CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 17-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2015 |
17-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8197 |
0.8136 |
-0.0061 |
-0.7% |
0.8135 |
| High |
0.8204 |
0.8142 |
-0.0063 |
-0.8% |
0.8190 |
| Low |
0.8136 |
0.8123 |
-0.0013 |
-0.2% |
0.8116 |
| Close |
0.8137 |
0.8127 |
-0.0010 |
-0.1% |
0.8173 |
| Range |
0.0069 |
0.0019 |
-0.0050 |
-72.3% |
0.0074 |
| ATR |
0.0053 |
0.0050 |
-0.0002 |
-4.6% |
0.0000 |
| Volume |
725 |
695 |
-30 |
-4.1% |
2,574 |
|
| Daily Pivots for day following 17-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8187 |
0.8176 |
0.8137 |
|
| R3 |
0.8168 |
0.8157 |
0.8132 |
|
| R2 |
0.8149 |
0.8149 |
0.8130 |
|
| R1 |
0.8138 |
0.8138 |
0.8129 |
0.8134 |
| PP |
0.8130 |
0.8130 |
0.8130 |
0.8128 |
| S1 |
0.8119 |
0.8119 |
0.8125 |
0.8115 |
| S2 |
0.8111 |
0.8111 |
0.8124 |
|
| S3 |
0.8092 |
0.8100 |
0.8122 |
|
| S4 |
0.8073 |
0.8081 |
0.8117 |
|
|
| 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 |
0.8123 |
0.0082 |
1.0% |
0.0037 |
0.5% |
6% |
False |
True |
552 |
| 10 |
0.8284 |
0.8116 |
0.0168 |
2.1% |
0.0043 |
0.5% |
7% |
False |
False |
601 |
| 20 |
0.8381 |
0.8116 |
0.0265 |
3.3% |
0.0052 |
0.6% |
4% |
False |
False |
667 |
| 40 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0052 |
0.6% |
3% |
False |
False |
392 |
| 60 |
0.8491 |
0.8116 |
0.0375 |
4.6% |
0.0060 |
0.7% |
3% |
False |
False |
276 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0057 |
0.7% |
19% |
False |
False |
209 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0052 |
0.6% |
19% |
False |
False |
168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8222 |
|
2.618 |
0.8191 |
|
1.618 |
0.8172 |
|
1.000 |
0.8161 |
|
0.618 |
0.8153 |
|
HIGH |
0.8142 |
|
0.618 |
0.8134 |
|
0.500 |
0.8132 |
|
0.382 |
0.8130 |
|
LOW |
0.8123 |
|
0.618 |
0.8111 |
|
1.000 |
0.8104 |
|
1.618 |
0.8092 |
|
2.618 |
0.8073 |
|
4.250 |
0.8042 |
|
|
| Fisher Pivots for day following 17-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8132 |
0.8163 |
| PP |
0.8130 |
0.8151 |
| S1 |
0.8129 |
0.8139 |
|