CME Japanese Yen Future September 2015
| Trading Metrics calculated at close of trading on 11-Sep-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2015 |
11-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
0.8308 |
0.8286 |
-0.0022 |
-0.3% |
0.8409 |
| High |
0.8336 |
0.8308 |
-0.0028 |
-0.3% |
0.8418 |
| Low |
0.8239 |
0.8267 |
0.0029 |
0.3% |
0.8239 |
| Close |
0.8292 |
0.8293 |
0.0001 |
0.0% |
0.8293 |
| Range |
0.0097 |
0.0041 |
-0.0056 |
-57.7% |
0.0180 |
| ATR |
0.0105 |
0.0100 |
-0.0005 |
-4.3% |
0.0000 |
| Volume |
224,412 |
40,459 |
-183,953 |
-82.0% |
774,990 |
|
| Daily Pivots for day following 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8412 |
0.8393 |
0.8315 |
|
| R3 |
0.8371 |
0.8352 |
0.8304 |
|
| R2 |
0.8330 |
0.8330 |
0.8300 |
|
| R1 |
0.8311 |
0.8311 |
0.8296 |
0.8321 |
| PP |
0.8289 |
0.8289 |
0.8289 |
0.8294 |
| S1 |
0.8270 |
0.8270 |
0.8289 |
0.8280 |
| S2 |
0.8248 |
0.8248 |
0.8285 |
|
| S3 |
0.8207 |
0.8229 |
0.8281 |
|
| S4 |
0.8166 |
0.8188 |
0.8270 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8855 |
0.8753 |
0.8391 |
|
| R3 |
0.8675 |
0.8574 |
0.8342 |
|
| R2 |
0.8496 |
0.8496 |
0.8325 |
|
| R1 |
0.8394 |
0.8394 |
0.8309 |
0.8355 |
| PP |
0.8316 |
0.8316 |
0.8316 |
0.8297 |
| S1 |
0.8215 |
0.8215 |
0.8276 |
0.8176 |
| S2 |
0.8137 |
0.8137 |
0.8260 |
|
| S3 |
0.7957 |
0.8035 |
0.8243 |
|
| S4 |
0.7778 |
0.7856 |
0.8194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8433 |
0.8239 |
0.0195 |
2.3% |
0.0089 |
1.1% |
28% |
False |
False |
201,299 |
| 10 |
0.8433 |
0.8215 |
0.0219 |
2.6% |
0.0086 |
1.0% |
36% |
False |
False |
183,903 |
| 20 |
0.8592 |
0.8029 |
0.0563 |
6.8% |
0.0096 |
1.2% |
47% |
False |
False |
193,999 |
| 40 |
0.8592 |
0.7985 |
0.0607 |
7.3% |
0.0070 |
0.8% |
51% |
False |
False |
146,967 |
| 60 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0066 |
0.8% |
96% |
False |
False |
135,612 |
| 80 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0067 |
0.8% |
96% |
False |
False |
113,030 |
| 100 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0063 |
0.8% |
96% |
False |
False |
90,483 |
| 120 |
0.8592 |
0.0810 |
0.7782 |
93.8% |
0.0061 |
0.7% |
96% |
False |
False |
75,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8482 |
|
2.618 |
0.8415 |
|
1.618 |
0.8374 |
|
1.000 |
0.8349 |
|
0.618 |
0.8333 |
|
HIGH |
0.8308 |
|
0.618 |
0.8292 |
|
0.500 |
0.8288 |
|
0.382 |
0.8283 |
|
LOW |
0.8267 |
|
0.618 |
0.8242 |
|
1.000 |
0.8226 |
|
1.618 |
0.8201 |
|
2.618 |
0.8160 |
|
4.250 |
0.8093 |
|
|
| Fisher Pivots for day following 11-Sep-2015 |
| Pivot |
1 day |
3 day |
| R1 |
0.8291 |
0.8292 |
| PP |
0.8289 |
0.8292 |
| S1 |
0.8288 |
0.8291 |
|