CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8159 |
0.8185 |
0.0026 |
0.3% |
0.8197 |
| High |
0.8196 |
0.8201 |
0.0005 |
0.1% |
0.8204 |
| Low |
0.8158 |
0.8161 |
0.0003 |
0.0% |
0.8103 |
| Close |
0.8189 |
0.8169 |
-0.0021 |
-0.3% |
0.8163 |
| Range |
0.0038 |
0.0040 |
0.0002 |
5.3% |
0.0101 |
| ATR |
0.0047 |
0.0046 |
0.0000 |
-1.0% |
0.0000 |
| Volume |
422 |
781 |
359 |
85.1% |
2,816 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8297 |
0.8273 |
0.8191 |
|
| R3 |
0.8257 |
0.8233 |
0.8180 |
|
| R2 |
0.8217 |
0.8217 |
0.8176 |
|
| R1 |
0.8193 |
0.8193 |
0.8172 |
0.8185 |
| PP |
0.8177 |
0.8177 |
0.8177 |
0.8173 |
| S1 |
0.8153 |
0.8153 |
0.8165 |
0.8145 |
| S2 |
0.8137 |
0.8137 |
0.8161 |
|
| S3 |
0.8097 |
0.8113 |
0.8158 |
|
| S4 |
0.8057 |
0.8073 |
0.8147 |
|
|
| 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 |
0.8201 |
0.8103 |
0.0098 |
1.2% |
0.0040 |
0.5% |
67% |
True |
False |
486 |
| 10 |
0.8204 |
0.8103 |
0.0101 |
1.2% |
0.0039 |
0.5% |
65% |
False |
False |
499 |
| 20 |
0.8336 |
0.8103 |
0.0233 |
2.8% |
0.0044 |
0.5% |
28% |
False |
False |
516 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0049 |
0.6% |
17% |
False |
False |
447 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0055 |
0.7% |
17% |
False |
False |
321 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
26% |
False |
False |
243 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0052 |
0.6% |
26% |
False |
False |
195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8371 |
|
2.618 |
0.8305 |
|
1.618 |
0.8265 |
|
1.000 |
0.8241 |
|
0.618 |
0.8225 |
|
HIGH |
0.8201 |
|
0.618 |
0.8185 |
|
0.500 |
0.8181 |
|
0.382 |
0.8176 |
|
LOW |
0.8161 |
|
0.618 |
0.8136 |
|
1.000 |
0.8121 |
|
1.618 |
0.8096 |
|
2.618 |
0.8056 |
|
4.250 |
0.7991 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8181 |
0.8168 |
| PP |
0.8177 |
0.8168 |
| S1 |
0.8173 |
0.8168 |
|