CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 12-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2015 |
12-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.8163 |
0.8162 |
-0.0001 |
0.0% |
0.8323 |
High |
0.8172 |
0.8182 |
0.0011 |
0.1% |
0.8336 |
Low |
0.8144 |
0.8148 |
0.0005 |
0.1% |
0.8137 |
Close |
0.8156 |
0.8178 |
0.0022 |
0.3% |
0.8138 |
Range |
0.0028 |
0.0034 |
0.0006 |
21.4% |
0.0199 |
ATR |
0.0054 |
0.0053 |
-0.0001 |
-2.7% |
0.0000 |
Volume |
567 |
301 |
-266 |
-46.9% |
2,308 |
|
Daily Pivots for day following 12-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8271 |
0.8258 |
0.8196 |
|
R3 |
0.8237 |
0.8224 |
0.8187 |
|
R2 |
0.8203 |
0.8203 |
0.8184 |
|
R1 |
0.8190 |
0.8190 |
0.8181 |
0.8197 |
PP |
0.8169 |
0.8169 |
0.8169 |
0.8172 |
S1 |
0.8156 |
0.8156 |
0.8174 |
0.8163 |
S2 |
0.8135 |
0.8135 |
0.8171 |
|
S3 |
0.8101 |
0.8122 |
0.8168 |
|
S4 |
0.8067 |
0.8088 |
0.8159 |
|
|
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 |
0.8233 |
0.8116 |
0.0117 |
1.4% |
0.0045 |
0.6% |
53% |
False |
False |
721 |
10 |
0.8336 |
0.8116 |
0.0220 |
2.7% |
0.0048 |
0.6% |
28% |
False |
False |
532 |
20 |
0.8436 |
0.8116 |
0.0320 |
3.9% |
0.0052 |
0.6% |
19% |
False |
False |
594 |
40 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0055 |
0.7% |
16% |
False |
False |
356 |
60 |
0.8608 |
0.8097 |
0.0511 |
6.2% |
0.0065 |
0.8% |
16% |
False |
False |
245 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0056 |
0.7% |
27% |
False |
False |
185 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0051 |
0.6% |
27% |
False |
False |
149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8327 |
2.618 |
0.8271 |
1.618 |
0.8237 |
1.000 |
0.8216 |
0.618 |
0.8203 |
HIGH |
0.8182 |
0.618 |
0.8169 |
0.500 |
0.8165 |
0.382 |
0.8161 |
LOW |
0.8148 |
0.618 |
0.8127 |
1.000 |
0.8114 |
1.618 |
0.8093 |
2.618 |
0.8059 |
4.250 |
0.8004 |
|
|
Fisher Pivots for day following 12-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8173 |
0.8169 |
PP |
0.8169 |
0.8161 |
S1 |
0.8165 |
0.8153 |
|