CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.8323 |
0.8302 |
-0.0021 |
-0.2% |
0.8260 |
High |
0.8336 |
0.8313 |
-0.0023 |
-0.3% |
0.8354 |
Low |
0.8298 |
0.8270 |
-0.0029 |
-0.3% |
0.8253 |
Close |
0.8301 |
0.8281 |
-0.0020 |
-0.2% |
0.8306 |
Range |
0.0038 |
0.0044 |
0.0006 |
16.0% |
0.0102 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-1.9% |
0.0000 |
Volume |
105 |
183 |
78 |
74.3% |
2,469 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8418 |
0.8393 |
0.8305 |
|
R3 |
0.8375 |
0.8350 |
0.8293 |
|
R2 |
0.8331 |
0.8331 |
0.8289 |
|
R1 |
0.8306 |
0.8306 |
0.8285 |
0.8297 |
PP |
0.8288 |
0.8288 |
0.8288 |
0.8283 |
S1 |
0.8263 |
0.8263 |
0.8277 |
0.8254 |
S2 |
0.8244 |
0.8244 |
0.8273 |
|
S3 |
0.8201 |
0.8219 |
0.8269 |
|
S4 |
0.8157 |
0.8176 |
0.8257 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8609 |
0.8559 |
0.8362 |
|
R3 |
0.8507 |
0.8457 |
0.8334 |
|
R2 |
0.8406 |
0.8406 |
0.8325 |
|
R1 |
0.8356 |
0.8356 |
0.8315 |
0.8381 |
PP |
0.8304 |
0.8304 |
0.8304 |
0.8317 |
S1 |
0.8254 |
0.8254 |
0.8297 |
0.8279 |
S2 |
0.8203 |
0.8203 |
0.8287 |
|
S3 |
0.8101 |
0.8153 |
0.8278 |
|
S4 |
0.8000 |
0.8051 |
0.8250 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8354 |
0.8253 |
0.0102 |
1.2% |
0.0058 |
0.7% |
28% |
False |
False |
393 |
10 |
0.8381 |
0.8251 |
0.0130 |
1.6% |
0.0060 |
0.7% |
23% |
False |
False |
733 |
20 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0051 |
0.6% |
13% |
False |
False |
413 |
40 |
0.8491 |
0.8251 |
0.0240 |
2.9% |
0.0058 |
0.7% |
13% |
False |
False |
261 |
60 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0063 |
0.8% |
45% |
False |
False |
177 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0055 |
0.7% |
45% |
False |
False |
134 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.1% |
0.0049 |
0.6% |
45% |
False |
False |
108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8498 |
2.618 |
0.8427 |
1.618 |
0.8383 |
1.000 |
0.8357 |
0.618 |
0.8340 |
HIGH |
0.8313 |
0.618 |
0.8296 |
0.500 |
0.8291 |
0.382 |
0.8286 |
LOW |
0.8270 |
0.618 |
0.8243 |
1.000 |
0.8226 |
1.618 |
0.8199 |
2.618 |
0.8156 |
4.250 |
0.8085 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8291 |
0.8294 |
PP |
0.8288 |
0.8290 |
S1 |
0.8284 |
0.8285 |
|