CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 23-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2015 |
23-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.8157 |
0.8161 |
0.0004 |
0.0% |
0.8197 |
High |
0.8170 |
0.8165 |
-0.0005 |
-0.1% |
0.8204 |
Low |
0.8150 |
0.8136 |
-0.0015 |
-0.2% |
0.8103 |
Close |
0.8163 |
0.8164 |
0.0001 |
0.0% |
0.8163 |
Range |
0.0020 |
0.0030 |
0.0010 |
47.5% |
0.0101 |
ATR |
0.0049 |
0.0048 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
442 |
198 |
-244 |
-55.2% |
2,816 |
|
Daily Pivots for day following 23-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8243 |
0.8233 |
0.8180 |
|
R3 |
0.8214 |
0.8204 |
0.8172 |
|
R2 |
0.8184 |
0.8184 |
0.8169 |
|
R1 |
0.8174 |
0.8174 |
0.8167 |
0.8179 |
PP |
0.8155 |
0.8155 |
0.8155 |
0.8157 |
S1 |
0.8145 |
0.8145 |
0.8161 |
0.8150 |
S2 |
0.8125 |
0.8125 |
0.8159 |
|
S3 |
0.8096 |
0.8115 |
0.8156 |
|
S4 |
0.8066 |
0.8086 |
0.8148 |
|
|
Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8460 |
0.8412 |
0.8219 |
|
R3 |
0.8359 |
0.8311 |
0.8191 |
|
R2 |
0.8258 |
0.8258 |
0.8182 |
|
R1 |
0.8210 |
0.8210 |
0.8172 |
0.8184 |
PP |
0.8157 |
0.8157 |
0.8157 |
0.8143 |
S1 |
0.8109 |
0.8109 |
0.8154 |
0.8083 |
S2 |
0.8056 |
0.8056 |
0.8144 |
|
S3 |
0.7955 |
0.8008 |
0.8135 |
|
S4 |
0.7854 |
0.7907 |
0.8107 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8177 |
0.8103 |
0.0074 |
0.9% |
0.0036 |
0.4% |
82% |
False |
False |
457 |
10 |
0.8204 |
0.8103 |
0.0101 |
1.2% |
0.0037 |
0.5% |
60% |
False |
False |
514 |
20 |
0.8354 |
0.8103 |
0.0251 |
3.1% |
0.0047 |
0.6% |
24% |
False |
False |
499 |
40 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0050 |
0.6% |
16% |
False |
False |
419 |
60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0056 |
0.7% |
16% |
False |
False |
301 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
25% |
False |
False |
228 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0052 |
0.6% |
25% |
False |
False |
183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8290 |
2.618 |
0.8242 |
1.618 |
0.8213 |
1.000 |
0.8195 |
0.618 |
0.8183 |
HIGH |
0.8165 |
0.618 |
0.8154 |
0.500 |
0.8150 |
0.382 |
0.8147 |
LOW |
0.8136 |
0.618 |
0.8117 |
1.000 |
0.8106 |
1.618 |
0.8088 |
2.618 |
0.8058 |
4.250 |
0.8010 |
|
|
Fisher Pivots for day following 23-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8159 |
0.8156 |
PP |
0.8155 |
0.8148 |
S1 |
0.8150 |
0.8140 |
|