CME Japanese Yen Future March 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Dec-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Dec-2015 | 
                    02-Dec-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        0.8137 | 
                        0.8160 | 
                        0.0024 | 
                        0.3% | 
                        0.8161 | 
                     
                    
                        | High | 
                        0.8175 | 
                        0.8167 | 
                        -0.0009 | 
                        -0.1% | 
                        0.8201 | 
                     
                    
                        | Low | 
                        0.8135 | 
                        0.8108 | 
                        -0.0027 | 
                        -0.3% | 
                        0.8136 | 
                     
                    
                        | Close | 
                        0.8165 | 
                        0.8141 | 
                        -0.0025 | 
                        -0.3% | 
                        0.8163 | 
                     
                    
                        | Range | 
                        0.0041 | 
                        0.0059 | 
                        0.0018 | 
                        44.4% | 
                        0.0065 | 
                     
                    
                        | ATR | 
                        0.0045 | 
                        0.0046 | 
                        0.0001 | 
                        2.1% | 
                        0.0000 | 
                     
                    
                        | Volume | 
                        5,956 | 
                        7,409 | 
                        1,453 | 
                        24.4% | 
                        1,974 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Dec-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                0.8314 | 
                0.8286 | 
                0.8173 | 
                 | 
             
            
                | R3 | 
                0.8255 | 
                0.8227 | 
                0.8157 | 
                 | 
             
            
                | R2 | 
                0.8197 | 
                0.8197 | 
                0.8151 | 
                 | 
             
            
                | R1 | 
                0.8169 | 
                0.8169 | 
                0.8146 | 
                0.8154 | 
             
            
                | PP | 
                0.8138 | 
                0.8138 | 
                0.8138 | 
                0.8131 | 
             
            
                | S1 | 
                0.8110 | 
                0.8110 | 
                0.8135 | 
                0.8095 | 
             
            
                | S2 | 
                0.8080 | 
                0.8080 | 
                0.8130 | 
                 | 
             
            
                | S3 | 
                0.8021 | 
                0.8052 | 
                0.8124 | 
                 | 
             
            
                | S4 | 
                0.7963 | 
                0.7993 | 
                0.8108 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                0.8108 | 
                0.0093 | 
                1.1% | 
                0.0045 | 
                0.5% | 
                35% | 
                False | 
                True | 
                3,800 | 
                 
                
                | 10 | 
                0.8201 | 
                0.8103 | 
                0.0098 | 
                1.2% | 
                0.0042 | 
                0.5% | 
                38% | 
                False | 
                False | 
                2,102 | 
                 
                
                | 20 | 
                0.8284 | 
                0.8103 | 
                0.0181 | 
                2.2% | 
                0.0043 | 
                0.5% | 
                21% | 
                False | 
                False | 
                1,351 | 
                 
                
                | 40 | 
                0.8491 | 
                0.8103 | 
                0.0388 | 
                4.8% | 
                0.0047 | 
                0.6% | 
                10% | 
                False | 
                False | 
                882 | 
                 
                
                | 60 | 
                0.8491 | 
                0.8103 | 
                0.0388 | 
                4.8% | 
                0.0053 | 
                0.7% | 
                10% | 
                False | 
                False | 
                625 | 
                 
                
                | 80 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.3% | 
                0.0058 | 
                0.7% | 
                21% | 
                False | 
                False | 
                471 | 
                 
                
                | 100 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.3% | 
                0.0052 | 
                0.6% | 
                21% | 
                False | 
                False | 
                377 | 
                 
                
                | 120 | 
                0.8608 | 
                0.8017 | 
                0.0591 | 
                7.3% | 
                0.0048 | 
                0.6% | 
                21% | 
                False | 
                False | 
                315 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            0.8415 | 
         
        
            | 
2.618             | 
            0.8320 | 
         
        
            | 
1.618             | 
            0.8261 | 
         
        
            | 
1.000             | 
            0.8225 | 
         
        
            | 
0.618             | 
            0.8203 | 
         
        
            | 
HIGH             | 
            0.8167 | 
         
        
            | 
0.618             | 
            0.8144 | 
         
        
            | 
0.500             | 
            0.8137 | 
         
        
            | 
0.382             | 
            0.8130 | 
         
        
            | 
LOW             | 
            0.8108 | 
         
        
            | 
0.618             | 
            0.8072 | 
         
        
            | 
1.000             | 
            0.8050 | 
         
        
            | 
1.618             | 
            0.8013 | 
         
        
            | 
2.618             | 
            0.7955 | 
         
        
            | 
4.250             | 
            0.7859 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Dec-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                0.8139 | 
                                0.8142 | 
                             
                            
                                | PP | 
                                0.8138 | 
                                0.8141 | 
                             
                            
                                | S1 | 
                                0.8137 | 
                                0.8141 | 
                             
             
         |