CME Japanese Yen Future December 2015
| 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 |
0.8113 |
0.8155 |
0.0042 |
0.5% |
0.8146 |
| High |
0.8178 |
0.8165 |
-0.0013 |
-0.2% |
0.8178 |
| Low |
0.8093 |
0.8103 |
0.0010 |
0.1% |
0.8086 |
| Close |
0.8177 |
0.8118 |
-0.0059 |
-0.7% |
0.8118 |
| Range |
0.0085 |
0.0063 |
-0.0023 |
-26.5% |
0.0092 |
| ATR |
0.0051 |
0.0052 |
0.0002 |
3.3% |
0.0000 |
| Volume |
227,315 |
151,080 |
-76,235 |
-33.5% |
690,451 |
|
| Daily Pivots for day following 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8316 |
0.8280 |
0.8152 |
|
| R3 |
0.8254 |
0.8217 |
0.8135 |
|
| R2 |
0.8191 |
0.8191 |
0.8129 |
|
| R1 |
0.8155 |
0.8155 |
0.8124 |
0.8142 |
| PP |
0.8129 |
0.8129 |
0.8129 |
0.8122 |
| S1 |
0.8092 |
0.8092 |
0.8112 |
0.8079 |
| S2 |
0.8066 |
0.8066 |
0.8107 |
|
| S3 |
0.8004 |
0.8030 |
0.8101 |
|
| S4 |
0.7941 |
0.7967 |
0.8084 |
|
|
| Weekly Pivots for week ending 04-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8403 |
0.8353 |
0.8169 |
|
| R3 |
0.8311 |
0.8261 |
0.8143 |
|
| R2 |
0.8219 |
0.8219 |
0.8135 |
|
| R1 |
0.8169 |
0.8169 |
0.8126 |
0.8148 |
| PP |
0.8127 |
0.8127 |
0.8127 |
0.8117 |
| S1 |
0.8077 |
0.8077 |
0.8110 |
0.8056 |
| S2 |
0.8035 |
0.8035 |
0.8101 |
|
| S3 |
0.7943 |
0.7985 |
0.8093 |
|
| S4 |
0.7851 |
0.7893 |
0.8067 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8178 |
0.8086 |
0.0092 |
1.1% |
0.0058 |
0.7% |
35% |
False |
False |
138,090 |
| 10 |
0.8181 |
0.8086 |
0.0095 |
1.2% |
0.0047 |
0.6% |
34% |
False |
False |
115,729 |
| 20 |
0.8224 |
0.8081 |
0.0143 |
1.8% |
0.0047 |
0.6% |
26% |
False |
False |
117,668 |
| 40 |
0.8475 |
0.8081 |
0.0394 |
4.9% |
0.0052 |
0.6% |
9% |
False |
False |
120,677 |
| 60 |
0.8475 |
0.8081 |
0.0394 |
4.9% |
0.0056 |
0.7% |
9% |
False |
False |
129,980 |
| 80 |
0.8604 |
0.8039 |
0.0565 |
7.0% |
0.0065 |
0.8% |
14% |
False |
False |
101,567 |
| 100 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0060 |
0.7% |
20% |
False |
False |
81,321 |
| 120 |
0.8604 |
0.7997 |
0.0607 |
7.5% |
0.0059 |
0.7% |
20% |
False |
False |
67,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8431 |
|
2.618 |
0.8329 |
|
1.618 |
0.8266 |
|
1.000 |
0.8228 |
|
0.618 |
0.8204 |
|
HIGH |
0.8165 |
|
0.618 |
0.8141 |
|
0.500 |
0.8134 |
|
0.382 |
0.8126 |
|
LOW |
0.8103 |
|
0.618 |
0.8064 |
|
1.000 |
0.8040 |
|
1.618 |
0.8001 |
|
2.618 |
0.7939 |
|
4.250 |
0.7837 |
|
|
| Fisher Pivots for day following 04-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8134 |
0.8132 |
| PP |
0.8129 |
0.8127 |
| S1 |
0.8123 |
0.8123 |
|