CME Japanese Yen Future March 2016
| Trading Metrics calculated at close of trading on 01-Dec-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2015 |
01-Dec-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8165 |
0.8137 |
-0.0029 |
-0.3% |
0.8161 |
| High |
0.8172 |
0.8175 |
0.0003 |
0.0% |
0.8201 |
| Low |
0.8130 |
0.8135 |
0.0005 |
0.1% |
0.8136 |
| Close |
0.8145 |
0.8165 |
0.0020 |
0.2% |
0.8163 |
| Range |
0.0042 |
0.0041 |
-0.0002 |
-3.6% |
0.0065 |
| ATR |
0.0046 |
0.0045 |
0.0000 |
-0.8% |
0.0000 |
| Volume |
4,285 |
5,956 |
1,671 |
39.0% |
1,974 |
|
| Daily Pivots for day following 01-Dec-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8280 |
0.8263 |
0.8187 |
|
| R3 |
0.8239 |
0.8222 |
0.8176 |
|
| R2 |
0.8199 |
0.8199 |
0.8172 |
|
| R1 |
0.8182 |
0.8182 |
0.8169 |
0.8190 |
| PP |
0.8158 |
0.8158 |
0.8158 |
0.8162 |
| S1 |
0.8141 |
0.8141 |
0.8161 |
0.8150 |
| S2 |
0.8118 |
0.8118 |
0.8158 |
|
| S3 |
0.8077 |
0.8101 |
0.8154 |
|
| S4 |
0.8037 |
0.8060 |
0.8143 |
|
|
| Weekly Pivots for week ending 27-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8361 |
0.8327 |
0.8198 |
|
| R3 |
0.8296 |
0.8262 |
0.8180 |
|
| R2 |
0.8231 |
0.8231 |
0.8174 |
|
| R1 |
0.8197 |
0.8197 |
0.8168 |
0.8214 |
| PP |
0.8166 |
0.8166 |
0.8166 |
0.8175 |
| S1 |
0.8132 |
0.8132 |
0.8157 |
0.8149 |
| S2 |
0.8101 |
0.8101 |
0.8151 |
|
| S3 |
0.8036 |
0.8067 |
0.8145 |
|
| S4 |
0.7971 |
0.8002 |
0.8127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8201 |
0.8130 |
0.0071 |
0.9% |
0.0041 |
0.5% |
50% |
False |
False |
2,403 |
| 10 |
0.8201 |
0.8103 |
0.0098 |
1.2% |
0.0038 |
0.5% |
64% |
False |
False |
1,430 |
| 20 |
0.8313 |
0.8103 |
0.0210 |
2.6% |
0.0042 |
0.5% |
30% |
False |
False |
990 |
| 40 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0046 |
0.6% |
16% |
False |
False |
700 |
| 60 |
0.8491 |
0.8103 |
0.0388 |
4.7% |
0.0053 |
0.7% |
16% |
False |
False |
502 |
| 80 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0057 |
0.7% |
25% |
False |
False |
378 |
| 100 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0052 |
0.6% |
25% |
False |
False |
303 |
| 120 |
0.8608 |
0.8017 |
0.0591 |
7.2% |
0.0047 |
0.6% |
25% |
False |
False |
253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8347 |
|
2.618 |
0.8281 |
|
1.618 |
0.8241 |
|
1.000 |
0.8216 |
|
0.618 |
0.8200 |
|
HIGH |
0.8175 |
|
0.618 |
0.8160 |
|
0.500 |
0.8155 |
|
0.382 |
0.8150 |
|
LOW |
0.8135 |
|
0.618 |
0.8109 |
|
1.000 |
0.8094 |
|
1.618 |
0.8069 |
|
2.618 |
0.8028 |
|
4.250 |
0.7962 |
|
|
| Fisher Pivots for day following 01-Dec-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8162 |
0.8165 |
| PP |
0.8158 |
0.8164 |
| S1 |
0.8155 |
0.8164 |
|