CME Japanese Yen Future March 2016
| 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 |
0.8262 |
0.8249 |
-0.0013 |
-0.2% |
0.8260 |
| High |
0.8284 |
0.8259 |
-0.0025 |
-0.3% |
0.8354 |
| Low |
0.8238 |
0.8220 |
-0.0018 |
-0.2% |
0.8253 |
| Close |
0.8247 |
0.8244 |
-0.0004 |
0.0% |
0.8306 |
| Range |
0.0047 |
0.0040 |
-0.0007 |
-15.1% |
0.0102 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
448 |
65 |
-383 |
-85.5% |
2,469 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8359 |
0.8341 |
0.8265 |
|
| R3 |
0.8320 |
0.8301 |
0.8254 |
|
| R2 |
0.8280 |
0.8280 |
0.8251 |
|
| R1 |
0.8262 |
0.8262 |
0.8247 |
0.8251 |
| PP |
0.8241 |
0.8241 |
0.8241 |
0.8235 |
| S1 |
0.8222 |
0.8222 |
0.8240 |
0.8212 |
| S2 |
0.8201 |
0.8201 |
0.8236 |
|
| S3 |
0.8162 |
0.8183 |
0.8233 |
|
| S4 |
0.8122 |
0.8143 |
0.8222 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8609 |
0.8559 |
0.8362 |
|
| R3 |
0.8507 |
0.8457 |
0.8334 |
|
| R2 |
0.8406 |
0.8406 |
0.8325 |
|
| R1 |
0.8356 |
0.8356 |
0.8315 |
0.8381 |
| PP |
0.8304 |
0.8304 |
0.8304 |
0.8317 |
| S1 |
0.8254 |
0.8254 |
0.8297 |
0.8279 |
| S2 |
0.8203 |
0.8203 |
0.8287 |
|
| S3 |
0.8101 |
0.8153 |
0.8278 |
|
| S4 |
0.8000 |
0.8051 |
0.8250 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8336 |
0.8220 |
0.0116 |
1.4% |
0.0050 |
0.6% |
21% |
False |
True |
343 |
| 10 |
0.8354 |
0.8220 |
0.0135 |
1.6% |
0.0058 |
0.7% |
18% |
False |
True |
762 |
| 20 |
0.8491 |
0.8220 |
0.0271 |
3.3% |
0.0052 |
0.6% |
9% |
False |
True |
433 |
| 40 |
0.8491 |
0.8220 |
0.0271 |
3.3% |
0.0056 |
0.7% |
9% |
False |
True |
272 |
| 60 |
0.8608 |
0.8065 |
0.0544 |
6.6% |
0.0062 |
0.8% |
33% |
False |
False |
185 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0055 |
0.7% |
38% |
False |
False |
140 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0049 |
0.6% |
38% |
False |
False |
113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8427 |
|
2.618 |
0.8362 |
|
1.618 |
0.8323 |
|
1.000 |
0.8299 |
|
0.618 |
0.8283 |
|
HIGH |
0.8259 |
|
0.618 |
0.8244 |
|
0.500 |
0.8239 |
|
0.382 |
0.8235 |
|
LOW |
0.8220 |
|
0.618 |
0.8195 |
|
1.000 |
0.8180 |
|
1.618 |
0.8156 |
|
2.618 |
0.8116 |
|
4.250 |
0.8052 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8242 |
0.8266 |
| PP |
0.8241 |
0.8259 |
| S1 |
0.8239 |
0.8251 |
|