CME Japanese Yen Future June 2016
| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8164 |
0.8191 |
0.0028 |
0.3% |
0.8323 |
| High |
0.8164 |
0.8191 |
0.0028 |
0.3% |
0.8352 |
| Low |
0.8158 |
0.8181 |
0.0023 |
0.3% |
0.8165 |
| Close |
0.8164 |
0.8181 |
0.0018 |
0.2% |
0.8165 |
| Range |
0.0006 |
0.0010 |
0.0005 |
81.8% |
0.0187 |
| ATR |
0.0045 |
0.0043 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
11 |
3 |
-8 |
-72.7% |
331 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8214 |
0.8208 |
0.8187 |
|
| R3 |
0.8204 |
0.8198 |
0.8184 |
|
| R2 |
0.8194 |
0.8194 |
0.8183 |
|
| R1 |
0.8188 |
0.8188 |
0.8182 |
0.8186 |
| PP |
0.8184 |
0.8184 |
0.8184 |
0.8184 |
| S1 |
0.8178 |
0.8178 |
0.8180 |
0.8176 |
| S2 |
0.8174 |
0.8174 |
0.8179 |
|
| S3 |
0.8164 |
0.8168 |
0.8178 |
|
| S4 |
0.8154 |
0.8158 |
0.8176 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8788 |
0.8663 |
0.8267 |
|
| R3 |
0.8601 |
0.8476 |
0.8216 |
|
| R2 |
0.8414 |
0.8414 |
0.8199 |
|
| R1 |
0.8289 |
0.8289 |
0.8182 |
0.8258 |
| PP |
0.8227 |
0.8227 |
0.8227 |
0.8211 |
| S1 |
0.8102 |
0.8102 |
0.8147 |
0.8071 |
| S2 |
0.8040 |
0.8040 |
0.8130 |
|
| S3 |
0.7853 |
0.7915 |
0.8113 |
|
| S4 |
0.7666 |
0.7728 |
0.8062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8234 |
|
2.618 |
0.8217 |
|
1.618 |
0.8207 |
|
1.000 |
0.8201 |
|
0.618 |
0.8197 |
|
HIGH |
0.8191 |
|
0.618 |
0.8187 |
|
0.500 |
0.8186 |
|
0.382 |
0.8185 |
|
LOW |
0.8181 |
|
0.618 |
0.8175 |
|
1.000 |
0.8171 |
|
1.618 |
0.8165 |
|
2.618 |
0.8155 |
|
4.250 |
0.8139 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8186 |
0.8177 |
| PP |
0.8184 |
0.8173 |
| S1 |
0.8183 |
0.8168 |
|