CME Japanese Yen Future December 2015
| Trading Metrics calculated at close of trading on 25-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2015 |
25-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8139 |
0.8162 |
0.0024 |
0.3% |
0.8173 |
| High |
0.8178 |
0.8181 |
0.0004 |
0.0% |
0.8184 |
| Low |
0.8134 |
0.8136 |
0.0002 |
0.0% |
0.8081 |
| Close |
0.8168 |
0.8148 |
-0.0020 |
-0.2% |
0.8142 |
| Range |
0.0044 |
0.0046 |
0.0002 |
3.4% |
0.0103 |
| ATR |
0.0049 |
0.0049 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
117,181 |
86,647 |
-30,534 |
-26.1% |
542,925 |
|
| Daily Pivots for day following 25-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8291 |
0.8265 |
0.8173 |
|
| R3 |
0.8246 |
0.8220 |
0.8161 |
|
| R2 |
0.8200 |
0.8200 |
0.8156 |
|
| R1 |
0.8174 |
0.8174 |
0.8152 |
0.8165 |
| PP |
0.8155 |
0.8155 |
0.8155 |
0.8150 |
| S1 |
0.8129 |
0.8129 |
0.8144 |
0.8119 |
| S2 |
0.8109 |
0.8109 |
0.8140 |
|
| S3 |
0.8064 |
0.8083 |
0.8135 |
|
| S4 |
0.8018 |
0.8038 |
0.8123 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8443 |
0.8395 |
0.8198 |
|
| R3 |
0.8341 |
0.8293 |
0.8170 |
|
| R2 |
0.8238 |
0.8238 |
0.8161 |
|
| R1 |
0.8190 |
0.8190 |
0.8151 |
0.8163 |
| PP |
0.8136 |
0.8136 |
0.8136 |
0.8122 |
| S1 |
0.8088 |
0.8088 |
0.8133 |
0.8060 |
| S2 |
0.8033 |
0.8033 |
0.8123 |
|
| S3 |
0.7931 |
0.7985 |
0.8114 |
|
| S4 |
0.7828 |
0.7883 |
0.8086 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8181 |
0.8092 |
0.0089 |
1.1% |
0.0042 |
0.5% |
63% |
True |
False |
100,507 |
| 10 |
0.8184 |
0.8081 |
0.0103 |
1.3% |
0.0041 |
0.5% |
65% |
False |
False |
106,875 |
| 20 |
0.8331 |
0.8081 |
0.0250 |
3.1% |
0.0047 |
0.6% |
27% |
False |
False |
116,412 |
| 40 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0052 |
0.6% |
17% |
False |
False |
124,602 |
| 60 |
0.8475 |
0.8081 |
0.0394 |
4.8% |
0.0060 |
0.7% |
17% |
False |
False |
122,125 |
| 80 |
0.8604 |
0.7997 |
0.0607 |
7.4% |
0.0065 |
0.8% |
25% |
False |
False |
91,911 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.4% |
0.0061 |
0.7% |
25% |
False |
False |
73,563 |
| 120 |
0.8604 |
0.7997 |
0.0607 |
7.4% |
0.0059 |
0.7% |
25% |
False |
False |
61,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8374 |
|
2.618 |
0.8300 |
|
1.618 |
0.8255 |
|
1.000 |
0.8227 |
|
0.618 |
0.8209 |
|
HIGH |
0.8181 |
|
0.618 |
0.8164 |
|
0.500 |
0.8158 |
|
0.382 |
0.8153 |
|
LOW |
0.8136 |
|
0.618 |
0.8107 |
|
1.000 |
0.8090 |
|
1.618 |
0.8062 |
|
2.618 |
0.8016 |
|
4.250 |
0.7942 |
|
|
| Fisher Pivots for day following 25-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8158 |
0.8148 |
| PP |
0.8155 |
0.8148 |
| S1 |
0.8151 |
0.8148 |
|