CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8233 |
0.8135 |
-0.0098 |
-1.2% |
0.8323 |
| High |
0.8233 |
0.8156 |
-0.0077 |
-0.9% |
0.8336 |
| Low |
0.8137 |
0.8116 |
-0.0021 |
-0.3% |
0.8137 |
| Close |
0.8138 |
0.8151 |
0.0013 |
0.2% |
0.8138 |
| Range |
0.0096 |
0.0040 |
-0.0056 |
-58.1% |
0.0199 |
| ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
1,507 |
445 |
-1,062 |
-70.5% |
2,308 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8261 |
0.8246 |
0.8173 |
|
| R3 |
0.8221 |
0.8206 |
0.8162 |
|
| R2 |
0.8181 |
0.8181 |
0.8158 |
|
| R1 |
0.8166 |
0.8166 |
0.8154 |
0.8173 |
| PP |
0.8141 |
0.8141 |
0.8141 |
0.8145 |
| S1 |
0.8126 |
0.8126 |
0.8147 |
0.8133 |
| S2 |
0.8101 |
0.8101 |
0.8143 |
|
| S3 |
0.8061 |
0.8086 |
0.8140 |
|
| S4 |
0.8021 |
0.8046 |
0.8129 |
|
|
| 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 |
0.8313 |
0.8116 |
0.0197 |
2.4% |
0.0053 |
0.7% |
18% |
False |
True |
529 |
| 10 |
0.8354 |
0.8116 |
0.0238 |
2.9% |
0.0057 |
0.7% |
14% |
False |
True |
484 |
| 20 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0056 |
0.7% |
9% |
False |
True |
529 |
| 40 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0057 |
0.7% |
9% |
False |
True |
320 |
| 60 |
0.8608 |
0.8066 |
0.0542 |
6.6% |
0.0064 |
0.8% |
16% |
False |
False |
218 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0056 |
0.7% |
23% |
False |
False |
165 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0050 |
0.6% |
23% |
False |
False |
132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8326 |
|
2.618 |
0.8261 |
|
1.618 |
0.8221 |
|
1.000 |
0.8196 |
|
0.618 |
0.8181 |
|
HIGH |
0.8156 |
|
0.618 |
0.8141 |
|
0.500 |
0.8136 |
|
0.382 |
0.8131 |
|
LOW |
0.8116 |
|
0.618 |
0.8091 |
|
1.000 |
0.8076 |
|
1.618 |
0.8051 |
|
2.618 |
0.8011 |
|
4.250 |
0.7946 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8146 |
0.8188 |
| PP |
0.8141 |
0.8175 |
| S1 |
0.8136 |
0.8163 |
|