CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 02-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2015 |
02-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.8137 |
0.8160 |
0.0024 |
0.3% |
0.8161 |
High |
0.8175 |
0.8167 |
-0.0009 |
-0.1% |
0.8201 |
Low |
0.8135 |
0.8108 |
-0.0027 |
-0.3% |
0.8136 |
Close |
0.8165 |
0.8141 |
-0.0025 |
-0.3% |
0.8163 |
Range |
0.0041 |
0.0059 |
0.0018 |
44.4% |
0.0065 |
ATR |
0.0045 |
0.0046 |
0.0001 |
2.1% |
0.0000 |
Volume |
5,956 |
7,409 |
1,453 |
24.4% |
1,974 |
|
Daily Pivots for day following 02-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8314 |
0.8286 |
0.8173 |
|
R3 |
0.8255 |
0.8227 |
0.8157 |
|
R2 |
0.8197 |
0.8197 |
0.8151 |
|
R1 |
0.8169 |
0.8169 |
0.8146 |
0.8154 |
PP |
0.8138 |
0.8138 |
0.8138 |
0.8131 |
S1 |
0.8110 |
0.8110 |
0.8135 |
0.8095 |
S2 |
0.8080 |
0.8080 |
0.8130 |
|
S3 |
0.8021 |
0.8052 |
0.8124 |
|
S4 |
0.7963 |
0.7993 |
0.8108 |
|
|
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 |
0.8108 |
0.0093 |
1.1% |
0.0045 |
0.5% |
35% |
False |
True |
3,800 |
10 |
0.8201 |
0.8103 |
0.0098 |
1.2% |
0.0042 |
0.5% |
38% |
False |
False |
2,102 |
20 |
0.8284 |
0.8103 |
0.0181 |
2.2% |
0.0043 |
0.5% |
21% |
False |
False |
1,351 |
40 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0047 |
0.6% |
10% |
False |
False |
882 |
60 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0053 |
0.7% |
10% |
False |
False |
625 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0058 |
0.7% |
21% |
False |
False |
471 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0052 |
0.6% |
21% |
False |
False |
377 |
120 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0048 |
0.6% |
21% |
False |
False |
315 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8415 |
2.618 |
0.8320 |
1.618 |
0.8261 |
1.000 |
0.8225 |
0.618 |
0.8203 |
HIGH |
0.8167 |
0.618 |
0.8144 |
0.500 |
0.8137 |
0.382 |
0.8130 |
LOW |
0.8108 |
0.618 |
0.8072 |
1.000 |
0.8050 |
1.618 |
0.8013 |
2.618 |
0.7955 |
4.250 |
0.7859 |
|
|
Fisher Pivots for day following 02-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8139 |
0.8142 |
PP |
0.8138 |
0.8141 |
S1 |
0.8137 |
0.8141 |
|