CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 24-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8141 |
0.8139 |
-0.0002 |
0.0% |
0.8173 |
| High |
0.8146 |
0.8178 |
0.0032 |
0.4% |
0.8184 |
| Low |
0.8114 |
0.8134 |
0.0020 |
0.2% |
0.8081 |
| Close |
0.8143 |
0.8168 |
0.0026 |
0.3% |
0.8142 |
| Range |
0.0032 |
0.0044 |
0.0012 |
37.5% |
0.0103 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
87,763 |
117,181 |
29,418 |
33.5% |
542,925 |
|
| Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8292 |
0.8274 |
0.8192 |
|
| R3 |
0.8248 |
0.8230 |
0.8180 |
|
| R2 |
0.8204 |
0.8204 |
0.8176 |
|
| R1 |
0.8186 |
0.8186 |
0.8172 |
0.8195 |
| PP |
0.8160 |
0.8160 |
0.8160 |
0.8164 |
| S1 |
0.8142 |
0.8142 |
0.8164 |
0.8151 |
| S2 |
0.8116 |
0.8116 |
0.8160 |
|
| S3 |
0.8072 |
0.8098 |
0.8156 |
|
| S4 |
0.8028 |
0.8054 |
0.8144 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8443 |
0.8395 |
0.8198 |
|
| R3 |
0.8341 |
0.8293 |
0.8170 |
|
| R2 |
0.8238 |
0.8238 |
0.8161 |
|
| R1 |
0.8190 |
0.8190 |
0.8151 |
0.8163 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8122 |
| S1 |
0.8088 |
0.8088 |
0.8133 |
0.8060 |
| S2 |
0.8033 |
0.8033 |
0.8123 |
|
| S3 |
0.7931 |
0.7985 |
0.8114 |
|
| S4 |
0.7828 |
0.7883 |
0.8086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8178 |
0.8081 |
0.0097 |
1.2% |
0.0040 |
0.5% |
90% |
True |
False |
104,716 |
| 10 |
0.8184 |
0.8081 |
0.0103 |
1.3% |
0.0040 |
0.5% |
85% |
False |
False |
107,346 |
| 20 |
0.8350 |
0.8081 |
0.0269 |
3.3% |
0.0049 |
0.6% |
32% |
False |
False |
119,274 |
| 40 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0052 |
0.6% |
22% |
False |
False |
126,218 |
| 60 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0061 |
0.8% |
22% |
False |
False |
120,782 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.4% |
0.0065 |
0.8% |
28% |
False |
False |
90,829 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.4% |
0.0061 |
0.7% |
28% |
False |
False |
72,698 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.7% |
0.0059 |
0.7% |
30% |
False |
False |
60,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8365 |
|
2.618 |
0.8293 |
|
1.618 |
0.8249 |
|
1.000 |
0.8222 |
|
0.618 |
0.8205 |
|
HIGH |
0.8178 |
|
0.618 |
0.8161 |
|
0.500 |
0.8156 |
|
0.382 |
0.8150 |
|
LOW |
0.8134 |
|
0.618 |
0.8106 |
|
1.000 |
0.8090 |
|
1.618 |
0.8062 |
|
2.618 |
0.8018 |
|
4.250 |
0.7947 |
|
|
| Fisher Pivots for day following 24-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8164 |
0.8161 |
| PP |
0.8160 |
0.8153 |
| S1 |
0.8156 |
0.8146 |
|