CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8149 |
0.8163 |
0.0014 |
0.2% |
0.8323 |
| High |
0.8153 |
0.8172 |
0.0019 |
0.2% |
0.8336 |
| Low |
0.8125 |
0.8144 |
0.0019 |
0.2% |
0.8137 |
| Close |
0.8138 |
0.8156 |
0.0019 |
0.2% |
0.8138 |
| Range |
0.0029 |
0.0028 |
-0.0001 |
-1.8% |
0.0199 |
| ATR |
0.0056 |
0.0054 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
787 |
567 |
-220 |
-28.0% |
2,308 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8241 |
0.8227 |
0.8171 |
|
| R3 |
0.8213 |
0.8199 |
0.8164 |
|
| R2 |
0.8185 |
0.8185 |
0.8161 |
|
| R1 |
0.8171 |
0.8171 |
0.8159 |
0.8164 |
| PP |
0.8157 |
0.8157 |
0.8157 |
0.8154 |
| S1 |
0.8143 |
0.8143 |
0.8153 |
0.8136 |
| S2 |
0.8129 |
0.8129 |
0.8151 |
|
| S3 |
0.8101 |
0.8115 |
0.8148 |
|
| S4 |
0.8073 |
0.8087 |
0.8141 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8799 |
0.8667 |
0.8247 |
|
| R3 |
0.8601 |
0.8469 |
0.8193 |
|
| R2 |
0.8402 |
0.8402 |
0.8174 |
|
| R1 |
0.8270 |
0.8270 |
0.8156 |
0.8237 |
| PP |
0.8204 |
0.8204 |
0.8204 |
0.8187 |
| S1 |
0.8072 |
0.8072 |
0.8120 |
0.8038 |
| S2 |
0.8005 |
0.8005 |
0.8102 |
|
| S3 |
0.7807 |
0.7873 |
0.8083 |
|
| S4 |
0.7608 |
0.7675 |
0.8029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8259 |
0.8116 |
0.0143 |
1.8% |
0.0046 |
0.6% |
28% |
False |
False |
674 |
| 10 |
0.8336 |
0.8116 |
0.0220 |
2.7% |
0.0048 |
0.6% |
18% |
False |
False |
534 |
| 20 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0054 |
0.7% |
11% |
False |
False |
587 |
| 40 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0056 |
0.7% |
11% |
False |
False |
350 |
| 60 |
0.8608 |
0.8081 |
0.0527 |
6.5% |
0.0065 |
0.8% |
14% |
False |
False |
240 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0056 |
0.7% |
24% |
False |
False |
182 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0051 |
0.6% |
24% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8291 |
|
2.618 |
0.8245 |
|
1.618 |
0.8217 |
|
1.000 |
0.8200 |
|
0.618 |
0.8189 |
|
HIGH |
0.8172 |
|
0.618 |
0.8161 |
|
0.500 |
0.8158 |
|
0.382 |
0.8154 |
|
LOW |
0.8144 |
|
0.618 |
0.8126 |
|
1.000 |
0.8116 |
|
1.618 |
0.8098 |
|
2.618 |
0.8070 |
|
4.250 |
0.8025 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8158 |
0.8152 |
| PP |
0.8157 |
0.8148 |
| S1 |
0.8157 |
0.8144 |
|