CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8249 |
0.8233 |
-0.0016 |
-0.2% |
0.8323 |
| High |
0.8259 |
0.8233 |
-0.0027 |
-0.3% |
0.8336 |
| Low |
0.8220 |
0.8137 |
-0.0083 |
-1.0% |
0.8137 |
| Close |
0.8244 |
0.8138 |
-0.0106 |
-1.3% |
0.8138 |
| Range |
0.0040 |
0.0096 |
0.0056 |
141.8% |
0.0199 |
| ATR |
0.0056 |
0.0059 |
0.0004 |
6.5% |
0.0000 |
| Volume |
65 |
1,507 |
1,442 |
2,218.5% |
2,308 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8456 |
0.8392 |
0.8191 |
|
| R3 |
0.8360 |
0.8297 |
0.8164 |
|
| R2 |
0.8265 |
0.8265 |
0.8156 |
|
| R1 |
0.8201 |
0.8201 |
0.8147 |
0.8185 |
| PP |
0.8169 |
0.8169 |
0.8169 |
0.8161 |
| S1 |
0.8106 |
0.8106 |
0.8129 |
0.8090 |
| S2 |
0.8074 |
0.8074 |
0.8120 |
|
| S3 |
0.7978 |
0.8010 |
0.8112 |
|
| S4 |
0.7883 |
0.7915 |
0.8085 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8799 |
0.8667 |
0.8247 |
|
| R3 |
0.8601 |
0.8469 |
0.8193 |
|
| R2 |
0.8402 |
0.8402 |
0.8174 |
|
| R1 |
0.8270 |
0.8270 |
0.8156 |
0.8237 |
| PP |
0.8204 |
0.8204 |
0.8204 |
0.8187 |
| S1 |
0.8072 |
0.8072 |
0.8120 |
0.8038 |
| S2 |
0.8005 |
0.8005 |
0.8102 |
|
| S3 |
0.7807 |
0.7873 |
0.8083 |
|
| S4 |
0.7608 |
0.7675 |
0.8029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8336 |
0.8137 |
0.0199 |
2.4% |
0.0053 |
0.6% |
1% |
False |
True |
461 |
| 10 |
0.8354 |
0.8137 |
0.0217 |
2.7% |
0.0059 |
0.7% |
0% |
False |
True |
477 |
| 20 |
0.8491 |
0.8137 |
0.0354 |
4.3% |
0.0055 |
0.7% |
0% |
False |
True |
507 |
| 40 |
0.8491 |
0.8137 |
0.0354 |
4.3% |
0.0058 |
0.7% |
0% |
False |
True |
309 |
| 60 |
0.8608 |
0.8066 |
0.0542 |
6.7% |
0.0064 |
0.8% |
13% |
False |
False |
210 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0056 |
0.7% |
20% |
False |
False |
159 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0050 |
0.6% |
20% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8638 |
|
2.618 |
0.8483 |
|
1.618 |
0.8387 |
|
1.000 |
0.8328 |
|
0.618 |
0.8292 |
|
HIGH |
0.8233 |
|
0.618 |
0.8196 |
|
0.500 |
0.8185 |
|
0.382 |
0.8173 |
|
LOW |
0.8137 |
|
0.618 |
0.8078 |
|
1.000 |
0.8042 |
|
1.618 |
0.7982 |
|
2.618 |
0.7887 |
|
4.250 |
0.7731 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8185 |
0.8211 |
| PP |
0.8169 |
0.8186 |
| S1 |
0.8154 |
0.8162 |
|