CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 11-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2015 |
11-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8224 |
0.8221 |
-0.0003 |
0.0% |
0.8118 |
| High |
0.8248 |
0.8294 |
0.0046 |
0.6% |
0.8294 |
| Low |
0.8206 |
0.8181 |
-0.0025 |
-0.3% |
0.8099 |
| Close |
0.8222 |
0.8281 |
0.0059 |
0.7% |
0.8281 |
| Range |
0.0042 |
0.0113 |
0.0071 |
171.1% |
0.0195 |
| ATR |
0.0055 |
0.0059 |
0.0004 |
7.4% |
0.0000 |
| Volume |
163,604 |
76,074 |
-87,530 |
-53.5% |
748,481 |
|
| Daily Pivots for day following 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8589 |
0.8547 |
0.8342 |
|
| R3 |
0.8477 |
0.8435 |
0.8311 |
|
| R2 |
0.8364 |
0.8364 |
0.8301 |
|
| R1 |
0.8322 |
0.8322 |
0.8291 |
0.8343 |
| PP |
0.8252 |
0.8252 |
0.8252 |
0.8262 |
| S1 |
0.8210 |
0.8210 |
0.8270 |
0.8231 |
| S2 |
0.8139 |
0.8139 |
0.8260 |
|
| S3 |
0.8027 |
0.8097 |
0.8250 |
|
| S4 |
0.7914 |
0.7985 |
0.8219 |
|
|
| Weekly Pivots for week ending 11-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8808 |
0.8739 |
0.8387 |
|
| R3 |
0.8613 |
0.8544 |
0.8334 |
|
| R2 |
0.8419 |
0.8419 |
0.8316 |
|
| R1 |
0.8350 |
0.8350 |
0.8298 |
0.8384 |
| PP |
0.8224 |
0.8224 |
0.8224 |
0.8242 |
| S1 |
0.8155 |
0.8155 |
0.8263 |
0.8190 |
| S2 |
0.8030 |
0.8030 |
0.8245 |
|
| S3 |
0.7835 |
0.7961 |
0.8227 |
|
| S4 |
0.7641 |
0.7766 |
0.8174 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8294 |
0.8099 |
0.0195 |
2.3% |
0.0071 |
0.9% |
93% |
True |
False |
149,696 |
| 10 |
0.8294 |
0.8086 |
0.0208 |
2.5% |
0.0064 |
0.8% |
94% |
True |
False |
143,893 |
| 20 |
0.8294 |
0.8081 |
0.0213 |
2.6% |
0.0053 |
0.6% |
94% |
True |
False |
123,703 |
| 40 |
0.8421 |
0.8081 |
0.0340 |
4.1% |
0.0054 |
0.7% |
59% |
False |
False |
123,933 |
| 60 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0057 |
0.7% |
51% |
False |
False |
131,174 |
| 80 |
0.8604 |
0.8070 |
0.0534 |
6.4% |
0.0068 |
0.8% |
40% |
False |
False |
110,907 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0062 |
0.7% |
47% |
False |
False |
88,799 |
| 120 |
0.8604 |
0.7997 |
0.0607 |
7.3% |
0.0060 |
0.7% |
47% |
False |
False |
74,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8772 |
|
2.618 |
0.8588 |
|
1.618 |
0.8476 |
|
1.000 |
0.8406 |
|
0.618 |
0.8363 |
|
HIGH |
0.8294 |
|
0.618 |
0.8251 |
|
0.500 |
0.8237 |
|
0.382 |
0.8224 |
|
LOW |
0.8181 |
|
0.618 |
0.8111 |
|
1.000 |
0.8069 |
|
1.618 |
0.7999 |
|
2.618 |
0.7886 |
|
4.250 |
0.7703 |
|
|
| Fisher Pivots for day following 11-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8266 |
0.8257 |
| PP |
0.8252 |
0.8234 |
| S1 |
0.8237 |
0.8211 |
|