CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8135 |
0.8149 |
0.0014 |
0.2% |
0.8323 |
| High |
0.8156 |
0.8153 |
-0.0003 |
0.0% |
0.8336 |
| Low |
0.8116 |
0.8125 |
0.0009 |
0.1% |
0.8137 |
| Close |
0.8151 |
0.8138 |
-0.0013 |
-0.2% |
0.8138 |
| Range |
0.0040 |
0.0029 |
-0.0012 |
-28.8% |
0.0199 |
| ATR |
0.0058 |
0.0056 |
-0.0002 |
-3.6% |
0.0000 |
| Volume |
445 |
787 |
342 |
76.9% |
2,308 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8224 |
0.8209 |
0.8153 |
|
| R3 |
0.8195 |
0.8181 |
0.8145 |
|
| R2 |
0.8167 |
0.8167 |
0.8143 |
|
| R1 |
0.8152 |
0.8152 |
0.8140 |
0.8145 |
| PP |
0.8138 |
0.8138 |
0.8138 |
0.8135 |
| S1 |
0.8124 |
0.8124 |
0.8135 |
0.8117 |
| S2 |
0.8110 |
0.8110 |
0.8132 |
|
| S3 |
0.8081 |
0.8095 |
0.8130 |
|
| S4 |
0.8053 |
0.8067 |
0.8122 |
|
|
| 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 |
0.8284 |
0.8116 |
0.0168 |
2.1% |
0.0050 |
0.6% |
13% |
False |
False |
650 |
| 10 |
0.8354 |
0.8116 |
0.0238 |
2.9% |
0.0054 |
0.7% |
9% |
False |
False |
521 |
| 20 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0056 |
0.7% |
6% |
False |
False |
568 |
| 40 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0056 |
0.7% |
6% |
False |
False |
338 |
| 60 |
0.8608 |
0.8070 |
0.0539 |
6.6% |
0.0064 |
0.8% |
13% |
False |
False |
231 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0056 |
0.7% |
20% |
False |
False |
174 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0050 |
0.6% |
20% |
False |
False |
140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8274 |
|
2.618 |
0.8228 |
|
1.618 |
0.8199 |
|
1.000 |
0.8182 |
|
0.618 |
0.8171 |
|
HIGH |
0.8153 |
|
0.618 |
0.8142 |
|
0.500 |
0.8139 |
|
0.382 |
0.8135 |
|
LOW |
0.8125 |
|
0.618 |
0.8107 |
|
1.000 |
0.8096 |
|
1.618 |
0.8078 |
|
2.618 |
0.8050 |
|
4.250 |
0.8003 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8139 |
0.8174 |
| PP |
0.8138 |
0.8162 |
| S1 |
0.8138 |
0.8150 |
|