CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8263 |
0.8229 |
-0.0034 |
-0.4% |
0.8237 |
| High |
0.8267 |
0.8241 |
-0.0027 |
-0.3% |
0.8350 |
| Low |
0.8218 |
0.8199 |
-0.0019 |
-0.2% |
0.8234 |
| Close |
0.8228 |
0.8223 |
-0.0005 |
-0.1% |
0.8288 |
| Range |
0.0050 |
0.0042 |
-0.0008 |
-15.2% |
0.0116 |
| ATR |
0.0061 |
0.0060 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
136,679 |
122,622 |
-14,057 |
-10.3% |
684,993 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8347 |
0.8327 |
0.8246 |
|
| R3 |
0.8305 |
0.8285 |
0.8235 |
|
| R2 |
0.8263 |
0.8263 |
0.8231 |
|
| R1 |
0.8243 |
0.8243 |
0.8227 |
0.8232 |
| PP |
0.8221 |
0.8221 |
0.8221 |
0.8215 |
| S1 |
0.8201 |
0.8201 |
0.8219 |
0.8190 |
| S2 |
0.8179 |
0.8179 |
0.8215 |
|
| S3 |
0.8137 |
0.8159 |
0.8211 |
|
| S4 |
0.8095 |
0.8117 |
0.8200 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8639 |
0.8579 |
0.8352 |
|
| R3 |
0.8523 |
0.8463 |
0.8320 |
|
| R2 |
0.8407 |
0.8407 |
0.8309 |
|
| R1 |
0.8347 |
0.8347 |
0.8299 |
0.8377 |
| PP |
0.8291 |
0.8291 |
0.8291 |
0.8306 |
| S1 |
0.8231 |
0.8231 |
0.8277 |
0.8261 |
| S2 |
0.8175 |
0.8175 |
0.8267 |
|
| S3 |
0.8059 |
0.8115 |
0.8256 |
|
| S4 |
0.7943 |
0.7999 |
0.8224 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8331 |
0.8199 |
0.0133 |
1.6% |
0.0054 |
0.7% |
18% |
False |
True |
125,815 |
| 10 |
0.8350 |
0.8199 |
0.0152 |
1.8% |
0.0063 |
0.8% |
16% |
False |
True |
129,286 |
| 20 |
0.8475 |
0.8199 |
0.0277 |
3.4% |
0.0057 |
0.7% |
9% |
False |
True |
123,686 |
| 40 |
0.8475 |
0.8199 |
0.0277 |
3.4% |
0.0061 |
0.7% |
9% |
False |
True |
136,136 |
| 60 |
0.8604 |
0.8039 |
0.0565 |
6.9% |
0.0071 |
0.9% |
33% |
False |
False |
96,199 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.4% |
0.0063 |
0.8% |
37% |
False |
False |
72,234 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.4% |
0.0061 |
0.7% |
37% |
False |
False |
57,825 |
| 120 |
0.8604 |
0.7977 |
0.0627 |
7.6% |
0.0060 |
0.7% |
39% |
False |
False |
48,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8419 |
|
2.618 |
0.8350 |
|
1.618 |
0.8308 |
|
1.000 |
0.8283 |
|
0.618 |
0.8266 |
|
HIGH |
0.8241 |
|
0.618 |
0.8224 |
|
0.500 |
0.8220 |
|
0.382 |
0.8215 |
|
LOW |
0.8199 |
|
0.618 |
0.8173 |
|
1.000 |
0.8157 |
|
1.618 |
0.8131 |
|
2.618 |
0.8089 |
|
4.250 |
0.8020 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8222 |
0.8247 |
| PP |
0.8221 |
0.8239 |
| S1 |
0.8220 |
0.8231 |
|