CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.8122 |
0.8137 |
0.0015 |
0.2% |
0.8141 |
High |
0.8155 |
0.8143 |
-0.0012 |
-0.1% |
0.8181 |
Low |
0.8113 |
0.8086 |
-0.0027 |
-0.3% |
0.8114 |
Close |
0.8142 |
0.8119 |
-0.0023 |
-0.3% |
0.8142 |
Range |
0.0042 |
0.0057 |
0.0015 |
34.5% |
0.0067 |
ATR |
0.0047 |
0.0048 |
0.0001 |
1.4% |
0.0000 |
Volume |
110,595 |
109,453 |
-1,142 |
-1.0% |
378,299 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8285 |
0.8259 |
0.8150 |
|
R3 |
0.8229 |
0.8202 |
0.8135 |
|
R2 |
0.8172 |
0.8172 |
0.8129 |
|
R1 |
0.8146 |
0.8146 |
0.8124 |
0.8131 |
PP |
0.8116 |
0.8116 |
0.8116 |
0.8108 |
S1 |
0.8089 |
0.8089 |
0.8114 |
0.8074 |
S2 |
0.8059 |
0.8059 |
0.8109 |
|
S3 |
0.8003 |
0.8033 |
0.8103 |
|
S4 |
0.7946 |
0.7976 |
0.8088 |
|
|
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 |
0.8086 |
0.0095 |
1.2% |
0.0045 |
0.6% |
35% |
False |
True |
97,082 |
10 |
0.8181 |
0.8081 |
0.0100 |
1.2% |
0.0043 |
0.5% |
38% |
False |
False |
100,899 |
20 |
0.8267 |
0.8081 |
0.0186 |
2.3% |
0.0045 |
0.5% |
20% |
False |
False |
111,713 |
40 |
0.8475 |
0.8081 |
0.0394 |
4.9% |
0.0050 |
0.6% |
10% |
False |
False |
117,628 |
60 |
0.8475 |
0.8081 |
0.0394 |
4.9% |
0.0057 |
0.7% |
10% |
False |
False |
127,546 |
80 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0065 |
0.8% |
20% |
False |
False |
96,875 |
100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0059 |
0.7% |
20% |
False |
False |
77,540 |
120 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0058 |
0.7% |
20% |
False |
False |
64,646 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8383 |
2.618 |
0.8290 |
1.618 |
0.8234 |
1.000 |
0.8199 |
0.618 |
0.8177 |
HIGH |
0.8143 |
0.618 |
0.8121 |
0.500 |
0.8114 |
0.382 |
0.8108 |
LOW |
0.8086 |
0.618 |
0.8051 |
1.000 |
0.8030 |
1.618 |
0.7995 |
2.618 |
0.7938 |
4.250 |
0.7846 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8117 |
0.8120 |
PP |
0.8116 |
0.8120 |
S1 |
0.8114 |
0.8119 |
|