CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8302 |
0.8262 |
-0.0041 |
-0.5% |
0.8260 |
| High |
0.8313 |
0.8284 |
-0.0029 |
-0.3% |
0.8354 |
| Low |
0.8270 |
0.8238 |
-0.0032 |
-0.4% |
0.8253 |
| Close |
0.8281 |
0.8247 |
-0.0034 |
-0.4% |
0.8306 |
| Range |
0.0044 |
0.0047 |
0.0003 |
6.9% |
0.0102 |
| ATR |
0.0058 |
0.0057 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
183 |
448 |
265 |
144.8% |
2,469 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8396 |
0.8368 |
0.8273 |
|
| R3 |
0.8349 |
0.8321 |
0.8260 |
|
| R2 |
0.8303 |
0.8303 |
0.8256 |
|
| R1 |
0.8275 |
0.8275 |
0.8251 |
0.8266 |
| PP |
0.8256 |
0.8256 |
0.8256 |
0.8252 |
| S1 |
0.8228 |
0.8228 |
0.8243 |
0.8219 |
| S2 |
0.8210 |
0.8210 |
0.8238 |
|
| S3 |
0.8163 |
0.8182 |
0.8234 |
|
| S4 |
0.8117 |
0.8135 |
0.8221 |
|
|
| 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 |
0.8336 |
0.8238 |
0.0098 |
1.2% |
0.0050 |
0.6% |
10% |
False |
True |
394 |
| 10 |
0.8381 |
0.8238 |
0.0143 |
1.7% |
0.0062 |
0.8% |
7% |
False |
True |
774 |
| 20 |
0.8491 |
0.8238 |
0.0253 |
3.1% |
0.0051 |
0.6% |
4% |
False |
True |
431 |
| 40 |
0.8491 |
0.8238 |
0.0253 |
3.1% |
0.0057 |
0.7% |
4% |
False |
True |
270 |
| 60 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0063 |
0.8% |
39% |
False |
False |
185 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0055 |
0.7% |
39% |
False |
False |
139 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0049 |
0.6% |
39% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8482 |
|
2.618 |
0.8406 |
|
1.618 |
0.8359 |
|
1.000 |
0.8331 |
|
0.618 |
0.8313 |
|
HIGH |
0.8284 |
|
0.618 |
0.8266 |
|
0.500 |
0.8261 |
|
0.382 |
0.8255 |
|
LOW |
0.8238 |
|
0.618 |
0.8209 |
|
1.000 |
0.8191 |
|
1.618 |
0.8162 |
|
2.618 |
0.8116 |
|
4.250 |
0.8040 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8261 |
0.8287 |
| PP |
0.8256 |
0.8273 |
| S1 |
0.8252 |
0.8260 |
|