CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 24-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2015 |
24-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
0.8161 |
0.8159 |
-0.0002 |
0.0% |
0.8197 |
High |
0.8165 |
0.8196 |
0.0031 |
0.4% |
0.8204 |
Low |
0.8136 |
0.8158 |
0.0023 |
0.3% |
0.8103 |
Close |
0.8164 |
0.8189 |
0.0025 |
0.3% |
0.8163 |
Range |
0.0030 |
0.0038 |
0.0009 |
28.8% |
0.0101 |
ATR |
0.0048 |
0.0047 |
-0.0001 |
-1.4% |
0.0000 |
Volume |
198 |
422 |
224 |
113.1% |
2,816 |
|
Daily Pivots for day following 24-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8295 |
0.8280 |
0.8210 |
|
R3 |
0.8257 |
0.8242 |
0.8199 |
|
R2 |
0.8219 |
0.8219 |
0.8196 |
|
R1 |
0.8204 |
0.8204 |
0.8192 |
0.8212 |
PP |
0.8181 |
0.8181 |
0.8181 |
0.8185 |
S1 |
0.8166 |
0.8166 |
0.8186 |
0.8174 |
S2 |
0.8143 |
0.8143 |
0.8182 |
|
S3 |
0.8105 |
0.8128 |
0.8179 |
|
S4 |
0.8067 |
0.8090 |
0.8168 |
|
|
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 |
0.8196 |
0.8103 |
0.0093 |
1.1% |
0.0040 |
0.5% |
92% |
True |
False |
403 |
10 |
0.8204 |
0.8103 |
0.0101 |
1.2% |
0.0038 |
0.5% |
85% |
False |
False |
477 |
20 |
0.8354 |
0.8103 |
0.0251 |
3.1% |
0.0046 |
0.6% |
34% |
False |
False |
499 |
40 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0049 |
0.6% |
22% |
False |
False |
428 |
60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0056 |
0.7% |
22% |
False |
False |
308 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
29% |
False |
False |
234 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0053 |
0.6% |
29% |
False |
False |
188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8358 |
2.618 |
0.8295 |
1.618 |
0.8257 |
1.000 |
0.8234 |
0.618 |
0.8219 |
HIGH |
0.8196 |
0.618 |
0.8181 |
0.500 |
0.8177 |
0.382 |
0.8173 |
LOW |
0.8158 |
0.618 |
0.8135 |
1.000 |
0.8120 |
1.618 |
0.8097 |
2.618 |
0.8059 |
4.250 |
0.7997 |
|
|
Fisher Pivots for day following 24-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8185 |
0.8181 |
PP |
0.8181 |
0.8174 |
S1 |
0.8177 |
0.8166 |
|