CME Japanese Yen Future March 2016
Trading Metrics calculated at close of trading on 03-Dec-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2015 |
03-Dec-2015 |
Change |
Change % |
Previous Week |
Open |
0.8160 |
0.8133 |
-0.0027 |
-0.3% |
0.8161 |
High |
0.8167 |
0.8195 |
0.0029 |
0.3% |
0.8201 |
Low |
0.8108 |
0.8114 |
0.0006 |
0.1% |
0.8136 |
Close |
0.8141 |
0.8195 |
0.0054 |
0.7% |
0.8163 |
Range |
0.0059 |
0.0081 |
0.0023 |
38.5% |
0.0065 |
ATR |
0.0046 |
0.0049 |
0.0002 |
5.3% |
0.0000 |
Volume |
7,409 |
12,516 |
5,107 |
68.9% |
1,974 |
|
Daily Pivots for day following 03-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8411 |
0.8384 |
0.8239 |
|
R3 |
0.8330 |
0.8303 |
0.8217 |
|
R2 |
0.8249 |
0.8249 |
0.8209 |
|
R1 |
0.8222 |
0.8222 |
0.8202 |
0.8235 |
PP |
0.8168 |
0.8168 |
0.8168 |
0.8175 |
S1 |
0.8141 |
0.8141 |
0.8187 |
0.8154 |
S2 |
0.8087 |
0.8087 |
0.8180 |
|
S3 |
0.8006 |
0.8060 |
0.8172 |
|
S4 |
0.7925 |
0.7979 |
0.8150 |
|
|
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 |
0.8197 |
0.8108 |
0.0089 |
1.1% |
0.0053 |
0.6% |
97% |
False |
False |
6,147 |
10 |
0.8201 |
0.8103 |
0.0098 |
1.2% |
0.0047 |
0.6% |
94% |
False |
False |
3,317 |
20 |
0.8259 |
0.8103 |
0.0156 |
1.9% |
0.0044 |
0.5% |
59% |
False |
False |
1,955 |
40 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0048 |
0.6% |
24% |
False |
False |
1,193 |
60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0053 |
0.6% |
24% |
False |
False |
832 |
80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0058 |
0.7% |
30% |
False |
False |
627 |
100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0053 |
0.6% |
30% |
False |
False |
502 |
120 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0048 |
0.6% |
30% |
False |
False |
419 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8539 |
2.618 |
0.8407 |
1.618 |
0.8326 |
1.000 |
0.8276 |
0.618 |
0.8245 |
HIGH |
0.8195 |
0.618 |
0.8164 |
0.500 |
0.8155 |
0.382 |
0.8145 |
LOW |
0.8114 |
0.618 |
0.8064 |
1.000 |
0.8033 |
1.618 |
0.7983 |
2.618 |
0.7902 |
4.250 |
0.7770 |
|
|
Fisher Pivots for day following 03-Dec-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8181 |
0.8180 |
PP |
0.8168 |
0.8166 |
S1 |
0.8155 |
0.8152 |
|