CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 20-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2015 |
20-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8117 |
0.8157 |
0.0040 |
0.5% |
0.8197 |
| High |
0.8177 |
0.8170 |
-0.0007 |
-0.1% |
0.8204 |
| Low |
0.8103 |
0.8150 |
0.0047 |
0.6% |
0.8103 |
| Close |
0.8162 |
0.8163 |
0.0001 |
0.0% |
0.8163 |
| Range |
0.0074 |
0.0020 |
-0.0054 |
-73.0% |
0.0101 |
| ATR |
0.0051 |
0.0049 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
591 |
442 |
-149 |
-25.2% |
2,816 |
|
| Daily Pivots for day following 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8221 |
0.8212 |
0.8174 |
|
| R3 |
0.8201 |
0.8192 |
0.8169 |
|
| R2 |
0.8181 |
0.8181 |
0.8167 |
|
| R1 |
0.8172 |
0.8172 |
0.8165 |
0.8177 |
| PP |
0.8161 |
0.8161 |
0.8161 |
0.8163 |
| S1 |
0.8152 |
0.8152 |
0.8161 |
0.8157 |
| S2 |
0.8141 |
0.8141 |
0.8159 |
|
| S3 |
0.8121 |
0.8132 |
0.8158 |
|
| S4 |
0.8101 |
0.8112 |
0.8152 |
|
|
| Weekly Pivots for week ending 20-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8460 |
0.8412 |
0.8219 |
|
| R3 |
0.8359 |
0.8311 |
0.8191 |
|
| R2 |
0.8258 |
0.8258 |
0.8182 |
|
| R1 |
0.8210 |
0.8210 |
0.8172 |
0.8184 |
| PP |
0.8157 |
0.8157 |
0.8157 |
0.8143 |
| S1 |
0.8109 |
0.8109 |
0.8154 |
0.8083 |
| S2 |
0.8056 |
0.8056 |
0.8144 |
|
| S3 |
0.7955 |
0.8008 |
0.8135 |
|
| S4 |
0.7854 |
0.7907 |
0.8107 |
|
|
| 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% |
0.0044 |
0.5% |
59% |
False |
False |
563 |
| 10 |
0.8204 |
0.8103 |
0.0101 |
1.2% |
0.0038 |
0.5% |
59% |
False |
False |
539 |
| 20 |
0.8354 |
0.8103 |
0.0251 |
3.1% |
0.0049 |
0.6% |
24% |
False |
False |
508 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0050 |
0.6% |
15% |
False |
False |
420 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0056 |
0.7% |
15% |
False |
False |
298 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
25% |
False |
False |
226 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0052 |
0.6% |
25% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8255 |
|
2.618 |
0.8222 |
|
1.618 |
0.8202 |
|
1.000 |
0.8190 |
|
0.618 |
0.8182 |
|
HIGH |
0.8170 |
|
0.618 |
0.8162 |
|
0.500 |
0.8160 |
|
0.382 |
0.8158 |
|
LOW |
0.8150 |
|
0.618 |
0.8138 |
|
1.000 |
0.8130 |
|
1.618 |
0.8118 |
|
2.618 |
0.8098 |
|
4.250 |
0.8065 |
|
|
| Fisher Pivots for day following 20-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8162 |
0.8155 |
| PP |
0.8161 |
0.8148 |
| S1 |
0.8160 |
0.8140 |
|