CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 19-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2015 |
19-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.8103 |
0.8092 |
-0.0011 |
-0.1% |
0.8111 |
High |
0.8118 |
0.8157 |
0.0040 |
0.5% |
0.8170 |
Low |
0.8081 |
0.8092 |
0.0011 |
0.1% |
0.8093 |
Close |
0.8095 |
0.8141 |
0.0046 |
0.6% |
0.8151 |
Range |
0.0037 |
0.0065 |
0.0029 |
78.1% |
0.0077 |
ATR |
0.0052 |
0.0053 |
0.0001 |
1.8% |
0.0000 |
Volume |
107,695 |
122,404 |
14,709 |
13.7% |
554,569 |
|
Daily Pivots for day following 19-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8325 |
0.8298 |
0.8176 |
|
R3 |
0.8260 |
0.8233 |
0.8158 |
|
R2 |
0.8195 |
0.8195 |
0.8152 |
|
R1 |
0.8168 |
0.8168 |
0.8146 |
0.8181 |
PP |
0.8130 |
0.8130 |
0.8130 |
0.8137 |
S1 |
0.8103 |
0.8103 |
0.8135 |
0.8116 |
S2 |
0.8065 |
0.8065 |
0.8129 |
|
S3 |
0.8000 |
0.8038 |
0.8123 |
|
S4 |
0.7935 |
0.7973 |
0.8105 |
|
|
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 |
0.8081 |
0.0103 |
1.3% |
0.0046 |
0.6% |
58% |
False |
False |
113,658 |
10 |
0.8224 |
0.8081 |
0.0143 |
1.8% |
0.0048 |
0.6% |
42% |
False |
False |
119,607 |
20 |
0.8350 |
0.8081 |
0.0269 |
3.3% |
0.0055 |
0.7% |
22% |
False |
False |
124,446 |
40 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0055 |
0.7% |
15% |
False |
False |
131,361 |
60 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0064 |
0.8% |
15% |
False |
False |
115,973 |
80 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0065 |
0.8% |
24% |
False |
False |
87,170 |
100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0061 |
0.8% |
24% |
False |
False |
69,777 |
120 |
0.8604 |
0.7977 |
0.0627 |
7.7% |
0.0059 |
0.7% |
26% |
False |
False |
58,168 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8433 |
2.618 |
0.8327 |
1.618 |
0.8262 |
1.000 |
0.8222 |
0.618 |
0.8197 |
HIGH |
0.8157 |
0.618 |
0.8132 |
0.500 |
0.8125 |
0.382 |
0.8117 |
LOW |
0.8092 |
0.618 |
0.8052 |
1.000 |
0.8027 |
1.618 |
0.7987 |
2.618 |
0.7922 |
4.250 |
0.7816 |
|
|
Fisher Pivots for day following 19-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8135 |
0.8133 |
PP |
0.8130 |
0.8126 |
S1 |
0.8125 |
0.8119 |
|