CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 30-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2015 |
30-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8176 |
0.8165 |
-0.0011 |
-0.1% |
0.8161 |
| High |
0.8197 |
0.8172 |
-0.0025 |
-0.3% |
0.8201 |
| Low |
0.8155 |
0.8130 |
-0.0025 |
-0.3% |
0.8136 |
| Close |
0.8163 |
0.8145 |
-0.0018 |
-0.2% |
0.8163 |
| Range |
0.0042 |
0.0042 |
0.0000 |
0.0% |
0.0065 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
573 |
4,285 |
3,712 |
647.8% |
1,974 |
|
| Daily Pivots for day following 30-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8275 |
0.8252 |
0.8168 |
|
| R3 |
0.8233 |
0.8210 |
0.8157 |
|
| R2 |
0.8191 |
0.8191 |
0.8153 |
|
| R1 |
0.8168 |
0.8168 |
0.8149 |
0.8159 |
| PP |
0.8149 |
0.8149 |
0.8149 |
0.8144 |
| S1 |
0.8126 |
0.8126 |
0.8141 |
0.8117 |
| S2 |
0.8107 |
0.8107 |
0.8137 |
|
| S3 |
0.8065 |
0.8084 |
0.8133 |
|
| S4 |
0.8023 |
0.8042 |
0.8122 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8361 |
0.8327 |
0.8198 |
|
| R3 |
0.8296 |
0.8262 |
0.8180 |
|
| R2 |
0.8231 |
0.8231 |
0.8174 |
|
| R1 |
0.8197 |
0.8197 |
0.8168 |
0.8214 |
| PP |
0.8166 |
0.8166 |
0.8166 |
0.8175 |
| S1 |
0.8132 |
0.8132 |
0.8157 |
0.8149 |
| S2 |
0.8101 |
0.8101 |
0.8151 |
|
| S3 |
0.8036 |
0.8067 |
0.8145 |
|
| S4 |
0.7971 |
0.8002 |
0.8127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8201 |
0.8130 |
0.0071 |
0.9% |
0.0038 |
0.5% |
21% |
False |
True |
1,251 |
| 10 |
0.8204 |
0.8103 |
0.0101 |
1.2% |
0.0041 |
0.5% |
42% |
False |
False |
907 |
| 20 |
0.8336 |
0.8103 |
0.0233 |
2.9% |
0.0042 |
0.5% |
18% |
False |
False |
697 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0046 |
0.6% |
11% |
False |
False |
556 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0054 |
0.7% |
11% |
False |
False |
402 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0058 |
0.7% |
22% |
False |
False |
304 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0052 |
0.6% |
22% |
False |
False |
244 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0047 |
0.6% |
22% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8351 |
|
2.618 |
0.8282 |
|
1.618 |
0.8240 |
|
1.000 |
0.8214 |
|
0.618 |
0.8198 |
|
HIGH |
0.8172 |
|
0.618 |
0.8156 |
|
0.500 |
0.8151 |
|
0.382 |
0.8146 |
|
LOW |
0.8130 |
|
0.618 |
0.8104 |
|
1.000 |
0.8088 |
|
1.618 |
0.8062 |
|
2.618 |
0.8020 |
|
4.250 |
0.7952 |
|
|
| Fisher Pivots for day following 30-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8151 |
0.8165 |
| PP |
0.8149 |
0.8159 |
| S1 |
0.8147 |
0.8152 |
|