CME Japanese Yen Future December 2015
Trading Metrics calculated at close of trading on 08-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2015 |
08-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.8118 |
0.8104 |
-0.0014 |
-0.2% |
0.8146 |
High |
0.8121 |
0.8149 |
0.0029 |
0.4% |
0.8178 |
Low |
0.8099 |
0.8104 |
0.0005 |
0.1% |
0.8086 |
Close |
0.8110 |
0.8127 |
0.0017 |
0.2% |
0.8118 |
Range |
0.0022 |
0.0045 |
0.0024 |
109.3% |
0.0092 |
ATR |
0.0050 |
0.0050 |
0.0000 |
-0.7% |
0.0000 |
Volume |
110,600 |
117,383 |
6,783 |
6.1% |
690,451 |
|
Daily Pivots for day following 08-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8262 |
0.8239 |
0.8151 |
|
R3 |
0.8217 |
0.8194 |
0.8139 |
|
R2 |
0.8172 |
0.8172 |
0.8135 |
|
R1 |
0.8149 |
0.8149 |
0.8131 |
0.8160 |
PP |
0.8127 |
0.8127 |
0.8127 |
0.8132 |
S1 |
0.8104 |
0.8104 |
0.8122 |
0.8115 |
S2 |
0.8082 |
0.8082 |
0.8118 |
|
S3 |
0.8037 |
0.8059 |
0.8114 |
|
S4 |
0.7992 |
0.8014 |
0.8102 |
|
|
Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8403 |
0.8353 |
0.8169 |
|
R3 |
0.8311 |
0.8261 |
0.8143 |
|
R2 |
0.8219 |
0.8219 |
0.8135 |
|
R1 |
0.8169 |
0.8169 |
0.8126 |
0.8148 |
PP |
0.8127 |
0.8127 |
0.8127 |
0.8117 |
S1 |
0.8077 |
0.8077 |
0.8110 |
0.8056 |
S2 |
0.8035 |
0.8035 |
0.8101 |
|
S3 |
0.7943 |
0.7985 |
0.8093 |
|
S4 |
0.7851 |
0.7893 |
0.8067 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8178 |
0.8086 |
0.0092 |
1.1% |
0.0054 |
0.7% |
44% |
False |
False |
143,166 |
10 |
0.8181 |
0.8086 |
0.0095 |
1.2% |
0.0048 |
0.6% |
43% |
False |
False |
120,897 |
20 |
0.8184 |
0.8081 |
0.0103 |
1.3% |
0.0043 |
0.5% |
44% |
False |
False |
113,345 |
40 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0052 |
0.6% |
12% |
False |
False |
121,982 |
60 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0055 |
0.7% |
12% |
False |
False |
129,640 |
80 |
0.8604 |
0.8044 |
0.0560 |
6.9% |
0.0065 |
0.8% |
15% |
False |
False |
104,404 |
100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0060 |
0.7% |
21% |
False |
False |
83,599 |
120 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0058 |
0.7% |
21% |
False |
False |
69,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8340 |
2.618 |
0.8267 |
1.618 |
0.8222 |
1.000 |
0.8194 |
0.618 |
0.8177 |
HIGH |
0.8149 |
0.618 |
0.8132 |
0.500 |
0.8127 |
0.382 |
0.8121 |
LOW |
0.8104 |
0.618 |
0.8076 |
1.000 |
0.8059 |
1.618 |
0.8031 |
2.618 |
0.7986 |
4.250 |
0.7913 |
|
|
Fisher Pivots for day following 08-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8127 |
0.8132 |
PP |
0.8127 |
0.8130 |
S1 |
0.8127 |
0.8128 |
|