CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 13-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.8162 |
0.8175 |
0.0013 |
0.2% |
0.8135 |
High |
0.8182 |
0.8190 |
0.0008 |
0.1% |
0.8190 |
Low |
0.8148 |
0.8155 |
0.0007 |
0.1% |
0.8116 |
Close |
0.8178 |
0.8173 |
-0.0005 |
-0.1% |
0.8173 |
Range |
0.0034 |
0.0035 |
0.0001 |
2.9% |
0.0074 |
ATR |
0.0053 |
0.0052 |
-0.0001 |
-2.4% |
0.0000 |
Volume |
301 |
474 |
173 |
57.5% |
2,574 |
|
Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8278 |
0.8260 |
0.8192 |
|
R3 |
0.8243 |
0.8225 |
0.8183 |
|
R2 |
0.8208 |
0.8208 |
0.8179 |
|
R1 |
0.8190 |
0.8190 |
0.8176 |
0.8182 |
PP |
0.8173 |
0.8173 |
0.8173 |
0.8168 |
S1 |
0.8155 |
0.8155 |
0.8170 |
0.8147 |
S2 |
0.8138 |
0.8138 |
0.8167 |
|
S3 |
0.8103 |
0.8120 |
0.8163 |
|
S4 |
0.8068 |
0.8085 |
0.8154 |
|
|
Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8382 |
0.8351 |
0.8214 |
|
R3 |
0.8308 |
0.8277 |
0.8193 |
|
R2 |
0.8234 |
0.8234 |
0.8187 |
|
R1 |
0.8203 |
0.8203 |
0.8180 |
0.8219 |
PP |
0.8160 |
0.8160 |
0.8160 |
0.8167 |
S1 |
0.8129 |
0.8129 |
0.8166 |
0.8145 |
S2 |
0.8086 |
0.8086 |
0.8159 |
|
S3 |
0.8012 |
0.8055 |
0.8153 |
|
S4 |
0.7938 |
0.7981 |
0.8132 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8190 |
0.8116 |
0.0074 |
0.9% |
0.0033 |
0.4% |
77% |
True |
False |
514 |
10 |
0.8336 |
0.8116 |
0.0220 |
2.7% |
0.0043 |
0.5% |
26% |
False |
False |
488 |
20 |
0.8414 |
0.8116 |
0.0298 |
3.6% |
0.0050 |
0.6% |
19% |
False |
False |
607 |
40 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0053 |
0.6% |
15% |
False |
False |
359 |
60 |
0.8608 |
0.8116 |
0.0492 |
6.0% |
0.0064 |
0.8% |
12% |
False |
False |
253 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0056 |
0.7% |
26% |
False |
False |
191 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0051 |
0.6% |
26% |
False |
False |
153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8339 |
2.618 |
0.8282 |
1.618 |
0.8247 |
1.000 |
0.8225 |
0.618 |
0.8212 |
HIGH |
0.8190 |
0.618 |
0.8177 |
0.500 |
0.8173 |
0.382 |
0.8168 |
LOW |
0.8155 |
0.618 |
0.8133 |
1.000 |
0.8120 |
1.618 |
0.8098 |
2.618 |
0.8063 |
4.250 |
0.8006 |
|
|
Fisher Pivots for day following 13-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8173 |
0.8171 |
PP |
0.8173 |
0.8169 |
S1 |
0.8173 |
0.8167 |
|