CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 30-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.8150 |
0.8146 |
-0.0005 |
-0.1% |
0.8141 |
High |
0.8177 |
0.8152 |
-0.0025 |
-0.3% |
0.8181 |
Low |
0.8139 |
0.8109 |
-0.0030 |
-0.4% |
0.8114 |
Close |
0.8142 |
0.8125 |
-0.0018 |
-0.2% |
0.8142 |
Range |
0.0039 |
0.0044 |
0.0005 |
13.0% |
0.0067 |
ATR |
0.0048 |
0.0048 |
0.0000 |
-0.7% |
0.0000 |
Volume |
86,708 |
92,008 |
5,300 |
6.1% |
378,299 |
|
Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8259 |
0.8235 |
0.8148 |
|
R3 |
0.8215 |
0.8192 |
0.8136 |
|
R2 |
0.8172 |
0.8172 |
0.8132 |
|
R1 |
0.8148 |
0.8148 |
0.8128 |
0.8138 |
PP |
0.8128 |
0.8128 |
0.8128 |
0.8123 |
S1 |
0.8105 |
0.8105 |
0.8121 |
0.8095 |
S2 |
0.8085 |
0.8085 |
0.8117 |
|
S3 |
0.8041 |
0.8061 |
0.8113 |
|
S4 |
0.7998 |
0.8018 |
0.8101 |
|
|
Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8347 |
0.8311 |
0.8179 |
|
R3 |
0.8280 |
0.8244 |
0.8160 |
|
R2 |
0.8213 |
0.8213 |
0.8154 |
|
R1 |
0.8177 |
0.8177 |
0.8148 |
0.8195 |
PP |
0.8146 |
0.8146 |
0.8146 |
0.8155 |
S1 |
0.8110 |
0.8110 |
0.8136 |
0.8128 |
S2 |
0.8079 |
0.8079 |
0.8130 |
|
S3 |
0.8012 |
0.8043 |
0.8124 |
|
S4 |
0.7945 |
0.7976 |
0.8105 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8181 |
0.8109 |
0.0073 |
0.9% |
0.0041 |
0.5% |
22% |
False |
True |
94,061 |
10 |
0.8184 |
0.8081 |
0.0103 |
1.3% |
0.0042 |
0.5% |
42% |
False |
False |
101,323 |
20 |
0.8319 |
0.8081 |
0.0238 |
2.9% |
0.0044 |
0.5% |
18% |
False |
False |
109,333 |
40 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0050 |
0.6% |
11% |
False |
False |
118,243 |
60 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0059 |
0.7% |
11% |
False |
False |
124,919 |
80 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0065 |
0.8% |
21% |
False |
False |
94,139 |
100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0060 |
0.7% |
21% |
False |
False |
75,343 |
120 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0058 |
0.7% |
21% |
False |
False |
62,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8337 |
2.618 |
0.8266 |
1.618 |
0.8222 |
1.000 |
0.8196 |
0.618 |
0.8179 |
HIGH |
0.8152 |
0.618 |
0.8135 |
0.500 |
0.8130 |
0.382 |
0.8125 |
LOW |
0.8109 |
0.618 |
0.8082 |
1.000 |
0.8065 |
1.618 |
0.8038 |
2.618 |
0.7995 |
4.250 |
0.7924 |
|
|
Fisher Pivots for day following 30-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8130 |
0.8145 |
PP |
0.8128 |
0.8138 |
S1 |
0.8126 |
0.8131 |
|