CME Japanese Yen Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Nov-2015 | 
                    19-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8124 | 
                        0.8117 | 
                        -0.0007 | 
                        -0.1% | 
                        0.8135 | 
                     
                    
                        | High | 
                        0.8139 | 
                        0.8177 | 
                        0.0038 | 
                        0.5% | 
                        0.8190 | 
                     
                    
                        | Low | 
                        0.8103 | 
                        0.8103 | 
                        0.0000 | 
                        0.0% | 
                        0.8116 | 
                     
                    
                        | Close | 
                        0.8117 | 
                        0.8162 | 
                        0.0046 | 
                        0.6% | 
                        0.8173 | 
                     
                    
                        | Range | 
                        0.0036 | 
                        0.0074 | 
                        0.0038 | 
                        105.6% | 
                        0.0074 | 
                     
                    
                        | ATR | 
                        0.0049 | 
                        0.0051 | 
                        0.0002 | 
                        3.6% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        363 | 
                        591 | 
                        228 | 
                        62.8% | 
                        2,574 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8369 | 
                0.8340 | 
                0.8203 | 
                 | 
             
            
                | R3 | 
                0.8295 | 
                0.8266 | 
                0.8182 | 
                 | 
             
            
                | R2 | 
                0.8221 | 
                0.8221 | 
                0.8176 | 
                 | 
             
            
                | R1 | 
                0.8192 | 
                0.8192 | 
                0.8169 | 
                0.8207 | 
             
            
                | PP | 
                0.8147 | 
                0.8147 | 
                0.8147 | 
                0.8155 | 
             
            
                | S1 | 
                0.8118 | 
                0.8118 | 
                0.8155 | 
                0.8133 | 
             
            
                | S2 | 
                0.8073 | 
                0.8073 | 
                0.8148 | 
                 | 
             
            
                | S3 | 
                0.7999 | 
                0.8044 | 
                0.8142 | 
                 | 
             
            
                | S4 | 
                0.7925 | 
                0.7970 | 
                0.8121 | 
                 | 
             
     
 | 
    
        
            | 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% | 
                0.0047 | 
                0.6% | 
                58% | 
                False | 
                True | 
                569 | 
                 
                
                | 10 | 
                0.8233 | 
                0.8103 | 
                0.0130 | 
                1.6% | 
                0.0046 | 
                0.6% | 
                46% | 
                False | 
                True | 
                645 | 
                 
                
                | 20 | 
                0.8354 | 
                0.8103 | 
                0.0251 | 
                3.1% | 
                0.0052 | 
                0.6% | 
                24% | 
                False | 
                True | 
                704 | 
                 
                
                | 40 | 
                0.8491 | 
                0.8103 | 
                0.0388 | 
                4.7% | 
                0.0052 | 
                0.6% | 
                15% | 
                False | 
                True | 
                413 | 
                 
                
                | 60 | 
                0.8491 | 
                0.8103 | 
                0.0388 | 
                4.7% | 
                0.0058 | 
                0.7% | 
                15% | 
                False | 
                True | 
                291 | 
                 
                
                | 80 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.2% | 
                0.0057 | 
                0.7% | 
                25% | 
                False | 
                False | 
                221 | 
                 
                
                | 100 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.2% | 
                0.0052 | 
                0.6% | 
                25% | 
                False | 
                False | 
                177 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8492 | 
         
        
            | 
2.618             | 
            0.8371 | 
         
        
            | 
1.618             | 
            0.8297 | 
         
        
            | 
1.000             | 
            0.8251 | 
         
        
            | 
0.618             | 
            0.8223 | 
         
        
            | 
HIGH             | 
            0.8177 | 
         
        
            | 
0.618             | 
            0.8149 | 
         
        
            | 
0.500             | 
            0.8140 | 
         
        
            | 
0.382             | 
            0.8131 | 
         
        
            | 
LOW             | 
            0.8103 | 
         
        
            | 
0.618             | 
            0.8057 | 
         
        
            | 
1.000             | 
            0.8029 | 
         
        
            | 
1.618             | 
            0.7983 | 
         
        
            | 
2.618             | 
            0.7909 | 
         
        
            | 
4.250             | 
            0.7789 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8155 | 
                                0.8155 | 
                             
                            
                                | PP | 
                                0.8147 | 
                                0.8147 | 
                             
                            
                                | S1 | 
                                0.8140 | 
                                0.8140 | 
                             
             
         |