CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 31-Aug-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2015 |
31-Aug-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8257 |
0.8226 |
-0.0032 |
-0.4% |
0.8203 |
| High |
0.8290 |
0.8274 |
-0.0016 |
-0.2% |
0.8592 |
| Low |
0.8215 |
0.8224 |
0.0009 |
0.1% |
0.8196 |
| Close |
0.8241 |
0.8258 |
0.0018 |
0.2% |
0.8241 |
| Range |
0.0075 |
0.0050 |
-0.0025 |
-33.3% |
0.0396 |
| ATR |
0.0114 |
0.0109 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
150,803 |
115,462 |
-35,341 |
-23.4% |
1,376,662 |
|
| Daily Pivots for day following 31-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8402 |
0.8380 |
0.8286 |
|
| R3 |
0.8352 |
0.8330 |
0.8272 |
|
| R2 |
0.8302 |
0.8302 |
0.8267 |
|
| R1 |
0.8280 |
0.8280 |
0.8263 |
0.8291 |
| PP |
0.8252 |
0.8252 |
0.8252 |
0.8257 |
| S1 |
0.8230 |
0.8230 |
0.8253 |
0.8241 |
| S2 |
0.8202 |
0.8202 |
0.8249 |
|
| S3 |
0.8152 |
0.8180 |
0.8244 |
|
| S4 |
0.8102 |
0.8130 |
0.8231 |
|
|
| Weekly Pivots for week ending 28-Aug-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9529 |
0.9280 |
0.8458 |
|
| R3 |
0.9134 |
0.8885 |
0.8349 |
|
| R2 |
0.8738 |
0.8738 |
0.8313 |
|
| R1 |
0.8489 |
0.8489 |
0.8277 |
0.8614 |
| PP |
0.8343 |
0.8343 |
0.8343 |
0.8405 |
| S1 |
0.8094 |
0.8094 |
0.8204 |
0.8218 |
| S2 |
0.7947 |
0.7947 |
0.8168 |
|
| S3 |
0.7552 |
0.7698 |
0.8132 |
|
| S4 |
0.7156 |
0.7303 |
0.8023 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8459 |
0.8215 |
0.0245 |
3.0% |
0.0100 |
1.2% |
18% |
False |
False |
211,735 |
| 10 |
0.8592 |
0.8033 |
0.0559 |
6.8% |
0.0114 |
1.4% |
40% |
False |
False |
214,561 |
| 20 |
0.8592 |
0.7985 |
0.0607 |
7.4% |
0.0080 |
1.0% |
45% |
False |
False |
164,914 |
| 40 |
0.8592 |
0.7985 |
0.0607 |
7.4% |
0.0066 |
0.8% |
45% |
False |
False |
131,812 |
| 60 |
0.8592 |
0.0810 |
0.7782 |
94.2% |
0.0064 |
0.8% |
96% |
False |
False |
123,142 |
| 80 |
0.8592 |
0.0810 |
0.7782 |
94.2% |
0.0062 |
0.8% |
96% |
False |
False |
93,406 |
| 100 |
0.8592 |
0.0810 |
0.7782 |
94.2% |
0.0060 |
0.7% |
96% |
False |
False |
74,766 |
| 120 |
0.8592 |
0.0810 |
0.7782 |
94.2% |
0.0059 |
0.7% |
96% |
False |
False |
62,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8486 |
|
2.618 |
0.8404 |
|
1.618 |
0.8354 |
|
1.000 |
0.8324 |
|
0.618 |
0.8304 |
|
HIGH |
0.8274 |
|
0.618 |
0.8254 |
|
0.500 |
0.8249 |
|
0.382 |
0.8243 |
|
LOW |
0.8224 |
|
0.618 |
0.8193 |
|
1.000 |
0.8174 |
|
1.618 |
0.8143 |
|
2.618 |
0.8093 |
|
4.250 |
0.8011 |
|
|
| Fisher Pivots for day following 31-Aug-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8255 |
0.8282 |
| PP |
0.8252 |
0.8274 |
| S1 |
0.8249 |
0.8266 |
|