
|
1.000 |
0.8182 |
|
0.618 |
0.8170 |
|
HIGH |
0.8150 |
|
0.618 |
0.8137 |
|
0.500 |
0.8133 |
|
0.382 |
0.8129 |
|
LOW |
0.8117 |
|
0.618 |
0.8097 |
|
1.000 |
0.8085 |
|
1.618 |
0.8064 |
|
2.618 |
0.8032 |
|
4.250 |
0.7979 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8135 |
0.8131 |
| PP |
0.8134 |
0.8126 |
| S1 |
0.8133 |
0.8121 |
|