CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 16-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2015 |
16-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8175 |
0.8197 |
0.0022 |
0.3% |
0.8135 |
| High |
0.8190 |
0.8204 |
0.0014 |
0.2% |
0.8190 |
| Low |
0.8155 |
0.8136 |
-0.0020 |
-0.2% |
0.8116 |
| Close |
0.8173 |
0.8137 |
-0.0036 |
-0.4% |
0.8173 |
| Range |
0.0035 |
0.0069 |
0.0034 |
95.7% |
0.0074 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.3% |
0.0000 |
| Volume |
474 |
725 |
251 |
53.0% |
2,574 |
|
| Daily Pivots for day following 16-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8364 |
0.8319 |
0.8175 |
|
| R3 |
0.8296 |
0.8251 |
0.8156 |
|
| R2 |
0.8227 |
0.8227 |
0.8150 |
|
| R1 |
0.8182 |
0.8182 |
0.8143 |
0.8171 |
| PP |
0.8159 |
0.8159 |
0.8159 |
0.8153 |
| S1 |
0.8114 |
0.8114 |
0.8131 |
0.8102 |
| S2 |
0.8090 |
0.8090 |
0.8124 |
|
| S3 |
0.8022 |
0.8045 |
0.8118 |
|
| S4 |
0.7953 |
0.7977 |
0.8099 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8382 |
0.8351 |
0.8214 |
|
| R3 |
0.8308 |
0.8277 |
0.8193 |
|
| R2 |
0.8234 |
0.8234 |
0.8187 |
|
| R1 |
0.8203 |
0.8203 |
0.8180 |
0.8219 |
| PP |
0.8160 |
0.8160 |
0.8160 |
0.8167 |
| S1 |
0.8129 |
0.8129 |
0.8166 |
0.8145 |
| S2 |
0.8086 |
0.8086 |
0.8159 |
|
| S3 |
0.8012 |
0.8055 |
0.8153 |
|
| S4 |
0.7938 |
0.7981 |
0.8132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8204 |
0.8125 |
0.0080 |
1.0% |
0.0039 |
0.5% |
16% |
True |
False |
570 |
| 10 |
0.8313 |
0.8116 |
0.0197 |
2.4% |
0.0046 |
0.6% |
11% |
False |
False |
550 |
| 20 |
0.8395 |
0.8116 |
0.0279 |
3.4% |
0.0052 |
0.6% |
8% |
False |
False |
641 |
| 40 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0053 |
0.7% |
6% |
False |
False |
375 |
| 60 |
0.8608 |
0.8116 |
0.0492 |
6.0% |
0.0065 |
0.8% |
4% |
False |
False |
265 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0057 |
0.7% |
20% |
False |
False |
200 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0052 |
0.6% |
20% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8495 |
|
2.618 |
0.8383 |
|
1.618 |
0.8315 |
|
1.000 |
0.8273 |
|
0.618 |
0.8246 |
|
HIGH |
0.8204 |
|
0.618 |
0.8178 |
|
0.500 |
0.8170 |
|
0.382 |
0.8162 |
|
LOW |
0.8136 |
|
0.618 |
0.8093 |
|
1.000 |
0.8067 |
|
1.618 |
0.8025 |
|
2.618 |
0.7956 |
|
4.250 |
0.7844 |
|
|
| Fisher Pivots for day following 16-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8170 |
0.8170 |
| PP |
0.8159 |
0.8159 |
| S1 |
0.8148 |
0.8148 |
|