CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 04-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2015 |
04-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8133 |
0.8172 |
0.0039 |
0.5% |
0.8165 |
| High |
0.8195 |
0.8183 |
-0.0012 |
-0.1% |
0.8195 |
| Low |
0.8114 |
0.8118 |
0.0004 |
0.0% |
0.8108 |
| Close |
0.8195 |
0.8138 |
-0.0057 |
-0.7% |
0.8138 |
| Range |
0.0081 |
0.0066 |
-0.0016 |
-19.1% |
0.0087 |
| ATR |
0.0049 |
0.0051 |
0.0002 |
4.1% |
0.0000 |
| Volume |
12,516 |
10,895 |
-1,621 |
-13.0% |
41,061 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8343 |
0.8306 |
0.8174 |
|
| R3 |
0.8277 |
0.8240 |
0.8156 |
|
| R2 |
0.8212 |
0.8212 |
0.8150 |
|
| R1 |
0.8175 |
0.8175 |
0.8144 |
0.8160 |
| PP |
0.8146 |
0.8146 |
0.8146 |
0.8139 |
| S1 |
0.8109 |
0.8109 |
0.8131 |
0.8095 |
| S2 |
0.8081 |
0.8081 |
0.8125 |
|
| S3 |
0.8015 |
0.8044 |
0.8119 |
|
| S4 |
0.7950 |
0.7978 |
0.8101 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8408 |
0.8360 |
0.8185 |
|
| R3 |
0.8321 |
0.8273 |
0.8161 |
|
| R2 |
0.8234 |
0.8234 |
0.8153 |
|
| R1 |
0.8186 |
0.8186 |
0.8145 |
0.8166 |
| PP |
0.8147 |
0.8147 |
0.8147 |
0.8137 |
| S1 |
0.8099 |
0.8099 |
0.8130 |
0.8079 |
| S2 |
0.8060 |
0.8060 |
0.8122 |
|
| S3 |
0.7973 |
0.8012 |
0.8114 |
|
| S4 |
0.7886 |
0.7925 |
0.8090 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8195 |
0.8108 |
0.0087 |
1.1% |
0.0058 |
0.7% |
34% |
False |
False |
8,212 |
| 10 |
0.8201 |
0.8108 |
0.0093 |
1.1% |
0.0046 |
0.6% |
32% |
False |
False |
4,347 |
| 20 |
0.8233 |
0.8103 |
0.0130 |
1.6% |
0.0046 |
0.6% |
27% |
False |
False |
2,496 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0049 |
0.6% |
9% |
False |
False |
1,465 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0053 |
0.6% |
9% |
False |
False |
1,013 |
| 80 |
0.8608 |
0.8065 |
0.0544 |
6.7% |
0.0058 |
0.7% |
13% |
False |
False |
763 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0053 |
0.6% |
20% |
False |
False |
611 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0049 |
0.6% |
20% |
False |
False |
510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8461 |
|
2.618 |
0.8354 |
|
1.618 |
0.8289 |
|
1.000 |
0.8249 |
|
0.618 |
0.8223 |
|
HIGH |
0.8183 |
|
0.618 |
0.8158 |
|
0.500 |
0.8150 |
|
0.382 |
0.8143 |
|
LOW |
0.8118 |
|
0.618 |
0.8077 |
|
1.000 |
0.8052 |
|
1.618 |
0.8012 |
|
2.618 |
0.7946 |
|
4.250 |
0.7839 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8150 |
0.8152 |
| PP |
0.8146 |
0.8147 |
| S1 |
0.8142 |
0.8142 |
|