CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 08-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2015 |
08-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8328 |
0.8409 |
0.0081 |
1.0% |
0.8226 |
| High |
0.8433 |
0.8418 |
-0.0015 |
-0.2% |
0.8433 |
| Low |
0.8321 |
0.8318 |
-0.0003 |
0.0% |
0.8224 |
| Close |
0.8408 |
0.8336 |
-0.0072 |
-0.9% |
0.8408 |
| Range |
0.0113 |
0.0101 |
-0.0012 |
-10.7% |
0.0210 |
| ATR |
0.0107 |
0.0106 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
231,507 |
268,533 |
37,026 |
16.0% |
913,241 |
|
| Daily Pivots for day following 08-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8659 |
0.8598 |
0.8391 |
|
| R3 |
0.8558 |
0.8497 |
0.8364 |
|
| R2 |
0.8458 |
0.8458 |
0.8354 |
|
| R1 |
0.8397 |
0.8397 |
0.8345 |
0.8377 |
| PP |
0.8357 |
0.8357 |
0.8357 |
0.8347 |
| S1 |
0.8296 |
0.8296 |
0.8327 |
0.8277 |
| S2 |
0.8257 |
0.8257 |
0.8318 |
|
| S3 |
0.8156 |
0.8196 |
0.8308 |
|
| S4 |
0.8056 |
0.8095 |
0.8281 |
|
|
| Weekly Pivots for week ending 04-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8983 |
0.8905 |
0.8523 |
|
| R3 |
0.8774 |
0.8695 |
0.8465 |
|
| R2 |
0.8564 |
0.8564 |
0.8446 |
|
| R1 |
0.8486 |
0.8486 |
0.8427 |
0.8525 |
| PP |
0.8355 |
0.8355 |
0.8355 |
0.8374 |
| S1 |
0.8276 |
0.8276 |
0.8388 |
0.8316 |
| S2 |
0.8145 |
0.8145 |
0.8369 |
|
| S3 |
0.7936 |
0.8067 |
0.8350 |
|
| S4 |
0.7726 |
0.7857 |
0.8292 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8433 |
0.8248 |
0.0186 |
2.2% |
0.0101 |
1.2% |
48% |
False |
False |
213,262 |
| 10 |
0.8459 |
0.8215 |
0.0245 |
2.9% |
0.0100 |
1.2% |
50% |
False |
False |
212,499 |
| 20 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0093 |
1.1% |
58% |
False |
False |
190,127 |
| 40 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0068 |
0.8% |
58% |
False |
False |
140,402 |
| 60 |
0.8592 |
0.0810 |
0.7782 |
93.3% |
0.0065 |
0.8% |
97% |
False |
False |
131,993 |
| 80 |
0.8592 |
0.0810 |
0.7782 |
93.3% |
0.0066 |
0.8% |
97% |
False |
False |
106,716 |
| 100 |
0.8592 |
0.0810 |
0.7782 |
93.3% |
0.0062 |
0.7% |
97% |
False |
False |
85,422 |
| 120 |
0.8592 |
0.0810 |
0.7782 |
93.3% |
0.0061 |
0.7% |
97% |
False |
False |
71,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8845 |
|
2.618 |
0.8681 |
|
1.618 |
0.8581 |
|
1.000 |
0.8519 |
|
0.618 |
0.8480 |
|
HIGH |
0.8418 |
|
0.618 |
0.8380 |
|
0.500 |
0.8368 |
|
0.382 |
0.8356 |
|
LOW |
0.8318 |
|
0.618 |
0.8255 |
|
1.000 |
0.8217 |
|
1.618 |
0.8155 |
|
2.618 |
0.8054 |
|
4.250 |
0.7890 |
|
|
| Fisher Pivots for day following 08-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8368 |
0.8359 |
| PP |
0.8357 |
0.8351 |
| S1 |
0.8347 |
0.8344 |
|