CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 18-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2015 |
18-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8136 |
0.8124 |
-0.0013 |
-0.2% |
0.8135 |
| High |
0.8142 |
0.8139 |
-0.0003 |
0.0% |
0.8190 |
| Low |
0.8123 |
0.8103 |
-0.0020 |
-0.2% |
0.8116 |
| Close |
0.8127 |
0.8117 |
-0.0011 |
-0.1% |
0.8173 |
| Range |
0.0019 |
0.0036 |
0.0017 |
89.5% |
0.0074 |
| ATR |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0000 |
| Volume |
695 |
363 |
-332 |
-47.8% |
2,574 |
|
| Daily Pivots for day following 18-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8228 |
0.8208 |
0.8136 |
|
| R3 |
0.8192 |
0.8172 |
0.8126 |
|
| R2 |
0.8156 |
0.8156 |
0.8123 |
|
| R1 |
0.8136 |
0.8136 |
0.8120 |
0.8128 |
| PP |
0.8120 |
0.8120 |
0.8120 |
0.8115 |
| S1 |
0.8100 |
0.8100 |
0.8113 |
0.8092 |
| S2 |
0.8084 |
0.8084 |
0.8110 |
|
| S3 |
0.8048 |
0.8064 |
0.8107 |
|
| S4 |
0.8012 |
0.8028 |
0.8097 |
|
|
| 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 |
0.8103 |
0.0101 |
1.2% |
0.0039 |
0.5% |
13% |
False |
True |
511 |
| 10 |
0.8259 |
0.8103 |
0.0156 |
1.9% |
0.0042 |
0.5% |
9% |
False |
True |
592 |
| 20 |
0.8381 |
0.8103 |
0.0278 |
3.4% |
0.0052 |
0.6% |
5% |
False |
True |
683 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0052 |
0.6% |
3% |
False |
True |
400 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.8% |
0.0058 |
0.7% |
3% |
False |
True |
281 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0057 |
0.7% |
17% |
False |
False |
214 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.3% |
0.0052 |
0.6% |
17% |
False |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8292 |
|
2.618 |
0.8233 |
|
1.618 |
0.8197 |
|
1.000 |
0.8175 |
|
0.618 |
0.8161 |
|
HIGH |
0.8139 |
|
0.618 |
0.8125 |
|
0.500 |
0.8121 |
|
0.382 |
0.8117 |
|
LOW |
0.8103 |
|
0.618 |
0.8081 |
|
1.000 |
0.8067 |
|
1.618 |
0.8045 |
|
2.618 |
0.8009 |
|
4.250 |
0.7950 |
|
|
| Fisher Pivots for day following 18-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8121 |
0.8154 |
| PP |
0.8120 |
0.8141 |
| S1 |
0.8118 |
0.8129 |
|