CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8155 |
0.8173 |
0.0019 |
0.2% |
0.8111 |
| High |
0.8170 |
0.8184 |
0.0014 |
0.2% |
0.8170 |
| Low |
0.8132 |
0.8113 |
-0.0019 |
-0.2% |
0.8093 |
| Close |
0.8151 |
0.8115 |
-0.0037 |
-0.4% |
0.8151 |
| Range |
0.0038 |
0.0071 |
0.0033 |
88.0% |
0.0077 |
| ATR |
0.0055 |
0.0056 |
0.0001 |
2.1% |
0.0000 |
| Volume |
113,909 |
113,794 |
-115 |
-0.1% |
554,569 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8349 |
0.8302 |
0.8153 |
|
| R3 |
0.8278 |
0.8232 |
0.8134 |
|
| R2 |
0.8208 |
0.8208 |
0.8127 |
|
| R1 |
0.8161 |
0.8161 |
0.8121 |
0.8149 |
| PP |
0.8137 |
0.8137 |
0.8137 |
0.8131 |
| S1 |
0.8091 |
0.8091 |
0.8108 |
0.8079 |
| S2 |
0.8067 |
0.8067 |
0.8102 |
|
| S3 |
0.7996 |
0.8020 |
0.8095 |
|
| S4 |
0.7926 |
0.7950 |
0.8076 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8369 |
0.8337 |
0.8193 |
|
| R3 |
0.8292 |
0.8260 |
0.8172 |
|
| R2 |
0.8215 |
0.8215 |
0.8165 |
|
| R1 |
0.8183 |
0.8183 |
0.8158 |
0.8199 |
| PP |
0.8138 |
0.8138 |
0.8138 |
0.8146 |
| S1 |
0.8106 |
0.8106 |
0.8144 |
0.8122 |
| S2 |
0.8061 |
0.8061 |
0.8137 |
|
| S3 |
0.7984 |
0.8029 |
0.8130 |
|
| S4 |
0.7907 |
0.7952 |
0.8109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8184 |
0.8103 |
0.0081 |
1.0% |
0.0040 |
0.5% |
14% |
True |
False |
108,210 |
| 10 |
0.8295 |
0.8093 |
0.0203 |
2.5% |
0.0049 |
0.6% |
11% |
False |
False |
119,837 |
| 20 |
0.8380 |
0.8093 |
0.0287 |
3.5% |
0.0056 |
0.7% |
8% |
False |
False |
125,993 |
| 40 |
0.8475 |
0.8093 |
0.0383 |
4.7% |
0.0057 |
0.7% |
6% |
False |
False |
133,760 |
| 60 |
0.8604 |
0.8093 |
0.0511 |
6.3% |
0.0072 |
0.9% |
4% |
False |
False |
110,420 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0065 |
0.8% |
19% |
False |
False |
82,917 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0062 |
0.8% |
19% |
False |
False |
66,376 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.7% |
0.0060 |
0.7% |
22% |
False |
False |
55,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8483 |
|
2.618 |
0.8368 |
|
1.618 |
0.8298 |
|
1.000 |
0.8254 |
|
0.618 |
0.8227 |
|
HIGH |
0.8184 |
|
0.618 |
0.8157 |
|
0.500 |
0.8148 |
|
0.382 |
0.8140 |
|
LOW |
0.8113 |
|
0.618 |
0.8069 |
|
1.000 |
0.8043 |
|
1.618 |
0.7999 |
|
2.618 |
0.7928 |
|
4.250 |
0.7813 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8148 |
0.8148 |
| PP |
0.8137 |
0.8137 |
| S1 |
0.8126 |
0.8126 |
|